Daily Market Report

Wednesday, 27 June 2001

There was moderate trading on the New Zealand Futures & Options Exchange today involving 3081 futures and 310 options traded with a face value of NZ$1.69 billion.

The Sept-01 90 Day Bank Bill Contract settled down 5 points at 9433 (5.67%) and the Dec-01 90 Day Bank Bill Contract settled down 7 points at 9423 (5.77%). The Mar-02 90 Day Bank Bill Contract settled down 7 points at 9393 (6.07%) and the June-02 90 Day Bank Bill Contract settled down 8 points at 9362 (6.38%).

The Sept-01 Three Year Government Stock Futures Contract settled down 9 points at 9365 (6.35%) and the Sept-01 Ten Year Government Stock Futures Contract settled down 10 points at 9334 (6.66%).

The June-01 NZSE-10 Share Index Futures Contract settled up 1 point at 903.

ends