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Futures Daily Market Report 28/05/01

Daily Market Report

Monday, 28 May 2001

There was light trading on the New Zealand Futures & Options Exchange today involving 1778 futures and 100 options contracts traded with a face value of NZ$939 million.

The June-01 90 Day Bank Bill Contract settled up 1 point at 9420 (5.80%) and the Sept-01 90 Day Bank Bill Contract settled unchanged at 9426 (5.74%). The Dec-01 90 Day Bank Bill Contract settled up 1 point at 9403 (5.97%) and the Mar-02 90 Day Bank Bill Contract settled down 1 point at 9382 (6.18%).

The June-01 Three Year Government Stock Futures Contract settled down 2 points at 9367 (6.33%) and the June-01 Ten Year Government Stock Futures Contract settled up 2 points at 9327 (6.73%).

The June-01 NZSE-10 Share Index Futures Contract settled unchanged at 919.

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

ends

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