Daily Market Report

Tuesday, 21 August 2001

There was light trading on the New Zealand Futures & Options Exchange today involving 2296 futures and 200 options contracts traded with a face value of NZ$1.24 million.

The Sept-01 90 Day Bank Bill Contract settled down 1 point at 9415 (5.85%) and the Dec-01 90 Day Bank Bill Contract settled down 1 point at 9416 (5.84%). The Mar-02 90 Day Bank Bill Contract settled down 5 points at 9389 (6.11%) and the June-02 90 Day Bank Bill Contract settled down 4 points at 9364 (6.36%).

The Sept-01 Three Year Government Stock Futures Contract settled down 4 points at 9363 (6.37%) and the Sept-01 Ten Year Government Stock Futures Contract settled down 4 points at 9338 (6.62%).

The Sept-01 NZSE-10 Share Index Futures Contract settled up 8 points at 898.

ends