We consider the demixing of diblock copolymers grafted densely to a surface in the melt state using mean-field methods. The layer contains equal numbers of A-B and complementary B-A chains. The incipient demixing leads to a density wave of composition, produced by splaying of the chains. In an equal mixture of A-C and B-C copolymers where only the free ends are immiscible, phase separation takes place in a thin zone near the free surface of the layer. Because the free end density is singular at the free surface, the AB interaction strength required for demixing scales linearly with the length of the terminal A and B blocks, rather than quadratically, which would be the case for demixing of a blend of the same copolymers.