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Futures Daily Market Report 30/05/01

Daily Market Report

Wednesday, 30 May 2001

There was light trading on the New Zealand Futures & Options Exchange today involving 2590 futures and 50 options contracts traded with a face value of NZ$1.32 billion.

The June-01 90 Day Bank Bill Contract settled unchanged at 9421 (5.79%) and the Sept-01 90 Day Bank Bill Contract settled unchanged at 9428 (5.72%). The Dec-01 90 Day Bank Bill Contract settled down 2 points at 9403 (5.97%) and the Mar-02 90 Day Bank Bill Contract settled down 3 points at 9379 (6.21%).

The June-01 Three Year Government Stock Futures Contract settled down 4 points at 9364 (6.36%) and the June-01 Ten Year Government Stock Futures Contract settled down 1 point at 9327 (6.73%).

The June-01 NZSE-10 Share Index Futures Contract settled down 14 points at 900.

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

ends

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