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Futures Daily Market Report 10/11/00

Daily Market Report

Friday, 10 November 2000

There was moderate trading on the New Zealand Futures & Options Exchange today involving 1294 futures and 20 options contracts traded with a face value of NZ$657 million.

The Dec-00 90 Day Bank Bill Futures Contract settled unchanged at 9334 (6.66%) The Mar-01 90 Day Bank Bill Contract settled up 1 point at 9317 (6.83%). The June-01 90 Day Bank Bill Contract settled up 2 points at 9315 (6.85%) and the Sept-01 90 Day Bank Bill Contract settled up 2 points at 9312 (6.88%).

The Dec-00 Three Year Government Stock Futures Contract settled unchanged at 9340 (6.60%) and the Dec-00 Ten Year Government Stock Futures Contract settled up 2 points at 9334 (6.66%).

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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