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Futures Exchange Daily Market Report 9/11

Thursday, 9 November 2000

There was moderate trading on the New Zealand Futures & Options Exchange today involving 1890 futures and 680 options contracts traded with a face value of NZ$1.28 billion.

The Dec-00 90 Day Bank Bill Futures Contract settled unchanged at 9334 (6.66%) The Mar-01 90 Day Bank Bill Contract settled unchanged at 9316 (6.84%). The June-01 90 Day Bank Bill Contract settled up 1 point at 9313 (6.87%) and the Sept-01 90 Day Bank Bill Contract settled up 3 points at 9311 (6.89%).

The Dec-00 Three Year Government Stock Futures Contract settled up 4 points at 9340 (6.60%) and the Dec-00 Ten Year Government Stock Futures Contract settled up 2 points at 9332 (6.68%).

The December-00 NZSE-10 Share Index Futures Contract settled unchanged at 889.

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

ends



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