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Futures Daily Market Report - 23/07/01

Daily Market Report

Monday, 23 July 2001

There was very light trading on the New Zealand Futures & Options Exchange today involving 350 futures contracts traded with a face value of NZ$175 million.

The Sept-01 90 Day Bank Bill Contract settled down 1 point at 9430 (5.70%) and the Dec-01 90 Day Bank Bill Contract settled down 2 points at 9424 (5.76%). The Mar-02 90 Day Bank Bill Contract settled down 1 point at 9400 (6.00%) and the June-02 90 Day Bank Bill Contract settled up 2 points at 9369 (6.31%).

The Sept-01 Three Year Government Stock Futures Contract settled down 2 points at 9361 (6.39%) and the Sept-01 Ten Year Government Stock Futures Contract settled down 2 points at 9332 (6.68%).

The Sept-01 NZSE-10 Share Index Futures Contract settled up 2 points at 905.

ends


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