Daily Market Report

Monday, 26 March 2001

There was heavy trading on the New Zealand Futures & Options Exchange today involving 4053 futures and 410 options contracts traded with a face value of NZ$2.23 billion.

The June-01 90 Day Bank Bill Contract settled down 7 points at 9422 (5.78%) and the Sept-01 90 Day Bank Bill Contract settled down 8 points at 9438 (5.62%). The Dec-01 90 Day Bank Bill Contract settled down 8 points at 9428 (5.72%) and the Mar-02 90 Day Bank Bill Contract settled down 9 points at 9410 (5.90%).

The June-01 Three Year Government Stock Futures Contract settled down 8 points at 9434 (5.66%) and the June-01 Ten Year Government Stock Futures Contract settled down 4 points at 9401 (5.99%).

The March-01 NZSE-10 Share Index Futures Contract settled down 11 points at 928.

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

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