Daily Market Report

Tuesday, 11 September 2001

There was heavy trading on the New Zealand Futures & Options Exchange today involving 4438 futures and 30 options contracts traded with a face value of NZ$2.23 billion.

The Sept-01 90 Day Bank Bill Contract settled down 1 point at 9418 (5.82%) and the Dec-01 90 Day Bank Bill Contract settled unchanged at 9434 (5.66%). The Mar-02 90 Day Bank Bill Contract settled unchanged at 9417 (5.83%) and the June-02 90 Day Bank Bill Contract settled unchanged at 9394 (6.06%).

The Sept-01 Three Year Government Stock Futures Contract settled down 1 point at 9383 (6.17%) and the Sept-01 Ten Year Government Stock Futures Contract settled down 2 points at 9348 (6.52%).

The Sept-01 NZSE-10 Share Index Futures Contract settled unchanged at 865.

ends