Daily Market Report

Monday, 11 June 2001

There was very light trading on the New Zealand Futures & Options Exchange today involving 150 futures contracts traded with a face value of NZ$75 million.

The June-01 90 Day Bank Bill Contract settled unchanged at 9417 (5.83%) and the Sept-01 90 Day Bank Bill Contract settled down 2 points at 9418 (5.82%). The Dec-01 90 Day Bank Bill Contract settled down 1 point at 9401 (5.99%) and the Mar-02 90 Day Bank Bill Contract settled down 1 point at 9371 (6.29%).

The June-01 Three Year Government Stock Futures Contract settled down 1 point at 9362 (6.38%) and the June-01 Ten Year Government Stock Futures Contract settled down 2 points at 9330 (6.70%).

The June-01 NZSE-10 Share Index Futures Contract settled down 11 points at 916.

ends