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Futures Daily Market Report 8/5/01

Daily Market Report

Tuesday, 8 May 2001

There was moderate trading on the New Zealand Futures & Options Exchange today involving 3710 futures contracts traded with a face value of NZ$1.85 billion.

The June-01 90 Day Bank Bill Contract settled up 2 points at 9447 (5.53%) and the Sept-01 90 Day Bank Bill Contract settled up 3 points at 9457 (5.43%). The Dec-01 90 Day Bank Bill Contract settled up 4 points at 9447 (5.53%) and the Mar-02 90 Day Bank Bill Contract settled up 5 points at 9428 (5.72%).

The June-01 Three Year Government Stock Futures Contract settled up 5 points at 9414 (5.86%) and the June-01 Ten Year Government Stock Futures Contract settled up 6 points at 9360 (6.40%).

The June-01 NZSE-10 Share Index Futures Contract settled down 11 points at 932.

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

ends

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