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Futures Daily Market Report Friday, 31 August 2001

Daily Market Report

Friday, 31 August 2001

There was heavy trading on the New Zealand Futures & Options Exchange today involving 4778 futures contracts traded with a face value of NZ$2.38 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 up 5 points at 9433 (5.67%). The Mar-02 90 Day Bank Bill Contract settled up 4 points at 9412 (5.88%) and the June-02 90 Day Bank Bill Contract settled up 2 points at 9389 (6.11%).

The Sept-01 Three Year Government Stock Futures Contract settled up 3 points at 9386 (6.14%) and the Sept-01 Ten Year Government Stock Futures Contract settled down 1 point at 9353 (6.47%).

The Sept-01 NZSE-10 Share Index Futures Contract settled down 10 points at 888.

ends

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