Futures Daily Market Report 31/05/01

Daily Market Report

Thursday, 31 May 2001

There was light trading on the New Zealand Futures & Options Exchange today involving 1801 futures and 10 options contracts traded with a face value of NZ$905 million.

The June-01 90 Day Bank Bill Contract settled down 1 point at 9420 (5.80%) and the Sept-01 90 Day Bank Bill Contract settled down 1 point at 9427 (5.73%). The Dec-01 90 Day Bank Bill Contract settled unchanged at 9403 (5.97%) and the Mar-02 90 Day Bank Bill Contract settled down 2 points at 9377 (6.23%).

The June-01 Three Year Government Stock Futures Contract settled down 3 points at 9361 (6.39%) and the June-01 Ten Year Government Stock Futures Contract settled down 1 point at 9326 (6.74%).

The June-01 NZSE-10 Share Index Futures Contract settled down 3 points at 897.

The May-01 Electricity Futures Contract closed at $60.50 M/wh.

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