Daily Market Report

Tuesday, 10 April 2001

There was heavy trading on the New Zealand Futures & Options Exchange today involving 6875 futures and 60 options contracts traded with a face value of NZ$3.46 billion.

The June-01 90 Day Bank Bill Contract settled up 6 points at 9442 (5.58%) and the Sept-01 90 Day Bank Bill Contract settled up 7 points at 9456 (5.44%). The Dec-01 90 Day Bank Bill Contract settled up 7 points at 9442 (5.58%) and the Mar-02 90 Day Bank Bill Contract settled up 6 points at 9419 (5.81%).

The June-01 Three Year Government Stock Futures Contract settled up 2 points at 9426 (5.74%) and the June-01 Ten Year Government Stock Futures Contract settled down 4 points at 9389 (6.11%).

The June-01 NZSE-10 Share Index Futures Contract settled down 3 points at 924.

The April-01 Electricity Futures Contract closed at $57.50 M/wh.

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