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Futures Daily Market Report - 08/10/01

Daily Market Report

Monday, 8 October 2001

There was light trading on the New Zealand Futures & Options Exchange today involving 1910 futures and 100 options contracts traded with a face value of NZ$1.00 billion.

The Dec-01 90 Day Bank Bill Contract settled up 5 points at 9493 (5.07%) and the Mar-02 90 Day Bank Bill Contract settled up 7 points at 9497 (5.03%). The June-02 90 Day Bank Bill Contract settled up 8 points at 9476 (5.24%) and the Sept-02 90 Day Bank Bill Contract settled up 8 points at 9454 (5.46%).

The Dec-01 Three Year Government Stock Futures Contract settled up 8 points at 9440 (5.60%) and the Dec-01 Ten Year Government Stock Futures Contract settled up 9 points at 9359 (6.41%).

The Dec-01 NZSE-10 Share Index Futures Contract settled down 4 points at 820.

ends

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