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Futures Exchange Daily Market Report - 12 October

Daily Market Report


Thursday, 12 October 2000

There was light trading on the New Zealand Futures & Options Exchange today involving 1920 futures and 120 options contracts traded with a face value of NZ$1.01 billion.

The Dec-00 90 Day Bank Bill Futures Contract settled unchanged at 9322 (6.78%)
The Mar-01 90 Day Bank Bill Contract settled up 1 point at 9297 (7.03%). The June-01 90 Day Bank Bill Contract settled down 1 point at 9287 (7.13%) and the Sept-01 90 Day Bank Bill Contract settled down 2 points at 9286 (7.14%).

The Dec-00 Three Year Government Stock Futures Contract settled unchanged at 9325 (6.75%) and the Dec-00 Ten Year Government Stock Futures Contract settled down 1 point at 9325 (6.75%).

The December-00 NZSE-10 Share Index Futures Contract settled up 23 points at 883.


The October-00 Electricity Futures Contract closed at $30.80 M/wh.


ends



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