NASDAQ OMX has agreed to admit the following mortgage bond future to trading
and clearing as of 2nd September 2013.
ISIN Underlying code Name Expiration date Settlement (fixing) date -------------------------------------------------------------------------------- SE0005341773 5842 20YMBFZ3 23-12-2013 02-01-2014 --------------------------------------------------------------------------------
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):
-- 3'34 (40 %) -- 2,5'34 (25 %) -- 2' 29 (35 %)
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) ------------------------------------------------------------------- ------------------------------------------------------------------- 3'34 DK0009786394 3NYKE A34 10,3 DK0009285264 3RDSDRO22S34 10.3 DK0002027036 3NDASDRO34 6.2 ------------------------------------------------------------------- ------------------------------------------------------------------- 2,5'34 DK0009289928 2,5RDSDRO22S34 7.6 DK0002029081 2,5NDASDRO34 2.9 ------------------------------------------------------------------- 2' 29 DK0009289761 2RD21SS29 6.0 DK0009789307 2NYKE A29 6.2 DK0002027978 2NDASDRO29 3.0 ------------------------------------------------------------------- -------------------------------------------------------------------
For further information, please see Contract Specifications " Mortgage Bond Future, which are available at
http://nordic.nasdaqomxtrader.com/trading/fixedincome/Fixed_Income_Derivatives/P roducts/
Regards
NASDAQ OMX
Attachment:
https://newsclient.omxgroup.com/cds/DisclosureAttachmentServlet?messageAttachmentId=442236
ISIN Underlying code Name Expiration date Settlement (fixing) date -------------------------------------------------------------------------------- SE0005341773 5842 20YMBFZ3 23-12-2013 02-01-2014 --------------------------------------------------------------------------------
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):
-- 3'34 (40 %) -- 2,5'34 (25 %) -- 2' 29 (35 %)
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) ------------------------------------------------------------------- ------------------------------------------------------------------- 3'34 DK0009786394 3NYKE A34 10,3 DK0009285264 3RDSDRO22S34 10.3 DK0002027036 3NDASDRO34 6.2 ------------------------------------------------------------------- ------------------------------------------------------------------- 2,5'34 DK0009289928 2,5RDSDRO22S34 7.6 DK0002029081 2,5NDASDRO34 2.9 ------------------------------------------------------------------- 2' 29 DK0009289761 2RD21SS29 6.0 DK0009789307 2NYKE A29 6.2 DK0002027978 2NDASDRO29 3.0 ------------------------------------------------------------------- -------------------------------------------------------------------
For further information, please see Contract Specifications " Mortgage Bond Future, which are available at
http://nordic.nasdaqomxtrader.com/trading/fixedincome/Fixed_Income_Derivatives/P roducts/
Regards
NASDAQ OMX
Attachment:
https://newsclient.omxgroup.com/cds/DisclosureAttachmentServlet?messageAttachmentId=442236
© 2013 GlobeNewswire
