Futures Daily Market Report - 13/08/01

Daily Market Report

Monday, 13 August 2001

There was moderate trading on the New Zealand Futures & Options Exchange today involving 3498 futures and 50 options contracts traded with a face value of NZ$1.77 billion.

The Sept-01 90 Day Bank Bill Contract settled down 1 point at 9423 (5.77%) and the Dec-01 90 Day Bank Bill Contract settled down 3 points at 9426 (5.74%). The Mar-02 90 Day Bank Bill Contract settled unchanged at 9409 (5.91%) and the June-02 90 Day Bank Bill Contract settled unchanged at 9389 (6.11%).

The Sept-01 Three Year Government Stock Futures Contract settled down 4 points at 9376 (6.24%) and the Sept-01 Ten Year Government Stock Futures Contract settled down 4 points at 9349 (6.51%).

The Sept-01 NZSE-10 Share Index Futures Contract settled up 1 point at 898.

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