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Futures Exchange Daily Market Report - 26/10

Daily Market Report

Thursday, 26 October 2000

There was light trading on the New Zealand Futures & Options Exchange today involving 2170 futures contracts traded with a face value of NZ$1.08 billion.

The Dec-00 90 Day Bank Bill Futures Contract settled down 2 points at 9331 (6.69%) The Mar-01 90 Day Bank Bill Contract settled down 2 points at 9311 (6.89%). The June-01 90 Day Bank Bill Contract settled down 1 point at 9304 (6.96%) and the Sept-01 90 Day Bank Bill Contract settled down 3 points at 9302 (6.98%).

The Dec-00 Three Year Government Stock Futures Contract settled down 3 points at 9339 (6.61%) and the Dec-00 Ten Year Government Stock Futures Contract settled down 5 points at 9335 (6.65%).

The December-00 NZSE-10 Share Index Futures Contract settled down 10 points at 880.

The October-00 Electricity Futures Contract closed at $30.80 M/wh.

ends