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Futures Daily Market Report 29/3/01

Daily Market Report

Thursday, 29 March 2001

There was light trading on the New Zealand Futures & Options Exchange today involving 2451 futures and 130 options contracts traded with a face value of NZ$1.29 billion.

The June-01 90 Day Bank Bill Contract settled up 7 points at 9418 (5.82%) and the Sept-01 90 Day Bank Bill Contract settled up 10 points at 9431 (5.69%). The Dec-01 90 Day Bank Bill Contract settled up 11 points at 9422 (5.78%) and the Mar-02 90 Day Bank Bill Contract settled up 9 points at 9404 (5.96%).

The June-01 Three Year Government Stock Futures Contract settled up 9 points at 9427 (5.73%) and the June-01 Ten Year Government Stock Futures Contract settled up 11 points at 9403 (5.97%).

The March-01 NZSE-10 Share Index Futures Contract settled up 1 point at 926.

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

ends

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