Futures Daily Market Report - 28/08/01

Daily Market Report

Tuesday, 28 August 2001

There was moderate trading on the New Zealand Futures & Options Exchange today involving 3975 futures contracts traded with a face value of NZ$1.98 million.

The Sept-01 90 Day Bank Bill Contract settled unchanged at 9417 (5.83%) 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 9403 (5.97%) and the June-02 90 Day Bank Bill Contract settled up 5 points at 9380 (6.20%).

The Sept-01 Three Year Government Stock Futures Contract settled up 4 points at 9378 (6.22%) and the Sept-01 Ten Year Government Stock Futures Contract settled up 5 points at 9350 (6.50%).

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

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