Futures Daily Market Report - 3/9/01

Daily Market Report

Monday, 3 September 2001

There was moderate trading on the New Zealand Futures & Options Exchange today involving 3577 futures contracts traded with a face value of NZ$1.78 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 1 point at 9434 (5.66%). The Mar-02 90 Day Bank Bill Contract settled up 3 points at 9415 (5.85%) and the June-02 90 Day Bank Bill Contract settled up 1 point at 9390 (6.10%).

The Sept-01 Three Year Government Stock Futures Contract settled down 4 points at 9382 (6.18%) and the Sept-01 Ten Year Government Stock Futures Contract settled down 3 points at 9350 (6.50%).

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

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