Source: Fixed Income
Expiration information – Danish Fixed Income 54/13
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
Attachments: