Expiration information – Danish Fixed Income CORRECTION


This is a correction to Exchange Notice 45/16 published earlier today.

The expiration values for futures 30YMBFZ6 had been mixed up for the underlying unit bonds. Correct values for each unit bond should be as follows:

   

Unitbonds Weight Expiration value (fixing)
2' 47 25% 97,200
2' 47 IO 25% 95,625
2.5' 47 25% 100,900
2.5' 47 IO 25% 99,550
     
Fixing value short   98,319

 

 


Anhänge

Expiration MBF 2016-12-29 correction.pdf
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