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Futures Daily Market Report 11/4/01

Daily Market Report

Wednesday, 11 April 2001

There was light trading on the New Zealand Futures & Options Exchange today involving 2964 futures contracts traded with a face value of NZ$1.48 billion.

The June-01 90 Day Bank Bill Contract settled down 3 points at 9439 (5.61%) and the Sept-01 90 Day Bank Bill Contract settled down 3 points at 9453 (5.47%). The Dec-01 90 Day Bank Bill Contract settled down 5 points at 9437 (5.63%) and the Mar-02 90 Day Bank Bill Contract settled down 6 points at 9413 (5.87%).

The June-01 Three Year Government Stock Futures Contract settled down 5 points at 9421 (5.79%) and the June-01 Ten Year Government Stock Futures Contract settled down 8 points at 9381 (6.19%).

The June-01 NZSE-10 Share Index Futures Contract settled unchanged at 924.

The April-01 Electricity Futures Contract closed at $57.50 M/wh.

ends

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