DnB NORD NAFTA-3
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Price of the notes (bond price)
| Name of index | Index latest value | Per month | Per year | From issue |
| WTI Oil Price | 74.71 | -9.50% | +9.93% | -6.06% |
| Date | Value | Date | Value |
| 2009-10-20 | 79.09 | 2010-04-20 | 83.45 |
| 2009-11-20 | 76.72 | 2010-05-20 | 68.01 |
| 2009-12-20 | 72.47 | 2010-06-20 | 77.82 |
| 2010-01-20 | 77.62 | 2010-07-20 | 77.44 |
| 2010-02-20 | 80.16 | 2010-08-20 | 73.36 |
| 2010-03-20 | 81.25 | 2010-09-20 |
The price of the crude oil (WTI)
Redemption = Par + Premium
Premium = Par * max(α*ΔI, 0%)
ΔI = (Ig-Io)/Io
α – Participation ratio
ΔI - Change in the value of the underlying
I0 - Initial value of the underlying
Ig – the final value of the underlying; the value is equal to arithmetic average of the underlying values observed on the specified observation dates
