Expiration information – Danish Fixed Income COR
Post# of 301275
Posted On: 12/29/2016 6:15:18 AM
Expiration information – Danish Fixed Income CORRECTION
This is a correction to Exchange Notice 45/16 published earlier today.
The expiration values for futures 30YMBFZ6 had been mixed up for the underlying unit bonds. Correct values for each unit bond should be as follows:
| Unitbonds | Weight | Expiration value (fixing) |
| 2' 47 | 25% | 97,200 |
| 2' 47 IO | 25% | 95,625 |
| 2.5' 47 | 25% | 100,900 |
| 2.5' 47 IO | 25% | 99,550 |
| Fixing value short | 98,319 |
(0)
(0)Scroll down for more posts ▼