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Futures Daily Market Report - 5/11/01

Daily Market Report

Monday, 5 November 2001

There was light trading on the New Zealand Futures & Options Exchange today involving 1499 futures contracts traded with a face value of NZ$749 million.

The Dec-01 90 Day Bank Bill Contract settled up 3 points at 9519 (4.81%) and the Mar-02 90 Day Bank Bill Contract settled up 2 points at 9528 (4.72%). The June-02 90 Day Bank Bill Contract settled up 3 points at 9522 (4.78%) and the Sept-02 90 Day Bank Bill Contract settled up 4 points at 9503 (4.97%).

The Dec-01 Three Year Government Stock Futures Contract settled unchanged at 9471 (5.29%) and the Dec-01 Ten Year Government Stock Futures Contract settled down 2 points at 9387 (6.13%).

The Dec-01 NZSE-10 Share Index Futures Contract settled unchanged at 861.


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