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Futures Daily Market Report 16/3/01

Daily Market Report

Friday, 16 March 2001

There was moderate trading on the New Zealand Futures & Options Exchange today involving 2629 futures and 1044 options contracts traded with a face value of NZ$1.83 billion.

The June-01 90 Day Bank Bill Contract settled up 3 points at 9433 (5.67%) and the Sept-01 90 Day Bank Bill Contract settled up 3 points at 9452 (5.48%). The Dec-01 90 Day Bank Bill Contract settled up 2 points at 9448 (5.52%) and the Mar-02 90 Day Bank Bill Contract settled up 3 points at 9432 (5.68%).

The June-01 Three Year Government Stock Futures Contract settled up 2 points at 9455 (5.45%) and the June-01 Ten Year Government Stock Futures Contract settled up 1 point at 9413 (5.87%).

The March-01 NZSE-10 Share Index Futures Contract settled up 3 points at 956.

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

ends

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