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 Toegekende meerwaarde (1)
31/01/2007 4,50% 2,30% 2,5*(4,50% - 2,30%) = 5,50% 5,50%
31/01/2008 4,70% 2,40% 2,5*(4,70% - 2,40%) = 5,75% 5,75%
30/01/2009 5,00% 2,50% 2,5*(5,00% - 2,50%) = 6,25% 6,25%
29/01/2010 5,30% 3,00% 2,5*(5,30% - 3,00%) = 5,75% 5,75%
31/01/2011 5,10% 3,20% 2,5*(5,10% - 3,20%) = 4,75% 4,75%
31/01/2012 5,60% 3,10% 2,5*(5,60% - 3,10%) = 6,25% 6,25%
31/01/2013 6,00% 3,45% 2,5*(6,00% - 3,45%) = 6,37% 6,37%
31/01/2014 5,70% 3,50% 2,5*(5,70% - 3,50%) = 5,50% 5,50%
30/01/2015 7,10% 2,00% 2,5*(7,10% - 2,00%) = 12,75% 10,00%
29/01/2016 7,30% 2,10% 2,5*(7,30% - 2,10%) = 13,00% 10,00%
31/01/2017 5,20% 2,60% 2,5*(5,20% - 2,60%) = 6,50% 6,50%
20/07/2018 4,70% 2,30% 2,5*(4,70% - 2,30%) = 6,00% 6,00%
Som van de meerwaarden 78,62%
NIW op vervaldag (1) € 1.786,20
Actuarieel rendement 4,75%
Scenario 2
Observatiedagen 10-jaars EUR-swaprente 2-jaars EUR-swaprente Berekening Toegekende meerwaarde (1)
31/01/2007 4,50% 3,30% 2,5*(4,50% - 3,30%) = 3,00% 3,25%
31/01/2008 4,70% 3,40% 2,5*(4,70% - 3,40%) = 3,25% 3,25%
30/01/2009 4,90% 3,80% 2,5*(4,90% - 3,80%) = 2,75% 3,25%
29/01/2010 4,50% 3,85% 2,5*(4,50% - 3,85%) = 1,62% 3,25%
31/01/2011 4,25% 3,20% 2,5*(4,25% - 3,20%) = 2,62% 3,25%
31/01/2012 4,60% 4,00% 2,5*(4,60% - 4,00%) = 1,50% 3,25%
31/01/2013 5,00% 4,20% 2,5*(5,00% - 4,20%) = 2,00% 3,25%
31/01/2014 4,30% 3,50% 2,5*(4,30% - 3,50%) = 2,00% 3,25%
30/01/2015 4,20% 3,75% 2,5*(4,20% - 3,75%) = 1,12% 3,25%
29/01/2016 3,90% 2,80% 2,5*(3,90% - 2,80%) = 2,75% 3,25%
31/01/2017 3,50% 2,60% 2,5*(3,50% - 2,60%) = 2,25% 3,25%
20/07/2018 3,20% 2,30% 2,5*(3,20% - 2,30%) = 2,25% 3,25%
Som van de meerwaarden 39,00%
NIW op vervaldag (1) € 1.390,00
Actuarieel rendement 2,67%
Scenario 3
Observatiedagen 10-jaars EUR-swaprente 2-jaars EUR-swaprente Berekening Toegekende meerwaarde (1)
31/01/2007 4,50% 3,00% 2,5*(4,50% - 3,00%) = 3,75% 3,75%
31/01/2008 4,70% 3,40% 2,5*(4,70% - 3,40%) = 3,25% 3,25%
30/01/2009 4,90% 3,80% 2,5*(4,90% - 3,80%) = 2,75% 3,25%
29/01/2010 5,00% 3,50% 2,5*(5,00% - 3,50%) = 3,75% 3,75%
31/01/2011 6,95% 1,90% 2,5*(6,95% - 1,90%) = 12,62% 10,00%
31/01/2012 5,50% 4,00% 2,5*(5,50% - 4,00%) = 3,75% 3,75%
31/01/2013 5,50% 4,10% 2,5*(5,50% - 4,10%) = 3,50% 3,50%
31/01/2014 4,30% 3,50% 2,5*(4,30% - 3,50%) = 2,00% 3,25%
30/01/2015 6,00% 3,75% 2,5*(6,00% - 3,75%) = 5,62% 5,62%
29/01/2016 3,90% 2,80% 2,5*(3,90% - 2,80%) = 2,75% 3,25%
31/01/2017 4,00% 2,60% 2,5*(4,00% - 2,60%) = 3,50% 3,50%
20/07/2018 3,90% 2,30% 2,5*(3,90% - 2,30%) = 4,00% 4,00%
Som van de meerwaarden 50,87%
NIW op vervaldag (1) € 1.508,70
Actuarieel rendement 3,34%
(1) Voor aftrek van kosten en van taksen.
FORTIS B FIX 2006 - Prospectus - versie MEI 2011 54 / 372