Daily Market Report

Monday, 30 July 2001

There was light trading on the New Zealand Futures & Options Exchange today involving 1476 futures contracts traded with a face value of NZ$738 million.

The Sept-01 90 Day Bank Bill Contract settled up 2 points at 9428 (5.72%) and the Dec-01 90 Day Bank Bill Contract settled up 3 points at 9423 (5.77%). The Mar-02 90 Day Bank Bill Contract settled up 3 points at 9398 (6.02%) and the June-02 90 Day Bank Bill Contract settled up 4 points at 9369 (6.31%).

The Sept-01 Three Year Government Stock Futures Contract settled up 3 points at 9356 (6.44%) and the Sept-01 Ten Year Government Stock Futures Contract settled up 4 points at 9332 (6.68%).

The Sept-01 NZSE-10 Share Index Futures Contract settled up 3 points at 929.

ends