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Key question

What is the optimal fixed-floating composition and duration for our debt portfolio?

How It Works

Monitor the cost of rate fixing

The swap premium — the difference between the fixed swap rate and realized floating rate over the same tenor — measures what each fixing decision has cost relative to floating.

Swap premium

Find the optimal structure for today's rate environment

Alternative portfolios with different fixed/floating ratios and duration profiles are compared to identify structures that reduce overpayment without increasing earnings risk.

↑ Potential overpayment (%/yr)

Your company

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TenorFixed (EUR m)Floating (EUR m)
5Y
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6Y
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7Y
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8Y
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11Y
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15Y
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demo+ add tenor
Total2400 EUR m600 EUR m

Debt Structure by Tenor (EUR millions)

80%

fixed debt ratio

7.6 yrs

avg. fixed duration

Analysis Results

Cost of Rate Fixing

The swap premium measures what fixed-rate debt cost relative to floating — averaged across the portfolio's tenors and fixing dates.

Potential overpayment from fixed debt

+1.71%/yr

vs. all-floating debt

Potential overpayment in absolute terms

~41 EUR m/year

vs. all-floating debt

Rate Fixing and Earnings Risk

Reducing the fixed proportion from 80% to 23% changes PBT volatility by less than 3% — earnings risk is dominated by business risk, not interest rates.

EBITDA annualised volatility

62%

dominates total earnings risk

IC annualised volatility (100% floating)

27%

interest rate risk is secondary

The Value of Timing

If optimal fix/unfix timing had been known in advance, savings of ~0.69%/yr vs. floating were achievable — a natural benchmark for any active strategy.

Current portfolio swap premium

+1.71%/yr

vs. all-floating

Perfect hindsight saving

−0.69%/yr

theoretical ceiling of timing

Alternative Structures

Reducing duration or the fixed proportion to ~23% both cut potential overpayment from 1.71% to 0.48%/yr — without changing the credit spread component.

Potential overpayment · current portfolio

+1.71%/yr

vs. all-floating

Potential overpayment · reduced duration (A)

+0.48%/yr

duration 7.6 → 1.9 yrs

Potential overpayment · reduced fixed (B)

+0.48%/yr

fixed 80% → 23%

Cost Under Annual Rollover

With annual refinancing of maturing fixed debt, realized interest costs vary year to year even under a fixed-rate policy — the analysis below maps 59,000 possible tenor allocations along two dimensions: overpayment and cost variability.

Current portfolio

Potential overpayment vs floating+2.23%/yr
Annual cost variability (95th pct)0.47%

Reduced duration

Potential overpayment vs floating+0.72%/yr
Annual cost variability (95th pct)0.49%

Advanced Analysis

Demo is based on historical data. In the full version — current data, your currency, your company's portfolio.

Swap premium forecast for the current perioddemo
Benchmark against ideal strategydemo
Optimal structure for your portfoliodemo
Full backtest on selected perioddemo