Admission of bond future to trading and clearing on NASDAQ OMX with effect from 1 March 2011


Notice regarding admission of bond future to trading and clearing on NASDAQ OMX

NASDAQ OMX has agreed to admit the following mortgage bond future to trading and clearing as of 1st March 2011.

 

ISIN Name Expiration date (fixing) Settlement date
SE0003798560 3YMBFM1 28-06-2011 01-07-2011

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 13 (34 %)
  • 2’January 14 (33 %)
  • 4’January 14 (33 %)

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 13 DK0009776759 2NYKEBap13nc 9,8  
  DK0009282675 2RD10SAP 13 10,9  
  DK0002023712 2NDASDROAP13 1,7  
2’January 14 DK0009281784 2RD10S 14 21,2  
  DK0002023043 2NDASDRO14 2,9  
4’January 14 DK0009767410 4NYKEBja14nc 20,2  

For further information, please see Contract Specifications – Mortgage Bond Future, which are available at

http://nordic.nasdaqomxtrader.com/trading/fixedincome/Fixed_Income_Derivatives/Products/

 

Regards

NASDAQ OMX


Pièces jointes

Listing Notice Mortgage Bond Future_3YMBFM1_English.pdf
GlobeNewswire