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 |
| SE0004101459 | 4MBFZ1 | 28-12-2011 | 02-01-2012 |
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):
- 4’35 (25 %)
- 4’38 (10 %)
- 4’38 IO (10 %)
- 4’41 (40 %)
- 4’41 IO (15 %)
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) | |
| 4’35 | DK0009757296 | 4NYK03D 35 | 13.3 | |
| DK0009270233 | 4D23Ds 35 | 19.5 | ||
| DK0002012780 | 4Nordea 35 | 11.5 | ||
| DK0004715505 | 4Total111.C.s.35 | 12.0 | ||
| 4’38 | DK0009761645 | 4NYK03D 38 | 9.9 | |
| DK0009274300 | 4RD23D 38 | 9.4 | ||
| DK0002015023 | 4Nordea 38 | 5.2 | ||
| 4’38 IO | DK0009761728 | 4NYK73D OA38 | 5.5 | |
| DK0009273179 | 4RD43DOA 38 | 11.9 | ||
| DK0002014646 | 4NORDEA OA38 | 6.3 | ||
| 4’41 | DK0009775355 | 4NYKE A41 | 30.1 | |
| DK0009282329 | 4RDSDRO23S41 | 17.3 | ||
| DK0002023209 | 4NDASDRO41 | 13.2 | ||
| 4’41 IO | DK0009283723 | 4RDSDROOA41 | 13.0 | |
| DK0002024876 | 4NDASDROOA41 | 11.6 | ||
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
