Daily Market Report

Friday, 3 August 2001

There was light trading on the New Zealand Futures & Options Exchange today involving 2885 futures contracts traded with a face value of NZ$1.44 billion.

The Sept-01 90 Day Bank Bill Contract settled unchanged at 9426 (5.74%) and the Dec-01 90 Day Bank Bill Contract settled up 1 point at 9423 (5.77%). The Mar-02 90 Day Bank Bill Contract settled down 2 points at 9400 (6.00%) and the June-02 90 Day Bank Bill Contract settled down 1 point at 9375 (6.25%).

The Sept-01 Three Year Government Stock Futures Contract settled down 3 points at 9364 (6.36%) and the Sept-01 Ten Year Government Stock Futures Contract settled down 4 points at 9334 (6.66%).

The Sept-01 NZSE-10 Share Index Futures Contract settled down 11 points at 915.

ends