Copenhagen, 28 Juni 2010
Notice regarding fixing of expiration prices of unit bonds (enhedsobligationer)
under the mortgage bond future 4MBFM0 expiring today 28.06.2010
On the basis of unit bond prices quoted on Reuters at 10.00 CET, NASDAQ OMX has
today calculated expiration prices for the underlying unit bonds of the future
4MBFM0. The expiration price for each unit bond is listed below together with
the weights at which they are included in the future.
Unit bonds Weight Expiration value (fixing)
4'38 25% 98,74
4'38 IO 25% 98,05
4'35 50% 99,00
Future fix 98,70
For further information, please see Contract Specifications - Mortgage Bond
Future, which are available at
http://nordic.nasdaqomxtrader.com/trading/fixedincome/Fixed_Income_Derivatives/-
roducts/danish _mortgage_bond_future/.
Regards
Fixed Income
NASDAQ OMX Copenhagen
