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Futures Daily Market Report - 24/09/01

Daily Market Report

Monday, 24 September 2001

There was heavy trading on the New Zealand Futures & Options Exchange today involving 4210 futures contracts traded with a face value of NZ$2.10 billion.

The Dec-01 90 Day Bank Bill Contract settled up 1 point at 9485 (5.15%) and the Mar-02 90 Day Bank Bill Contract settled up 2 points at 9470 (5.30%). The June-02 90 Day Bank Bill Contract settled up 2 points at 9441 (5.59%) and the Sept-02 90 Day Bank Bill Contract settled unchanged at 9417 (5.83%).

The Dec-01 Three Year Government Stock Futures Contract settled up 1 point at 9415 (5.85%) and the Dec-01 Ten Year Government Stock Futures Contract settled down 1 point at 9333 (6.67%).

The Sept-01 NZSE-10 Share Index Futures Contract settled down 20 points at 796.

ends

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