Stockholm, 25th February 2013
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 |
| SE0005052370 | 3YMBFM3 | 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):
- 2’ April 16 (25 %)
- 2’October 16 (25 %)
- 2’ April 17 (25 %)
- 2’ January 18 (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 16 | DK0009784423 | 2NYKHBap16nc | 2.4 | |
| DK0009286239 | 2RD10TAP16 | 9.1 | ||
| DK0002025337 | 2NDASDROAP16 | 1.0 | ||
| 2’ October 16 | DK0009785073 | 2NYKHBok16nc | 18.7 | |
| 2’ April 17 | DK0009786550 | 2NYKHBap17nc | 20.3 | |
| DK0009286312 | 2RD10TAP17 | 21.0 | ||
| DK0002027119 | 2NDASDROAP17 | 3.6 | ||
| 2’ January 18 | DK0002028869 | 2NDASDROJA18 | 2.9 | |
| DK0009287559 | 2RD10TJA18 | 16.9 | ||
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
