Daily Market Report

Tuesday, 20 March 2001

There was light trading on the New Zealand Futures & Options Exchange today involving 2483 futures contracts traded with a face value of NZ$1.24 billion.

The June-01 90 Day Bank Bill Contract settled down 1 point at 9436 (5.64%) and the Sept-01 90 Day Bank Bill Contract settled down 3 points at 9454 (5.46%). The Dec-01 90 Day Bank Bill Contract settled down 3 points at 9448 (5.52%) and the Mar-02 90 Day Bank Bill Contract settled down 5 points at 9430 (5.70%).

The June-01 Three Year Government Stock Futures Contract settled down 5 points at 9451 (5.49%) and the June-01 Ten Year Government Stock Futures Contract settled down 5 points at 9413 (5.87%).

The March-01 NZSE-10 Share Index Futures Contract settled up 37 points at 973.

The March-01 Electricity Futures Contract closed at $41.00 M/wh.

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