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Futures Daily Market Report 24/08/01

Daily Market Report

Friday, 24 August 2001

There was light trading on the New Zealand Futures & Options Exchange today involving 2516 futures contracts traded with a face value of NZ$1.25 million.

The Sept-01 90 Day Bank Bill Contract settled unchanged at 9416 (5.84%) and the Dec-01 90 Day Bank Bill Contract settled up 1 point at 9421 (5.79%). The Mar-02 90 Day Bank Bill Contract settled up 2 points at 9397 (6.03%) and the June-02 90 Day Bank Bill Contract settled up 2 points at 9371 (6.29%).

The Sept-01 Three Year Government Stock Futures Contract settled up 4 points at 9367 (6.33%) and the Sept-01 Ten Year Government Stock Futures Contract settled up 4 points at 9341 (6.59%).

The Sept-01 NZSE-10 Share Index Futures Contract settled unchanged at 898.

ends

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