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Futures Daily Market Report - 16/10/01

Daily Market Report

Tuesday, 16 October 2001

There was light trading on the New Zealand Futures & Options Exchange today involving 1075 futures contracts traded with a face value of NZ$537 million.

The Dec-01 90 Day Bank Bill Contract settled up 4 points at 9505 (4.95%) and the Mar-02 90 Day Bank Bill Contract settled up 4 points at 9507 (4.93%). The June-02 90 Day Bank Bill Contract settled up 5 points at 9491 (5.09%) and the Sept-02 90 Day Bank Bill Contract settled up 5 points at 9463 (5.37%).

The Dec-01 Three Year Government Stock Futures Contract settled up 6 points at 9443 (5.57%) and the Dec-01 Ten Year Government Stock Futures Contract settled up 6 points at 9348 (6.52%).

The Dec-01 NZSE-10 Share Index Futures Contract settled up 5 points at 838.

ends

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