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Futures Daily Market Report 9/5/01

Daily Market Report

Wednesday, 9 May 2001

There was heavy trading on the New Zealand Futures & Options Exchange today involving 4440 futures contracts traded with a face value of NZ$2.22 billion.

The June-01 90 Day Bank Bill Contract settled down 3 points at 9444 (5.56%) and the Sept-01 90 Day Bank Bill Contract settled unchanged at 9457 (5.43%). The Dec-01 90 Day Bank Bill Contract settled up 1 point at 9448 (5.52%) and the Mar-02 90 Day Bank Bill Contract settled up 1 point at 9429 (5.71%).

The June-01 Three Year Government Stock Futures Contract settled down 1 point at 9413 (5.87%) and the June-01 Ten Year Government Stock Futures Contract settled down 3 points at 9357 (6.43%).

The June-01 NZSE-10 Share Index Futures Contract settled up 4 points at 936.

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

ends

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