Daily Market Report

Tuesday, 18 September 2001

There was moderate trading on the New Zealand Futures & Options Exchange today involving 3038 futures contracts traded with a face value of NZ$1.51 billion.

The Dec-01 90 Day Bank Bill Contract settled down 1 point at 9459 (5.41%) and the Mar-02 90 Day Bank Bill Contract settled down 2 points at 9447 (5.53%). The June-02 90 Day Bank Bill Contract settled down 4 points at 9423 (5.77%) 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 5 points at 9405 (5.95%) and the Dec-01 Ten Year Government Stock Futures Contract settled down 6 points at 9343 (6.57%).

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

ends