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Futures Daily Market Report - 11/10/01

Daily Market Report

Thursday, 11 October 2001

There was heavy trading on the New Zealand Futures & Options Exchange today involving 4914 futures contracts traded with a face value of NZ$2.45 billion.

The Dec-01 90 Day Bank Bill Contract settled up 6 points at 9497 (5.03%) and the Mar-02 90 Day Bank Bill Contract settled up 5 points at 9502 (4.98%). The June-02 90 Day Bank Bill Contract settled up 4 points at 9483 (5.17%) and the Sept-02 90 Day Bank Bill Contract settled up 4 points at 9458 (5.42%).

The Dec-01 Three Year Government Stock Futures Contract settled up 3 points at 9437 (5.63%) and the Dec-01 Ten Year Government Stock Futures Contract settled down 3 points at 9347 (6.53%).

The Dec-01 NZSE-10 Share Index Futures Contract settled down 1 point at 809.

ends

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