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Futures Daily Market Report - 31/07/01

Daily Market Report

Tuesday, 31 July 2001

There was light trading on the New Zealand Futures & Options Exchange today involving 2050 futures contracts traded with a face value of NZ$1.02 billion.

The Sept-01 90 Day Bank Bill Contract settled down 2 points at 9426 (5.74%) and the Dec-01 90 Day Bank Bill Contract settled down 3 points at 9420 (5.80%). The Mar-02 90 Day Bank Bill Contract settled down 1 point at 9397 (6.03%) and the June-02 90 Day Bank Bill Contract settled up 1 point at 9370 (6.30%).

The Sept-01 Three Year Government Stock Futures Contract settled up 1 point at 9357 (6.43%) and the Sept-01 Ten Year Government Stock Futures Contract settled up 1 point at 9333 (6.67%).

The Sept-01 NZSE-10 Share Index Futures Contract settled up 4 points at 933.

ends

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