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Futures Daily Market Report 27/3/01

Daily Market Report

Tuesday, 27 March 2001

There was heavy trading on the New Zealand Futures & Options Exchange today involving 3619 futures and 1000 options contracts traded with a face value of NZ$2.30 billion.

The June-01 90 Day Bank Bill Contract settled up 1 point at 9423 (5.77%) and the Sept-01 90 Day Bank Bill Contract settled down 2 points at 9436 (5.64%). The Dec-01 90 Day Bank Bill Contract settled down 2 points at 9426 (5.74%) and the Mar-02 90 Day Bank Bill Contract settled down 2 points at 9408 (5.92%).

The June-01 Three Year Government Stock Futures Contract settled down 1 point at 9433 (5.67%) and the June-01 Ten Year Government Stock Futures Contract settled up 4 points at 9405 (5.95%).

The March-01 NZSE-10 Share Index Futures Contract settled down 4 points at 924.

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

ends

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