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Futures Exchange Daily Market Report 12/12

Daily Market Report

Tuesday, 12 December 2000

There was light trading on the New Zealand Futures & Options Exchange today involving 1814 futures and 10 options contracts traded with a face value of NZ$912 million.

The Dec-00 90 Day Bank Bill Futures Contract settled down 1 point at 9327 (6.73%) The Mar-01 90 Day Bank Bill Contract settled down 1 point at 9323 (6.77%). The June-01 90 Day Bank Bill Contract settled unchanged at 9323 (6.77%) and the Sept-01 90 Day Bank Bill Contract settled unchanged at 9326 (6.74%).

The Dec-00 Three Year Government Stock Futures Contract settled unchanged at 9370 (6.30%) and the Dec-00 Ten Year Government Stock Futures Contract settled unchanged at 9377 (6.23%).

The December-00 NZSE-10 Share Index Futures Contract settled unchanged at 874.

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

ends

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