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Futures Daily Market Report - 5/12

Daily Market Report

Tuesday, 5 December 2000

There was moderate trading on the New Zealand Futures & Options Exchange today involving 3753 futures and 652 options contracts traded with a face value of NZ$2.20 billion.

The Dec-00 90 Day Bank Bill Futures Contract settled up 1 point at 9334 (6.66%) The Mar-01 90 Day Bank Bill Contract settled up 2 points at 9327 (6.73%). The June-01 90 Day Bank Bill Contract settled up 3 points at 9318 (6.82%) and the Sept-01 90 Day Bank Bill Contract settled up 2 points at 9316 (6.84%).

The Dec-00 Three Year Government Stock Futures Contract settled up 6 points at 9362 (6.38%) and the Dec-00 Ten Year Government Stock Futures Contract settled up 6 points at 9372 (6.28%).

The December-00 NZSE-10 Share Index Futures Contract settled unchanged at 860.

The December-00 Electricity Futures Contract closed at $28.50 M/wh.

ends

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