Futures Daily Market Report - 20/08/01

Daily Market Report

Monday, 20 August 2001

There was light trading on the New Zealand Futures & Options Exchange today involving 1434 futures contracts traded with a face value of NZ$717 million.

The Sept-01 90 Day Bank Bill Contract settled up 1 point at 9416 (5.84%) and the Dec-01 90 Day Bank Bill Contract settled up 2 points at 9417 (5.83%). The Mar-02 90 Day Bank Bill Contract settled up 4 points at 9394 (6.06%) and the June-02 90 Day Bank Bill Contract settled up 4 points at 9368 (6.32%).

The Sept-01 Three Year Government Stock Futures Contract settled up 4 points at 9367 (6.33%) and the Sept-01 Ten Year Government Stock Futures Contract settled up 5 points at 9342 (6.58%).

The Sept-01 NZSE-10 Share Index Futures Contract settled down 2 points at 890.

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