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Futures Daily Market Report 27/2/01

Daily Market Report

Tuesday, 27 February 2001

There was heavy trading on the New Zealand Futures & Options Exchange today involving 5169 futures and 2010 options contracts traded with a face value of NZ$3.58 billion.

The Mar-01 90 Day Bank Bill Contract settled down 1 point at 9365 (6.35%). The June-01 90 Day Bank Bill Contract settled down 1 point at 9398 (6.02%) and the Sept-01 90 Day Bank Bill Contract settled unchanged at 9409 (5.91%). The Dec-01 90 Day Bank Bill Contract settled unchanged at 9408 (5.92%).

The Mar-01 Three Year Government Stock Futures Contract settled down 1 point at 9423 (5.77%) and the Mar-01 Ten Year Government Stock Futures Contract settled up 1 point at 9397 (6.03%).

The March-01 NZSE-10 Share Index Futures Contract settled up 3 points at 888.

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


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