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Futures Daily Market Report

Wednesday, 7 February 2001

There was moderate trading on the New Zealand Futures & Options Exchange today involving 3022 futures contracts traded with a face value of NZ$1.51 billion.

The Mar-01 90 Day Bank Bill Contract settled down 2 points at 9374 (6.26%). The June-01 90 Day Bank Bill Contract settled down 4 points at 9405 (5.95%) and the Sept-01 90 Day Bank Bill Contract settled down 5 points at 9416 (5.84%). The Dec-01 90 Day Bank Bill Contract settled down 5 points at 9416 (5.84%).

The Mar-01 Three Year Government Stock Futures Contract settled down 6 points at 9429 (5.71%) and the Mar-01 Ten Year Government Stock Futures Contract settled up 1 point at 9399 (6.01%).

The March-01 NZSE-10 Share Index Futures Contract settled down 2 points at 876. The February-01 Electricity Futures Contract closed at $30.00 M/wh. ends

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