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Futures Daily Market Report 28/3/01

Daily Market Report

Wednesday, 28 March 2001

There was heavy trading on the New Zealand Futures & Options Exchange today involving 6682 futures contracts traded with a face value of NZ$3.34 billion.

The June-01 90 Day Bank Bill Contract settled down 12 points at 9411 (5.89%) and the Sept-01 90 Day Bank Bill Contract settled down 15 points at 9421 (5.79%). The Dec-01 90 Day Bank Bill Contract settled down 15 points at 9411 (5.89%) and the Mar-02 90 Day Bank Bill Contract settled down 13 points at 9395 (6.05%).

The June-01 Three Year Government Stock Futures Contract settled down 15 points at 9418 (5.82%) and the June-01 Ten Year Government Stock Futures Contract settled down 13 points at 9392 (6.08%).

The March-01 NZSE-10 Share Index Futures Contract settled up 1 point at 925.

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

ends

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