Datareader Not Referencing Connection Object

Please see following code :

SqlConnection conn=new SqlConnection(@"something....;");
SqlCommand comm=new SqlCommand("Select TOP 10 * FROM TableReaderTest WITH (HOLDLOCK) ",conn);

conn.Open();
SqlDataReader rd;
conn=null;

try
{
      rd = comm.ExecuteReader();
      rd.Close();
}
catch (Exception ex)
{
      MessageBox.Show(ex.Message);
}

This Code works fine. I have set conn=null, still datareader is able to read the data. Why?

Thank you.