Daily Market Report

Friday, 8 June 2001

There was moderate trading on the New Zealand Futures & Options Exchange today involving 3493 futures and 1000 options contracts traded with a face value of NZ$2.24 billion.

The June-01 90 Day Bank Bill Contract settled down 2 points at 9417 (5.83%) and the Sept-01 90 Day Bank Bill Contract settled down 2 points at 9420 (5.80%). The Dec-01 90 Day Bank Bill Contract settled unchanged at 9402 (5.98%) and the Mar-02 90 Day Bank Bill Contract settled unchanged at 9372 (6.28%).

The June-01 Three Year Government Stock Futures Contract settled down 1 point at 9363 (6.37%) and the June-01 Ten Year Government Stock Futures Contract settled down 5 points at 9337 (6.68%).

The June-01 NZSE-10 Share Index Futures Contract settled unchanged at 927.

ends