Stockholm, 23th August 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 September 2011.
| ISIN | Name | Expiration date (fixing) | Settlement date |
| SE0004101442 | 3YMBFZ1 | 28-12-2011 | 02-01-2011 |
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’January 14 (25 %)
- 4’January 14 (25 %)
- 2’April 14 (25 %)
- 2’ April 15 (25 %)
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’January 14 | DK0009281784 | 2RD10S 14 | 20.9 | |
| DK0002023043 | 2NDASDRO14 | 2.8 | ||
| 4’January 14 | DK0009767410 | 4NYKEBja14nc | 19.7 | |
| 2’ April 14 | DK0009776833 | 2NYKEBap14nc | 6.1 | |
| DK0009282758 | 2RD10SAP 14 | 5.6 | ||
| DK0002023985 | 2NDASDROAP14 | 1.0 | ||
| 2’ April 15 | DK0009776916 | 2NYKEBap15nc | 8.7 | |
| DK0009282832 | 2RD10SAP 15 | 12.2 | ||
| DK0002024017 | 2NDASDROAP15 | 1.2 | ||
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
