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Futures Daily Market Report - 14/08/01

Daily Market Report

Tuesday, 14 August 2001

There was light trading on the New Zealand Futures & Options Exchange today involving 1541 futures contracts traded with a face value of NZ$770 million.

The Sept-01 90 Day Bank Bill Contract settled unchanged at 9423 (5.77%) and the Dec-01 90 Day Bank Bill Contract settled up 2 points at 9428 (5.72%). The Mar-02 90 Day Bank Bill Contract settled up 2 points at 9411 (5.89%) and the June-02 90 Day Bank Bill Contract settled unchanged at 9389 (6.11%).

The Sept-01 Three Year Government Stock Futures Contract settled unchanged at 9376 (6.24%) and the Sept-01 Ten Year Government Stock Futures Contract settled down 3 points at 9346 (6.54%).

The Sept-01 NZSE-10 Share Index Futures Contract settled up 2 points at 900.

ends




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