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Futures Daily Market Report - 16/08/01

Daily Market Report

Thursday, 16 August 2001

There was moderate trading on the New Zealand Futures & Options Exchange today involving 3866 futures contracts traded with a face value of NZ$1.93 billion.

The Sept-01 90 Day Bank Bill Contract settled down 1 point at 9416 (5.84%) and the Dec-01 90 Day Bank Bill Contract settled down 3 points at 9414 (5.86%). The Mar-02 90 Day Bank Bill Contract settled down 5 points at 9388 (6.12%) and the June-02 90 Day Bank Bill Contract settled down 7 points at 9362 (6.38%).

The Sept-01 Three Year Government Stock Futures Contract settled down 4 points at 9357 (6.43%) and the Sept-01 Ten Year Government Stock Futures Contract settled unchanged at 9335 (6.65%).

The Sept-01 NZSE-10 Share Index Futures Contract settled down 6 points at 887.

ends

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