Daily Market Report

Thursday, 23 August 2001

There was moderate trading on the New Zealand Futures & Options Exchange today involving 3428 futures and 10 options contracts traded with a face value of NZ$1.71 million.

The Sept-01 90 Day Bank Bill Contract settled unchanged at 9416 (5.84%) and the Dec-01 90 Day Bank Bill Contract settled unchanged at 9420 (5.80%). The Mar-02 90 Day Bank Bill Contract settled unchanged at 9395 (6.05%) and the June-02 90 Day Bank Bill Contract settled down 2 points at 9369 (6.31%).

The Sept-01 Three Year Government Stock Futures Contract settled down 6 points at 9363 (6.37%) and the Sept-01 Ten Year Government Stock Futures Contract settled down 4 points at 9337 (6.63%).

The Sept-01 NZSE-10 Share Index Futures Contract settled unchanged at 898.

ends