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Futures Daily Market Report 26/02/01

Daily Market Report

Monday, 26 February 2001

There was moderate trading on the New Zealand Futures & Options Exchange today involving 3576 futures contracts traded with a face value of NZ$1.78 billion.

The Mar-01 90 Day Bank Bill Contract settled up 5 points at 9366 (6.34%). The June-01 90 Day Bank Bill Contract settled up 7 points at 9399 (6.01%) and the Sept-01 90 Day Bank Bill Contract settled up 10 points at 9410 (5.90%). The Dec-01 90 Day Bank Bill Contract settled up 7 points at 9407 (5.93%).

The Mar-01 Three Year Government Stock Futures Contract settled up 6 points at 9424 (5.76%) and the Mar-01 Ten Year Government Stock Futures Contract settled up 4 points at 9396 (6.04%).

The March-01 NZSE-10 Share Index Futures Contract settled up 5 points at 885.

The February-01 Electricity Futures Contract closed at $39.00 M/wh.


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