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Futures Daily Market Report 3/5/01

Daily Market Report

Thursday, 3 May 2001

There was heavy trading on the New Zealand Futures & Options Exchange today involving 3946 futures and 500 options contracts traded with a face value of NZ$2.22 billion.

The June-01 90 Day Bank Bill Contract settled unchanged at 9439 (5.61%) and the Sept-01 90 Day Bank Bill Contract settled up 1 point at 9447 (5.53%). The Dec-01 90 Day Bank Bill Contract settled up 1 point at 9438 (5.62%) and the Mar-02 90 Day Bank Bill Contract settled up 1 point at 9415 (5.85%).

The June-01 Three Year Government Stock Futures Contract settled up 3 points at 9403 (5.97%) and the June-01 Ten Year Government Stock Futures Contract settled up 5 points at 9351 (6.49%).

The June-01 NZSE-10 Share Index Futures Contract settled down 17 points at 949.

The May-01 Electricity Futures Contract closed at $60.50 M/wh.

ends

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