Futures Daily Market Report - 27/08/01

Daily Market Report

Monday, 27 August 2001

There was light trading on the New Zealand Futures & Options Exchange today involving 2870 futures contracts traded with a face value of NZ$1.43 million.

The Sept-01 90 Day Bank Bill Contract settled up 1 point at 9417 (5.83%) and the Dec-01 90 Day Bank Bill Contract settled up 4 points at 9425 (5.75%). The Mar-02 90 Day Bank Bill Contract settled up 3 points at 9400 (6.00%) and the June-02 90 Day Bank Bill Contract settled up 4 points at 9375 (6.25%).

The Sept-01 Three Year Government Stock Futures Contract settled up 7 points at 9374 (6.26%) and the Sept-01 Ten Year Government Stock Futures Contract settled up 4 points at 9345 (6.55%).

The Sept-01 NZSE-10 Share Index Futures Contract settled unchanged at 898.

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