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Futures Daily Market Report 02/03/01

Daily Market Report

Friday, 2 March 2001

There was heavy trading on the New Zealand Futures & Options Exchange today involving 5616 futures contracts traded with a face value of NZ$2.80 billion.

The Mar-01 90 Day Bank Bill Contract settled up 3 points at 9365 (6.35%). The June-01 90 Day Bank Bill Contract settled up 1 point at 9398 (6.02%) and the Sept-01 90 Day Bank Bill Contract settled up 1 point at 9412 (5.88%). The Dec-01 90 Day Bank Bill Contract settled up 2 points at 9413 (5.87%).

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 down 4 points at 9403 (5.97%).

The March-01 NZSE-10 Share Index Futures Contract settled up 8 points at 895.

The March-01 Electricity Futures Contract closed at $41.00 M/wh.

ends

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