Futures Daily Market Report 7/5/01

Daily Market Report

Monday, 7 May 2001

There was heavy trading on the New Zealand Futures & Options Exchange today involving 5250 futures contracts traded with a face value of NZ$2.62 billion.

The June-01 90 Day Bank Bill Contract settled up 2 points at 9445 (5.55%) and the Sept-01 90 Day Bank Bill Contract settled up 3 points at 9454 (5.46%). The Dec-01 90 Day Bank Bill Contract settled up 1 point at 9443 (5.57%) and the Mar-02 90 Day Bank Bill Contract settled up 3 points at 9423 (5.77%).

The June-01 Three Year Government Stock Futures Contract settled up 1 point at 9409 (5.91%) and the June-01 Ten Year Government Stock Futures Contract settled down 3 points at 9354 (6.46%).

The June-01 NZSE-10 Share Index Futures Contract settled up 2 points at 943.

The May-01 Electricity Futures Contract closed at $60.50 M/wh.

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