Futures Exchange Daily Market Report - 27/11

Daily Market Report

Monday, 27 November 2000

There was moderate trading on the New Zealand Futures & Options Exchange today involving 3890 futures contracts traded with a face value of NZ$1.94 billion.

The Dec-00 90 Day Bank Bill Futures Contract settled down 2 points at 9332 (6.68%) The Mar-01 90 Day Bank Bill Contract settled down 5 points at 9318 (6.82%). The June-01 90 Day Bank Bill Contract settled down 4 points at 9310 (6.90%) and the Sept-01 90 Day Bank Bill Contract settled down 6 points at 9307 (6.93%).

The Dec-00 Three Year Government Stock Futures Contract settled down 3 points at 9343 (6.57%) and the Dec-00 Ten Year Government Stock Futures Contract settled down 2 points at 9348 (6.52%).

The December-00 NZSE-10 Share Index Futures Contract settled down 17 points at 869.

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

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