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Futures Exchange Daily Market Report - 28/11

Daily Market Report

Tuesday, 28 November 2000

There was moderate trading on the New Zealand Futures & Options Exchange today involving 3638 futures and 125 options contracts traded with a face value of NZ$1.88 billion.

The Dec-00 90 Day Bank Bill Futures Contract settled unchanged at 9332 (6.68%) The Mar-01 90 Day Bank Bill Contract settled unchanged at 9318 (6.82%). The June-01 90 Day Bank Bill Contract settled up 2 points at 9312 (6.88%) and the Sept-01 90 Day Bank Bill Contract settled up 1 point at 9308 (6.92%).

The Dec-00 Three Year Government Stock Futures Contract settled up 3 points at 9346 (6.54%) and the Dec-00 Ten Year Government Stock Futures Contract settled up 2 points at 9350 (6.50%).

The December-00 NZSE-10 Share Index Futures Contract settled unchanged at 869.

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

ends

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