Daily Market Report

Monday, 17 September 2001

There was moderate trading on the New Zealand Futures & Options Exchange today involving 3122 futures contracts traded with a face value of NZ$1.56 billion.

The Dec-01 90 Day Bank Bill Contract settled up 8 points at 9460 (5.40%) and the Mar-02 90 Day Bank Bill Contract settled up 8 points at 9449 (5.51%). The June-02 90 Day Bank Bill Contract settled up 6 points at 9427 (5.73%) and the Sept-02 90 Day Bank Bill Contract settled up 4 points at 9408 (5.92%).

The Dec-01 Three Year Government Stock Futures Contract settled up 5 points at 9410 (5.90%) and the Dec-01 Ten Year Government Stock Futures Contract settled down 5 points at 9349 (6.51%).

The Sept-01 NZSE-10 Share Index Futures Contract settled unchanged at 816.

ends