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Futures Daily Market Report 05/06/01

Daily Market Report

Tuesday, 5 June 2001

There was moderate trading on the New Zealand Futures & Options Exchange today involving 3240 futures contracts traded with a face value of NZ$1.62 billion.

The June-01 90 Day Bank Bill Contract settled up 1 point at 9422 (5.78%) and the Sept-01 90 Day Bank Bill Contract settled up 2 points at 9431 (5.69%). The Dec-01 90 Day Bank Bill Contract settled up 3 points at 9411 (5.89%) and the Mar-02 90 Day Bank Bill Contract settled up 2 points at 9382 (6.18%).

The June-01 Three Year Government Stock Futures Contract settled up 4 points at 9371 (6.29%) and the June-01 Ten Year Government Stock Futures Contract settled up 5 points at 9335 (6.65%).

The June-01 NZSE-10 Share Index Futures Contract settled up 34 points at 927.


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