Collateralized Mortgage Obligations Denmark A/S - Fixing of Coupon

In connection with the determination of the coupons for the period from 7 April 
2010 (incl.) to 6 July 2010 (incl.) we can inform that the coupon will be as    
follows:                                                                        

Security Code: CMO:              Coupon:
DK0001106393   B8 FRN VI         1.5480%
DK0001106476   B8 Inverse FRN VI 8.2520%

Kind regards,                  
Structured Finance Servicer A/S

Pernille Dammand