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Futures Daily Market Report - 27/07/01

Daily Market Report

Friday, 27 July 2001

There was light trading on the New Zealand Futures & Options Exchange today involving 1293 futures and 210 options contracts traded with a face value of NZ$751 million.

The Sept-01 90 Day Bank Bill Contract settled up 2 points at 9426 (5.74%) and the Dec-01 90 Day Bank Bill Contract settled up 4 points at 9420 (5.80%). The Mar-02 90 Day Bank Bill Contract settled up 4 points at 9395 (6.05%) and the June-02 90 Day Bank Bill Contract settled up 4 points at 9365 (6.35%).

The Sept-01 Three Year Government Stock Futures Contract settled up 4 points at 9353 (6.47%) and the Sept-01 Ten Year Government Stock Futures Contract settled up 4 points at 9328 (6.72%).

The Sept-01 NZSE-10 Share Index Futures Contract settled down 2 points at 926.

ends

For further information contact Greg Boland at the NZFOE on (09) 309 8308 or (021) 428 600.

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