Expiration information – Danish Fixed Income 54/13

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Fixing prices for unit bonds (enhedsobligationer) under the bond futures 3MBFZ3 expiring 2013-12-23

 

Unitbonds Weight Expiration value (fixing)
3' 44 20% 94,900
3' 44 (IO) 20% 93,875
3.5’44 30% 98,875
3.5’44 IO 30% 97,575
 
Fixing value Short
  96,690

 

Fixing prices for unit bonds (enhedsobligationer) under the bond futures 3YMBFZ3 expiring 2013-12-23

 

Unitbonds Weight Expiration value (fixing)
2' April 16 25% 103,380
2' October 16 25% 103,725
2' April 17 25% 103,865
2' April 18 25% 103,522
     
Fixing value Short   103,623
     

Fixing prices for unit bonds (enhedsobligationer) under the bond futures 20YMBFZ3 expiring 2013-12-23

 

Unitbonds Weight Expiration value (fixing)
3' 34 20% 99,320
2.5' 34 35% 96,550
2' 29 45% 96,900
     
Fixing value Short   97,781

 

For further information concerning this exchange notice please contact Charlotta Hammarström or Tobias Sondefors, telephone +46 8 405 68 80, or clearing@nasdaqomx.com