Notice regarding fixing of expiration prices of unit bonds (enhedsobligationer) under the mortgage bond future 3YMBFM1 expiring today 28.06.2011
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 3YMBFM1. 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) |
| 2’April 13 | 34% | 99,850 |
| 2’January 14 | 33% | 99,270 |
| 4’January 14 | 33% | 104,120 |
| Future fix | 100% | 101,068 |
For further information, please see Contract Specifications – Mortgage Bond Future, which are available at http://nordic.nasdaqomxtrader.com/trading/fixedincome/Fixed_Income_Derivatives/Products/danish_mortgage_bond_future/.
Regards
Fixed Income
NASDAQ OMX Copenhagen
