New Mortgage Bond Future 4MBFM2


Notice regarding admission of bond future to trading and clearing on NASDAQ OMX

 

NASDAQ OMX has agreed to admit the following mortgage bond future to trading and clearing as of 1st March 2012.

 

ISIN Name Expiration date (fixing) Settlement date
SE0004416709 4MBFM2 27-06-2012 02-07-2012

 

The future consists of a basket of underlying unit bonds (enhedsobligationer). The unit bonds are included in the future contract in the following proportion (in brackets):

  • 4’41 (25 %)
  • 4’44 (25 %)
  • 4’44 IO (25 %)
  • 3.5´44 (25 %)

Upon expiry, bonds for delivery may be freely selected from among different issuers (bond series) within the individual unit bonds. The choices are listed below together with the volume in circulation, on which the selection of the underlying bonds has been based.

 

Unit ISIN Name Volume in circulation (DKKbn)
4’41 DK0009775355 4NYKE A41 30.5  
  DK0009282329 4RDSDRO23S41 17.2  
  DK0002023209 4NDASDRO41 13.3  
4’44 DK0009779852 4NYKE A44 44 7.3  
  DK0009285348 4RDSDRO23S44 4.3  
  DK0002026491 4NDASDRO44 3.1  
4’44 IO DK0009779936 4NYKE DA 44 7.4  
  DK0009285421 4RDSDROOA44 5.9  
  DK0002026657 4NDASDROOA44 4.6  
3.5’44 DK0009787368 3,5NYKE A44 7.0  
  DK0009288441 3,5RDSDRO23S44 3.9  
  DK0002027465 3,5NDASDRO44 4.8  
         

For further information, please see Contract Specifications – Mortgage Bond Future, which are available at

http://nordic.nasdaqomxtrader.com/trading/fixedincome/Fixed_Income_Derivatives/Products/

 

Regards

 

NASDAQ OMX


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