Daily Market Report

Thursday, 9 August 2001

There was heavy trading on the New Zealand Futures & Options Exchange today involving 5496 futures contracts traded with a face value of NZ$2.74 billion.

The Sept-01 90 Day Bank Bill Contract settled up 4 points at 9426 (5.74%) and the Dec-01 90 Day Bank Bill Contract settled up 8 points at 9430 (5.70%). The Mar-02 90 Day Bank Bill Contract settled up 10 points at 9408 (5.92%) and the June-02 90 Day Bank Bill Contract settled up 12 points at 9391 (6.09%).

The Sept-01 Three Year Government Stock Futures Contract settled up 14 points at 9381 (6.19%) and the Sept-01 Ten Year Government Stock Futures Contract settled up 19 points at 9356 (6.44%).

The Sept-01 NZSE-10 Share Index Futures Contract settled up 4 points at 889.

ends