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Futures Exchange Daily Market Report - 18/10

Daily Market Report

Wednesday, 18 October 2000

There was light trading on the New Zealand Futures & Options Exchange today involving 475 futures and 400 options contracts traded with a face value of NZ$437 million.

The Dec-00 90 Day Bank Bill Futures Contract settled up 1 point at 9323 (6.77%) The Mar-01 90 Day Bank Bill Contract settled up 4 points at 9302 (6.98%). The June-01 90 Day Bank Bill Contract settled up 2 points at 9289 (7.11%) and the Sept-01 90 Day Bank Bill Contract settled up 4 points at 9289 (7.11%).

The Dec-00 Three Year Government Stock Futures Contract settled up 3 points at 9327 (6.73%) and the Dec-00 Ten Year Government Stock Futures Contract settled up 5 points at 9330 (6.70%).

The December-00 NZSE-10 Share Index Futures Contract settled unchanged at 857.

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

ends



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