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Futures Daily Market Report 07/06/01

Daily Market Report

Thursday, 7 June 2001

There was moderate trading on the New Zealand Futures & Options Exchange today involving 3106 futures and 20 options contracts traded with a face value of NZ$1.56 billion.

The June-01 90 Day Bank Bill Contract settled unchanged at 9419 (5.81%) and the Sept-01 90 Day Bank Bill Contract settled down 3 points at 9422 (5.78%). The Dec-01 90 Day Bank Bill Contract settled down 2 points at 9402 (5.98%) and the Mar-02 90 Day Bank Bill Contract settled down 2 points at 9372 (6.28%).

The June-01 Three Year Government Stock Futures Contract settled up 1 point at 9364 (6.36%) and the June-01 Ten Year Government Stock Futures Contract settled up 5 points at 9337 (6.63%).

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

ends

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