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Futures Daily Market Report 10/5/01

Daily Market Report

Thursday, 10 May 2001

There was heavy trading on the New Zealand Futures & Options Exchange today involving 5766 futures contracts traded with a face value of NZ$2.88 billion.

The June-01 90 Day Bank Bill Contract settled down 4 points at 9440 (5.60%) 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 3 points at 9451 (5.49%) and the Mar-02 90 Day Bank Bill Contract settled up 5 points at 9434 (5.66%).

The June-01 Three Year Government Stock Futures Contract settled up 6 points at 9419 (5.81%) and the June-01 Ten Year Government Stock Futures Contract settled up 10 points at 9367 (6.33%).

The June-01 NZSE-10 Share Index Futures Contract settled up 3 points at 939.

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

ends



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