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Futures Exchange Daily Market Report 7/11

Daily Market Report

Tuesday, 7 November 2000

There was moderate trading on the New Zealand Futures & Options Exchange today involving 1945 futures and 600 options contracts traded with a face value of NZ$1.27 billion.

The Dec-00 90 Day Bank Bill Futures Contract settled unchanged at 9333 (6.67%) The Mar-01 90 Day Bank Bill Contract settled up 1 point at 9314 (6.86%). The June-01 90 Day Bank Bill Contract settled up 1 point at 9311 (6.89%) and the Sept-01 90 Day Bank Bill Contract settled unchanged at 9305 (6.95%).

The Dec-00 Three Year Government Stock Futures Contract settled down 2 points at 9335 (6.65%) and the Dec-00 Ten Year Government Stock Futures Contract settled unchanged at 9329 (6.71%).

The December-00 NZSE-10 Share Index Futures Contract settled up 13 points at 889.

The November-00 Electricity Futures Contract closed at $29.80 M/wh.

ends

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