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Futures Daily Market Report - 25/09/01

Daily Market Report

Tuesday, 25 September 2001

There was light trading on the New Zealand Futures & Options Exchange today involving 1714 futures contracts traded with a face value of NZ$857 million.

The Dec-01 90 Day Bank Bill Contract settled unchanged at 9485 (5.15%) and the Mar-02 90 Day Bank Bill Contract settled up 1 point at 9471 (5.29%). The June-02 90 Day Bank Bill Contract settled unchanged at 9441 (5.59%) and the Sept-02 90 Day Bank Bill Contract settled down 1 point at 9416 (5.84%).

The Dec-01 Three Year Government Stock Futures Contract settled down 1 point at 9414 (5.86%) and the Dec-01 Ten Year Government Stock Futures Contract settled down 1 point at 9332 (6.68%).

The Sept-01 NZSE-10 Share Index Futures Contract settled up 9 points at 805.

ends

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