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 June 2011.
| ISIN | Name | Expiration date (fixing) | Settlement date |
| SE0004559144 | 3YMBFU2 | 26-09-2012 | 01-10-2012 |
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):
- 2’ April 15 (25 %)
- 2’ April 16 (25 %)
- 2’October 16 (25 %)
- 2’ April 17 (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) | |
| 2’ April 15 | DK0009776916 | 2NYKEBap15nc | 8,5 | |
| DK0009282832 | 2RD10SAP 15 | 12,4 | ||
| DK0002024017 | 2NDASDROAP15 | 3,1 | ||
| DK0009784340 | 2NYKHBap 15nc | 13,2 | ||
| DK0009286155 | 2RD10TAP15 | 5,2 | ||
| 2’ April 16 | DK0009784423 | 2NYKHBap16nc | 1,8 | |
| DK0009286239 | 2RD10TAP16 | 6,4 | ||
| DK0002025337 | 2NDASDROAP16 | 0,9 | ||
| 2’ Oktober 16 | DK0009785073 | 2NYKHBok16nc | 18,0 | |
| 2’ April 17 | DK0009786550 | 2NYKHBap17nc | 10,8 | |
| DK0009286312 | 2RD10TAP17 | 8,3 | ||
| DK0002027119 | 2NDASDROAP17 | 1,6 | ||
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
