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Futures Exchange Daily Market Report - 30/11

Daily Market Report

Thursday, 30 November 2000

There was heavy trading on the New Zealand Futures & Options Exchange today involving 4163 futures and 300 options contracts traded with a face value of NZ$2.23 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 up 3 points at 9321 (6.79%). 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 2 points at 9310 (6.90%).

The Dec-00 Three Year Government Stock Futures Contract settled up 5 points at 9354 (6.46%) and the Dec-00 Ten Year Government Stock Futures Contract settled up 5 points at 9366 (6.34%).

The December-00 NZSE-10 Share Index Futures Contract settled unchanged at 875.

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

ends

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