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Futures Daily Market Report 28/06/01

Daily Market Report

Thursday, 28 June 2001

There was heavy trading on the New Zealand Futures & Options Exchange today involving 7800 futures and 15 options traded with a face value of NZ$3.90 billion.

The Sept-01 90 Day Bank Bill Contract settled down 11 points at 9422 (5.78%) and the Dec-01 90 Day Bank Bill Contract settled down 10 points at 9413 (5.87%). The Mar-02 90 Day Bank Bill Contract settled down 13 points at 9380 (6.20%) and the June-02 90 Day Bank Bill Contract settled down 13 points at 9349 (6.51%).

The Sept-01 Three Year Government Stock Futures Contract settled down 13 points at 9352 (6.48%) and the Sept-01 Ten Year Government Stock Futures Contract settled down 4 points at 9330 (6.70%).

The June-01 NZSE-10 Share Index Futures Contract settled down 8 points at 895.

ends

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