Futures Daily Market Report 30/3/01

Daily Market Report

Friday, 30 March 2001

There was heavy trading on the New Zealand Futures & Options Exchange today involving 8134 futures contracts traded with a face value of NZ$4.06 billion.

The June-01 90 Day Bank Bill Contract settled up 6 points at 9424 (5.76%) and the Sept-01 90 Day Bank Bill Contract settled up 6 points at 9437 (5.63%). The Dec-01 90 Day Bank Bill Contract settled up 6 points at 9428 (5.72%) and the Mar-02 90 Day Bank Bill Contract settled up 6 points at 9410 (5.90%).

The June-01 Three Year Government Stock Futures Contract settled up 3 points at 9430 (5.70%) and the June-01 Ten Year Government Stock Futures Contract settled down 2 points at 9401 (5.99%).

The June-01 NZSE-10 Share Index Futures Contract settled unchanged at 923.

The March-01 Electricity Futures Contract closed at $56.50 M/wh.

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