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Futures Daily Market Report - 16/11

Daily Market Report

Thursday, 16 November 2000

There was moderate trading on the New Zealand Futures & Options Exchange today involving 2958 futures and 10 options contracts traded with a face value of NZ$1.48 billion.

The Dec-00 90 Day Bank Bill Futures Contract settled up 1 point at 9336 (6.64%) The Mar-01 90 Day Bank Bill Contract settled up 3 points at 9322 (6.78%). 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 9342 (6.58%) and the Dec-00 Ten Year Government Stock Futures Contract settled up 1 point at 9338 (6.62%).

The December-00 NZSE-10 Share Index Futures Contract settled up 13 points at 902.

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


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