Fixed Income: Adjustment of OMRX index in connection with the exchange offer of government bond loan 1040 (30/07)

The Swedish National Debt Office will offer exchanges of bond 1040 against a package of Treasury Bills during the period May 7, 2007 until May 10, 2007. The exchanges will be carried out after market closes, between 4.30 and 5.00 pm. In connection with the exchange, the bond 1040, ISIN SE0000412397, will loose its benchmark status. Bond 1040 will be exchanged for one fourth each of four Treasury bill issues. The treasury bills are:

Treasury bill issue 	Maturity
SSV 0712 			December 19, 2007
SSV 0803 			March 19, 2008
SSV 0806 			June 18, 2008
SSV 0809 			September 17, 2008

* 20070511: Bond 1040 is excluded from the index calculation.	
* 20070511: The nominal volumes for the affected Treasury Bills are adjusted with the exchanged volumes.

If 90 percent of the total volume of Bond 1040 should be exchanged on the first day of the exchange period, i.e. May 7, 2007, loan 1040 will be excluded from the index calculation with effect from May 8, 2006. In this case, the Treasury Bills will also be updated with the exchanged volume.


This affects the following indices: OMRXTBILL, OMRXBOND, OMRXGOVT, OMRXTBOND and OMRXTOT.