Futures Daily Market Report - 11/07/01

Daily Market Report

Wednesday, 11 July 2001

There was light trading on the New Zealand Futures & Options Exchange today involving 1947 futures contracts traded with a face value of NZ$973 million.

The Sept-01 90 Day Bank Bill Contract settled up 2 points at 9431 (5.69%) and the Dec-01 90 Day Bank Bill Contract settled up 4 points at 9423 (5.77%). The Mar-02 90 Day Bank Bill Contract settled up 6 points at 9390 (6.10%) and the June-02 90 Day Bank Bill Contract settled up 5 points at 9355 (6.45%).

The Sept-01 Three Year Government Stock Futures Contract settled up 6 points at 9350 (6.50%) and the Sept-01 Ten Year Government Stock Futures Contract settled up 4 points at 9323 (6.77%).

The Sept-01 NZSE-10 Share Index Futures Contract settled down 1 point at 898.

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