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Futures Daily Market Report - 24/07/01

Daily Market Report

Tuesday, 24 July 2001

There was moderate trading on the New Zealand Futures & Options Exchange today involving 2943 futures and 350 options contracts traded with a face value of NZ$1.64 billion.

The Sept-01 90 Day Bank Bill Contract settled down 1 point at 9429 (5.71%) and the Dec-01 90 Day Bank Bill Contract settled down 1 point at 9423 (5.77%). The Mar-02 90 Day Bank Bill Contract settled down 1 point at 9399 (6.01%) and the June-02 90 Day Bank Bill Contract settled up 1 point at 9370 (6.30%).

The Sept-01 Three Year Government Stock Futures Contract settled unchanged at 9361 (6.39%) and the Sept-01 Ten Year Government Stock Futures Contract settled up 3 points at 9335 (6.65%).

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

ends

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