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Futures Exchange Daily Market Report - 1/12

Daily Market Report

Friday, 1 December 2000

There was moderate trading on the New Zealand Futures & Options Exchange today involving 2967 futures contracts traded with a face value of NZ$1.48 billion.

The Dec-00 90 Day Bank Bill Futures Contract settled up 2 points at 9334 (6.66%) The Mar-01 90 Day Bank Bill Contract settled up 4 points at 9325 (6.75%). The June-01 90 Day Bank Bill Contract settled up 4 points at 9317 (6.83%) and the Sept-01 90 Day Bank Bill Contract settled up 5 points at 9315 (6.85%).

The Dec-00 Three Year Government Stock Futures Contract settled up 5 points at 9359 (6.41%) and the Dec-00 Ten Year Government Stock Futures Contract settled up 2 points at 9368 (6.32%).

The December-00 NZSE-10 Share Index Futures Contract settled down 15 points at 860.

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

ends

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