Daily Market Report

Tuesday, 4 September 2001

There was moderate trading on the New Zealand Futures & Options Exchange today involving 2050 futures contracts and 335 options contracts traded with a face value of NZ$1.19 billion.

The Sept-01 90 Day Bank Bill Contract settled down 1 point at 9417 (5.83%) and the Dec-01 90 Day Bank Bill Contract settled down 1 point at 9433 (5.67%). The Mar-02 90 Day Bank Bill Contract settled down 1 point at 9414 (5.86%) and the June-02 90 Day Bank Bill Contract settled down 1 point at 9389 (6.11%).

The Sept-01 Three Year Government Stock Futures Contract settled unchanged at 9382 (6.18%) and the Sept-01 Ten Year Government Stock Futures Contract settled up 2 points at 9352 (6.48%).

The Sept-01 NZSE-10 Share Index Futures Contract settled unchanged at 888.

ends