New Mortgage Bond Future 3MBFZ2

8/20/2012 7:51 AM EST

Fixed Income
Fixed Income

New Mortgage Bond Future 3MBFZ2

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 3rd September 2012. 



ISIN          Name    Expiration date (fixing)  Settlement date
---------------------------------------------------------------
SE0004760882  3MBFZ2  21-12-2012                02-01-2013     
---------------------------------------------------------------



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 (20 %)
  -- 3,5’44 (50 %)
  -- 3,5’44 IO (30 %)



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                                 7.5
           DK0009285264  3RDSDRO22S34                              5.9
           DK0002027036  3NDASDRO34                                3.9
----------------------------------------------------------------------
----------------------------------------------------------------------
3.5’44     DK0009787368  3,5NYKE A44                              24.0
           DK0009288441  3,5RDSDRO23S44                           14.0
           DK0002027465  3,5NDASDRO44                             12.6
----------------------------------------------------------------------
----------------------------------------------------------------------
3.5’44 IO  DK0009787442  3,5NYKE DA44                             12.7
           DK0009289258  3,5RDSDROOA44                             5.6
           DK0002027895  3,5NDASDROOA44                            5.5
----------------------------------------------------------------------
----------------------------------------------------------------------
                                                                      

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