BRFkredit on Reuters

The Reuter services are available in numerous different variants, depending on the system and service you subscribe.

You need to run one of the following Reuters services:

• 3000 Xtra
• Markets 2000 & 3000
• Treasury 2000 & 3000
• Euromarket

To take full advantage of all the features offered on the pages and services mentioned below you need to have real time access to quotes from the Copenhagen Stock Exchange. Contact your Reuters representative to learn more. Real time access is not necessary when using Reuter generic chains.

<DK/MTG1> provides an overview of the pages available on Danish mortgage bonds. Market is easily

<0#DKBRF=CO> provides overview of BRFkredit mortgage bonds with prices from the Copenhagen Stock Exchange. Please note that the page does not include all BRFkredit mortgage bonds. If you change the suffix of the name from "=CO" to "=DKMBS" data is calculated using the ScanRate & Reuters Danish MBS model.

On <DMBSINFO> you will find information about the ScanRate & Reuters model for real time pricing and analysis of callable Danish mortgage bonds. The model utilises all available background data to price and analyse callable bonds. The model calculates option adjusted spreads, durations, convexities etc.

19 generic bond series are covered extensively, with updates in 5 minute intervals. More than 500 other bond series are covered with daily calculations.

The RIC code for a Danish mortgage bond is constructed like this

"DK" & security ID (7 digits, starting with zero)

If you take the ISIN code, you will find the RIC by removing the first two zeros (positions 3 and 4 in the ISIN code) and by removing the control digit (the last position in the ISIN code).

To the RIC, you add a suffix that points to the pricing source. "=CO" will point to prices from the Copenhagen Stock Exchange, "=NDEA" for Nordea, "=DMBS" for the ScanRate & Reuters Danish MBS model etc. See the table below.

Several Danish banks and brokers have contributor pages and supply quotes on Danish mortgage bonds. Quotes are generally supplied for generic mortgage bonds (labelled DMB or MTG) indicating that prices are for issues from Nykredit, Nordea Kredit, BRFkredit, Realkredit Danmark or Totalkredit.

Bank	Contributor page	Price suffix
ABN AMRO Bank	ABNDK	ABND
Carnegie Bank	CARNEGIE	CARD
Danske Markets	DANCO	DDBK
Jyske Markets	JYSKEMTG	JYSK
HSH Nordbank	KICO01	KICO
Nordea Markets	NORDEAMB	NDEA
Nykredit Markets	NYKREDIT	NYKR
SEB Merchant Banking	SEBC02	SEBC
Sydbank		SYDE