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2010-09-08 NAFTA-2 (išpirkta)
  • Index latest value 524.80
  • Par

    (LTL)
    100.00000
  • Index original value 766.21
  • Last price (indication only) (LTL) 103.24370
2010-09-07
  • Index latest value 465.22
  • Change since inception

    -39.28%
  • Index original value 766.21
  • Last price (indication only) (LTL) 103.24370
DnB NORD NAFTA-2 (išpirkta)
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Price of the notes (bond price)
Name of index Index latest value Per month Per year From issue
SPGCCLP Index 465.22 -8.72% -6.61% -39.28%

DateValueDateValue
2007-06-04 2008-12-04 
2007-07-04 2009-01-04 
2007-08-04 2009-02-04 
2007-09-04 2009-03-04 
2007-10-04 2009-04-04 
2007-11-04 2009-05-04 
2007-12-04 2009-06-04 
2008-01-04 2009-07-04 
2008-02-04 2009-08-04 
2008-03-04 2009-09-04 
2008-04-04 2009-10-04 
2008-05-04 2009-11-04 
2008-06-04 2009-12-04 
2008-07-04 2010-01-04 
2008-08-04 2010-02-04 
2008-09-04 2010-03-04 
2008-10-04 2010-04-04 
2008-11-04 2010-05-04 

100 % Goldman Sachs Crude Oil Excess Return Index

Redemption = Par + Premium
Premium = Par * (LTL/EUR)f / (LTL/EUR)o*α * max[0%, (6*6%+ sum (Δmi; i=1…30))];

α – Participation ratio
(LTL/EUR)o- official Litas Euro exchange rate set by the Bank of Lithuania (expressed in litas per one euro) on the effective date of the notes
(LTL/EUR)f- official Litas Euro exchange rate set by the Bank of Lithuania (expressed in litas per one euro) on May 7, 2010
Δmi - change of index in percentage per month for each month, except 6 monthly highest positive changes where the monthly change is calculated as follows:

∆mj=(Ij/Ij-1-1)*100%

Ij - Value of the underlying on observation day j
Ij-1 – the value of the underlying one month before observation date j, except when j=1, than underlying value is the initial value.


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