Daily Market Report

Friday, 29 June 2001

There was heavy trading on the New Zealand Futures & Options Exchange today involving 8985 futures contracts traded with a face value of NZ$4.49 billion.

The Sept-01 90 Day Bank Bill Contract settled up 5 points at 9427 (5.73%) and the Dec-01 90 Day Bank Bill Contract settled up 1 point at 9414 (5.86%). The Mar-02 90 Day Bank Bill Contract settled unchanged at 9380 (6.20%) and the June-02 90 Day Bank Bill Contract settled down 3 points at 9346 (6.54%).

The Sept-01 Three Year Government Stock Futures Contract settled down 5 points at 9347 (6.53%) and the Sept-01 Ten Year Government Stock Futures Contract settled down 6 points at 9324 (6.76%).

The Sept-01 NZSE-10 Share Index Futures Contract settled up 7 points at 914.

ends