Daily Market Report

Monday, 13 November 2000

There was light trading on the New Zealand Futures & Options Exchange today involving 401 futures contracts traded with a face value of NZ$200 million.

The Dec-00 90 Day Bank Bill Futures Contract settled up 1 point at 9335 (6.65%) The Mar-01 90 Day Bank Bill Contract settled unchanged at 9317 (6.83%). The June-01 90 Day Bank Bill Contract settled unchanged at 9315 (6.85%) and the Sept-01 90 Day Bank Bill Contract settled unchanged at 9312 (6.88%).

The Dec-00 Three Year Government Stock Futures Contract settled up 2 points at 9342 (6.58%) and the Dec-00 Ten Year Government Stock Futures Contract settled up 3 points at 9337 (6.63%).

The December-00 NZSE-10 Share Index Futures Contract settled unchanged at 889.

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

ends