Daily Market Report

Tuesday, 10 July 2001

There was light trading on the New Zealand Futures & Options Exchange today involving 1730 futures contracts traded with a face value of NZ$865 million.

The Sept-01 90 Day Bank Bill Contract settled down 1 point at 9429 (5.71%) and the Dec-01 90 Day Bank Bill Contract settled down 2 points at 9419 (5.81%). The Mar-02 90 Day Bank Bill Contract settled down 1 point at 9384 (6.16%) and the June-02 90 Day Bank Bill Contract settled unchanged at 9350 (6.50%).

The Sept-01 Three Year Government Stock Futures Contract settled down 3 points at 9344 (6.56%) and the Sept-01 Ten Year Government Stock Futures Contract settled down 2 points at 9319 (6.81%).

The Sept-01 NZSE-10 Share Index Futures Contract settled up 11 points at 899.

ends