Futures Daily Market Report - 17/07/01

Daily Market Report

Tuesday, 17 July 2001

There was moderate trading on the New Zealand Futures & Options Exchange today involving 3261 futures and 20 options contracts traded with a face value of NZ$1.64 billion.

The Sept-01 90 Day Bank Bill Contract settled down 1 point at 9428 (5.72%) and the Dec-01 90 Day Bank Bill Contract settled unchanged at 9419 (5.81%). The Mar-02 90 Day Bank Bill Contract settled up 2 points at 9389 (6.11%) and the June-02 90 Day Bank Bill Contract settled up 2 points at 9355 (6.45%).

The Sept-01 Three Year Government Stock Futures Contract settled up 1 point at 9346 (6.54%) and the Sept-01 Ten Year Government Stock Futures Contract settled up 3 points at 9325 (6.75%).

The Sept-01 NZSE-10 Share Index Futures Contract settled up 4 points at 894.

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