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Futures Daily Market Report - 30/08/01

Daily Market Report

Thursday, 30 August 2001

There was heavy trading on the New Zealand Futures & Options Exchange today involving 4880 futures contracts traded with a face value of NZ$2.44 billion.

The Sept-01 90 Day Bank Bill Contract settled unchanged at 9418 (5.82%) and the Dec-01 90 Day Bank Bill Contract settled down 2 points at 9428 (5.72%). The Mar-02 90 Day Bank Bill Contract settled unchanged at 9408 (5.92%) and the June-02 90 Day Bank Bill Contract settled unchanged at 9387 (6.13%).

The Sept-01 Three Year Government Stock Futures Contract settled unchanged at 9383 (6.17%) and the Sept-01 Ten Year Government Stock Futures Contract settled up 1 point at 9354 (6.46%).

The Sept-01 NZSE-10 Share Index Futures Contract settled unchanged at 898.

ends

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