Template:Nutshell EUA Annex Cost of Carry Amount
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Cost of Carry Amount: Means an EUR amount equal to:
- Allowance Forward Transactions: Cost of Carry Rate x Allowance Purchase Price x N x (Cost of Carry Delay/360).
- Allowance Option Transactions: Cost of Carry Rate x Allowance Strike Price x N x (Cost of Carry Delay/360).
where “N” = Number of Allowances delivered by the Delayed Delivery Date following a Suspension Event.