Futures Daily Market Report - 20/07/01

Daily Market Report

Friday, 20 July 2001

There was moderate trading on the New Zealand Futures & Options Exchange today involving 2857 futures and 730 options contracts traded with a face value of NZ$1.79 billion.

The Sept-01 90 Day Bank Bill Contract settled down 1 point at 9431 (5.69%) and the Dec-01 90 Day Bank Bill Contract settled up 1 point at 9426 (5.74%). The Mar-02 90 Day Bank Bill Contract settled up 3 points at 9401 (5.99%) and the June-02 90 Day Bank Bill Contract settled up 4 points at 9367 (6.33%).

The Sept-01 Three Year Government Stock Futures Contract settled up 6 points at 9363 (6.37%) and the Sept-01 Ten Year Government Stock Futures Contract settled up 3 points at 9334 (6.66%).

The Sept-01 NZSE-10 Share Index Futures Contract settled up 6 points at 903.

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