Futures Daily Market Report - 13/07/01

Daily Market Report

Friday, 13 July 2001

There was light trading on the New Zealand Futures & Options Exchange today involving 1279 futures and 20 options contracts traded with a face value of NZ$649 million.

The Sept-01 90 Day Bank Bill Contract settled up 2 points at 9429 (5.71%) and the Dec-01 90 Day Bank Bill Contract settled up 2 points at 9419 (5.81%). The Mar-02 90 Day Bank Bill Contract settled up 3 points at 9387 (6.13%) and the June-02 90 Day Bank Bill Contract settled up 2 points at 9352 (6.48%).

The Sept-01 Three Year Government Stock Futures Contract settled up 3 points at 9344 (6.56%) and the Sept-01 Ten Year Government Stock Futures Contract settled up 4 points at 9319 (6.81%).

The Sept-01 NZSE-10 Share Index Futures Contract settled down 1 point at 897.

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