FORTIS B FIX 2006 - BNP Paribas Investment Partners

Bijlage 2 : Voorbeeld
(dat louter ter indicatie wordt verschaft)
Scenario 1
Observatiedagen 10-jaars EUR-swaprente 2-jaars EUR-swaprente Berekening Gestorte dividend
- - - 4,50%
- - - 4,50%
- - - 4,50%
- - - 4,50%
30/11/2011 5,20% 3,35% 3*(5,20% - 3,35%) = 5,55% 5,55%
30/11/2012 5,80% 3,40% 3*(5,80% - 3,40%) = 7,20% 7,20%
29/11/2013 4,80% 2,10% 3*(4,80% - 2,10%) = 8,10% 8,00%
28/11/2014 4,60% 2,05% 3*(4,60% - 2,05%) = 7,65% 7,65%
30/11/2015 5,50% 2,70% 3*(5,50% - 2,70%) = 8,40% 8,00%
30/11/2016 6,80% 2,95% 3*(6,80% - 2,95%) = 11,55% 8,00%
30/11/2017 6,90% 3,60% 3*(6,90% - 3,60%) = 9,90% 8,00%
24/05/2019 6,70% 2,80% 3*(6,70% - 2,80%) = 11,70% 8,00%
Scenario 2
Observatiedagen 10-jaars EUR-swaprente 2-jaars EUR-swaprente Berekening Gestorte dividend
- - - 4,50%
- - - 4,50%
- - - 4,50%
- - - 4,50%
30/11/2011 6,20% 2,25% 3*(6,20% - 2,25%) = 11,85% 8,00%
30/11/2012 5,85% 3,50% 3*(5,85% - 3,50%) = 7,05% 7,05%
29/11/2013 5,50% 4,25% 3*(5,50% - 4,25%) = 3,75% 3,75%
28/11/2014 4,60% 3,75% 3*(4,60% - 3,75%) = 2,55% 2,55%
30/11/2015 6,20% 3,80% 3*(6,20% - 3,80%) = 7,20% 7,20%
30/11/2016 4,00% 2,70% 3*(4,00% - 2,70%) = 3,90% 3,90%
30/11/2017 4,25% 3,10% 3*(4,25% - 3,10%) = 3,45% 3,45%
24/05/2019 4,60% 3,25% 3*(4,60% - 3,25%) = 4,05% 4,05%
Scenario 3
Observatiedagen 10-jaars EUR-swaprente 2-jaars EUR-swaprente Berekening Gestorte dividend
- - - 4,50%
- - - 4,50%
- - - 4,50%
- - - 4,50%
30/11/2011 4,30% 3,90% 3*(4,30% - 3,90%) = 1,20% 2,00%
30/11/2012 4,05% 3,75% 3*(4,05% - 3,75%) = 0,90% 2,00%
29/11/2013 3,85% 3,45% 3*(3,85% - 3,45%) = 1,20% 2,00%
28/11/2014 4,15% 3,50% 3*(4,15% - 3,50%) = 1,95% 2,00%
30/11/2015 4,40% 3,85% 3*(4,40% - 3,85%) = 1,65% 2,00%
30/11/2016 4,10% 3,95% 3*(4,10% - 3,95%) = 0,45% 2,00%
30/11/2017 4,20% 3,65% 3*(4,20% - 3,65%) = 1,65% 2,00%
24/05/2019 3,50% 3,10% 3*(3,50% - 3,10%) = 1,20% 2,00%
FORTIS B FIX 2006 - Prospectus - versie MEI 2011 47 / 372