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Futures Daily Market Report 23/3/01

Daily Market Report

Friday, 23 March 2001

There was heavy trading on the New Zealand Futures & Options Exchange today involving 5953 futures and 30 options contracts traded with a face value of NZ$2.99 billion.

The June-01 90 Day Bank Bill Contract settled down 11 points at 9429 (5.71%) and the Sept-01 90 Day Bank Bill Contract settled down 10 points at 9447 (5.53%). The Dec-01 90 Day Bank Bill Contract settled down 15 points at 9433 (5.67%) and the Mar-02 90 Day Bank Bill Contract settled down 11 points at 9419 (5.81%).

The June-01 Three Year Government Stock Futures Contract settled down 7 points at 9442 (5.58%) and the June-01 Ten Year Government Stock Futures Contract settled down 5 points at 9405 (5.95%).

The March-01 NZSE-10 Share Index Futures Contract settled up 14 points at 939.

The March-01 Electricity Futures Contract closed at $41.00 M/wh.

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