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Futures Daily Market Report - 17/08/01

Daily Market Report

Friday, 17 August 2001

There was light trading on the New Zealand Futures & Options Exchange today involving 1352 futures contracts traded with a face value of NZ$676 million.

The Sept-01 90 Day Bank Bill Contract settled down 1 point at 9415 (5.85%) and the Dec-01 90 Day Bank Bill Contract settled up 1 point at 9415 (5.85%). The Mar-02 90 Day Bank Bill Contract settled up 2 points at 9390 (6.10%) and the June-02 90 Day Bank Bill Contract settled up 2 points at 9364 (6.36%).

The Sept-01 Three Year Government Stock Futures Contract settled up 6 points at 9363 (6.37%) and the Sept-01 Ten Year Government Stock Futures Contract settled up 2 points at 9337 (6.63%).

The Sept-01 NZSE-10 Share Index Futures Contract settled up 5 points at 892.


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