Expiration information Mortgage bond futures

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| Source: Fixed Income
2014-03-27
Exchange Notice
Expiration information – Danish Fixed Income 13/14
 
Fixing prices for unit bonds (enhedsobligationer) under the bond futures 3MBFH4 expiring 2014-03-27
      
Unitbonds Weight Expiration value (fixing)
3' 44 20% 97,775
3' 44 (IO) 20% 96,875
3.5’44 30% 101,680
3.5’44 IO 30% 100,525
     
Fixing value short   99,592

Fixing prices for unit bonds (enhedsobligationer) under the bond futures 3YMBFH4 expiring 2014-03-27

Unitbonds Weight Expiration value (fixing)
2' April 16 25% 103,257
2' October 16 25% 103,801
2' April 17 25% 104,182
2' April 18 25% 104,530
     
Fixing value short   103,943

Fixing prices for unit bonds (enhedsobligationer) under the bond futures 20YMBFH4 expiring 2014-03-27 

Unitbonds Weight Expiration value (fixing)
3' 34 40% 101,730
2.5' 34 25% 98,820
2' 29 35% 99,070
     
Fixing value short   100,072

For further information concerning this exchange notice please contact Natalie Allam or Johan Bjerkesjö, telephone +46 8 405 68 80, or clearing@nasdaqomx.com

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