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Futures Daily Market Report 13/3/01

Daily Market Report

Tuesday, 13 March 2001

There was heavy trading on the New Zealand Futures & Options Exchange today involving 6514 futures contracts traded with a face value of NZ$3.25 billion.

The Mar-01 90 Day Bank Bill Contract settled unchanged at 9371 (6.29%). The June-01 90 Day Bank Bill Contract settled down 3 points at 9409 (5.91%) and the Sept-01 90 Day Bank Bill Contract settled up 1 point at 9431 (5.69%). The Dec-01 90 Day Bank Bill Contract settled unchanged at 9426 (5.74%).

The Mar-01 Three Year Government Stock Futures Contract settled up 4 points at 9436 (5.64%) and the Mar-01 Ten Year Government Stock Futures Contract settled up 6 points at 9414 (5.86%).

The March-01 NZSE-10 Share Index Futures Contract settled down 18 points at 922.

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


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