New Mortgage Bond Future 3YMBFZ2
8/20/2012 7:57 AM EST
Fixed Income
Fixed Income
New Mortgage Bond Future 3YMBFZ2
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 2011.
ISIN Name Expiration date (fixing) Settlement date
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SE0004760874 3YMBFZ2 21-12-2012 02-01-2013
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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’ April 15 (25 %)
-- 2’ April 16 (25 %)
-- 2’October 16 (25 %)
-- 2’ April 17 (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)
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2’ April 15 DK0009776916 2NYKEBap15nc 8.5
DK0009282832 2RD10SAP 15 12.3
DK0002024017 2NDASDROAP15 4.0
DK0009784340 2NYKHBap 15nc 15.5
DK0009286155 2RD10TAP15 6.9
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2’ April 16 DK0009784423 2NYKHBap16nc 2.0
DK0009286239 2RD10TAP16 7.0
DK0002025337 2NDASDROAP16 1.0
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2’ Oktober 16 DK0009785073 2NYKHBok16nc 18.4
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2’ April 17 DK0009786550 2NYKHBap17nc 18.2
DK0009286312 2RD10TAP17 11.7
DK0002027119 2NDASDROAP17 2.9
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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