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


Stockholm, 25th February 2013

 

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 2013.

 

ISIN Name Expiration date (fixing) Settlement date
SE0005007523 3MBFM3 26-06-2013 01-07-2013

 

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):

  • 3’44 (20 %)
  • 3’44 IO (10 %)
  • 3,5’44 (40 %)
  • 3,5’44 IO (30 %)

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)
3’44 DK0009289845 3RDSDRO23S44 9.9  
  DK0009789497 3NYKE A44 8.1  
  DK0002028000 3NDASDRO44 10.2  
3’44 IO DK0009290181 3RDSDROOA44 2.8  
  DK0009789570 3NYKE DA44 3.7  
  DK0002028190 3NDASDROOA44 1.6  
3.5’44 DK0009787368 3,5NYKE A44 27.1  
  DK0009288441 3,5RDSDRO23S44 20.1  
  DK0002027465 3,5NDASDRO44 16.4  
3.5’44 IO DK0009787442 3,5NYKE DA44 21.7  
  DK0009289258 3,5RDSDROOA44 15.3  
  DK0002027895 3,5NDASDROOA44 11.4  
           

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

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

The notice sent out on February 18th regarding this bond future contained an erroneous ISIN for the future. This notice contains the correct ISIN (SE0005052370) and any use of the ISIN should be updated accordingly.

 

Regards

NASDAQ OMX


Attachments

Listing Notice Mortgage Bond Future_3MBFM3_English.pdf