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Futures Daily Market Report 12/06/01

Daily Market Report

Tuesday, 12 June 2001

There was heavy trading on the New Zealand Futures & Options Exchange today involving 5218 futures contracts traded with a face value of NZ$2.60 billion.

The June-01 90 Day Bank Bill Contract settled down 1 point at 9416 (5.84%) and the Sept-01 90 Day Bank Bill Contract settled up 1 point at 9419 (5.81%). The Dec-01 90 Day Bank Bill Contract settled up 3 points at 9404 (5.96%) and the Mar-02 90 Day Bank Bill Contract settled up 3 points at 9374 (6.26%).

The June-01 Three Year Government Stock Futures Contract settled up 2 points at 9364 (6.36%) and the June-01 Ten Year Government Stock Futures Contract settled up 3 points at 9333 (6.67%).

The June-01 NZSE-10 Share Index Futures Contract settled down 6 points at 910.

ends

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