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Futures Exchange Daily Market Report - 23/11

Daily Market Report

Thursday, 23 November 2000

There was moderate trading on the New Zealand Futures & Options Exchange today involving 1320 futures and 1140 options contracts traded with a face value of NZ$1.23 billion.

The Dec-00 90 Day Bank Bill Futures Contract settled unchanged at 9335 (6.65%) The Mar-01 90 Day Bank Bill Contract settled up 2 points at 9326 (6.74%). The June-01 90 Day Bank Bill Contract settled up 2 points at 9318 (6.82%) and the Sept-01 90 Day Bank Bill Contract settled up 3 points at 9315 (6.85%).

The Dec-00 Three Year Government Stock Futures Contract settled up 4 points at 9350 (6.50%) and the Dec-00 Ten Year Government Stock Futures Contract settled up 3 points at 9350 (6.50%).

The December-00 NZSE-10 Share Index Futures Contract settled unchanged at 886.

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

ends



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