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 |
| SE0004101467 | 5MBFZ1 | 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):
- 5’35 (10 %)
- 5’38 (20 %)
- 5’38 IO (30 %)
- 5’41 (25 %)
- 5’41 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) | |
| 5’35 | DK0009753469 | 5NYK03D 35 | 10.0 | |
| DK0009269227 | 5RD23D 35 | 13.8 | ||
| DK0002011386 | 5NORDEA 35 | 10.4 | ||
| DK0004714458 | 5TK111C 35 | 11.3 | ||
| 5’38 | DK0009763260 | 5NYK03D 38 | 18.3 | |
| DK0009272874 | 5RD23D 38 | 12.0 | ||
| DK0002014216 | 5NORDEA 38 | 8.9 | ||
| 5’38 IO | DK0009760167 | 5NYK73D OA38 | 14.5 | |
| DK0009272957 | 5RD43DOA 38 | 16.6 | ||
| DK0002014489 | 5NORDEA OA38 | 11.9 | ||
| 5’41 | DK0009769705 | 5NYK01E A41 | 18.0 | |
| DK0009280380 | 5RDSDRO23S41 | 8.6 | ||
| DK0002020965 | 5NDASDRO41 | 7.0 | ||
| 5’41 IO | DK0009280463 | 5RDSDROOA41 | 11.4 | |
| DK0002021260 | 5NDASDROOA41 | 8.2 | ||
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
