Futures Daily Market Report

Monday, 5 March 2001

There was moderate trading on the New Zealand Futures & Options Exchange today involving 2811 futures contracts traded with a face value of NZ$1.4 billion.

The Mar-01 90 Day Bank Bill Contract settled up 6 points at 9371 (6.29%). The June-01 90 Day Bank Bill Contract settled up 12 points at 9410 (5.90%) and the Sept-01 90 Day Bank Bill Contract settled up 10 point at 9422 (5.78%). The Dec-01 90 Day Bank Bill Contract settled up 7 points at 9420 (5.80%).

The Mar-01 Three Year Government Stock Futures Contract settled up 4 points at 9427 (5.73%) and the Mar-01 Ten Year Government Stock Futures Contract settled up 2 points at 9405 (5.95%).

The March-01 NZSE-10 Share Index Futures Contract settled down 1 point at 894.

The March-01 Electricity Futures Contract closed at $41.00 M/wh.

ends