Notice regarding fixing of expiration prices of unit bonds

Copenhagen, 26 June 2009

Notice regarding fixing of expiration prices of unit bonds (enhedsobligationer)
under the bond forward 5MBFJUN09 expiring today 26.06.2009 

On the basis of unit bond prices quoted on Reuters at 10 CET, NASDAQ OMX has
today calculated expiration prices for the underlying unit bonds of the forward
5MBFJUN09 on mortgage bonds. The expiration price for each unit bond is listed
below together with the weights at which they are included in the forward. 

Unit bonds Weight Expiration value (fixing)
5'35         33%           98,76           
5'38         33%           97,66           
5'38 IO      34%           96,56           

Forward fix 97,65

For further information, please see Contract Specifications - Mortgage Bond
Forward, which are available at
http://nordic.nasdaqomxtrader.com/trading/fixedincome/Denmark/. 

Regards

NASDAQ OMX Copenhagen

EFFICIENT SECURITIES TRANSACTIONS

Notice regarding fixing of expiration prices of unit bonds (enhedsobligationer) under the bond forward 5MBFJUN09

Attachments