Notice regarding fixing of expiration prices of unit bonds (enhedsobligationer) under the bond forward 5MBFMAR09

Copenhagen, 27 March 2009

Notice regarding fixing of expiration prices of unit bonds (enhedsobligationer)
under the bond forward 5MBFMAR09 expiring today 27.03.2009 

On the basis of unit bond prices quoted on Reuters at 10:57, NASDAQ OMX         
Copenhagen has today calculated expiration prices for the underlying unit bonds
of the forward 5MBFMAR09 on mortgage bonds. The expiration price for each unit
bond is listed below together with the weights at which they are included in
the forward. 

Unit bonds Weight Expiration value (fixing)
5'35         33%           98,35           
5'38         33%           97,19           
5'38 IO      34%           95,99           
Forward fix 97,16

For further information, please see Contract Specifications - Mortgage Bond
Forward, which are available at
http://nordic.nasdaqomxtrader.com/trading/fixedincome/Denmark/. 

Regards

NASDAQ OMX Copenhagen