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Futures Daily Market Report - 19/07/01

Daily Market Report

Thursday, 19 July 2001

There was heavy trading on the New Zealand Futures & Options Exchange today involving 6827 futures and 100 options contracts traded with a face value of NZ$3.46 billion.

The Sept-01 90 Day Bank Bill Contract settled up 5 points at 9432 (5.68%) and the Dec-01 90 Day Bank Bill Contract settled up 7 points at 9425 (5.75%). The Mar-02 90 Day Bank Bill Contract settled up 11 points at 9398 (6.02%) and the June-02 90 Day Bank Bill Contract settled up 10 points at 9363 (6.37%).

The Sept-01 Three Year Government Stock Futures Contract settled up 12 points at 9357 (6.43%) and the Sept-01 Ten Year Government Stock Futures Contract settled up 8 points at 9331 (6.69%).

The Sept-01 NZSE-10 Share Index Futures Contract settled up 3 points at 897.

ends

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