Copenhagen, 28 December 2010
Notice regarding fixing of expiration prices of unit bonds (enhedsobligationer) under the
mortgage bond future 3YMBFZ0 expiring today 28.12.2010
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 3YMBFZ0. 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’October 12 34% 103.93
2’January 13 33% 100.38
2’April 13 33% 100.20
Future fix 100% 101.53
For further information, please see Contract Specifications – Mortgage Bond Future, which are
available at
Regards
Fixed Income
NASDAQ OMX Copenhagen
