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Futures Daily Market Report 15/3/01

Futures Daily Market Report 15/3/01

Daily Market Report

Thursday, 15 March 2001

There was heavy trading on the New Zealand Futures & Options Exchange today involving 7182 futures and 500 options contracts traded with a face value of NZ$3.84 billion.

The June-01 90 Day Bank Bill Contract settled up 6 points at 9430 (5.70%) and the Sept-01 90 Day Bank Bill Contract settled up 6 points at 9449 (5.51%). The Dec-01 90 Day Bank Bill Contract settled up 7 points at 9446 (5.54%) and the Mar-02 90 Day Bank Bill Contract settled up 8 points at 9429 (5.71%).

The June-01 Three Year Government Stock Futures Contract settled up 5 points at 9453 (5.47%) and the June-01 Ten Year Government Stock Futures Contract settled up 3 points at 9412 (5.88%).

The March-01 NZSE-10 Share Index Futures Contract settled up 23 points at 953.

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

ends



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