Daily Market Report

Friday, 14 September 2001

There was moderate trading on the New Zealand Futures & Options Exchange today involving 3272 futures and 17 options contracts traded with a face value of NZ$1.64 billion.

The Dec-01 90 Day Bank Bill Contract settled unchanged at 9452 (5.48%) and the Mar-02 90 Day Bank Bill Contract settled down 2 points at 9441 (5.59%). The June-02 90 Day Bank Bill Contract settled down 2 points at 9421 (5.79%) and the Sept-02 90 Day Bank Bill Contract settled down 4 points at 9404 (5.96%).

The Dec-01 Three Year Government Stock Futures Contract settled down 4 points at 9405 (5.95%) and the Dec-01 Ten Year Government Stock Futures Contract settled down 4 points at 9354 (6.46%).

The Sept-01 NZSE-10 Share Index Futures Contract settled down 49 points at 816.

ends