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Futures Daily Market Report - 7/11/01

Daily Market Report

Wednesday, 7 November 2001

There was heavy trading on the New Zealand Futures & Options Exchange today involving 5076 futures contracts traded with a face value of NZ$2.53 billion.

The Dec-01 90 Day Bank Bill Contract settled up 3 points at 9522 (4.78%) and the Mar-02 90 Day Bank Bill Contract settled up 6 points at 9535 (4.65%). The June-02 90 Day Bank Bill Contract settled up 10 points at 9534 (4.66%) and the Sept-02 90 Day Bank Bill Contract settled up 10 points at 9516 (4.84%).

The Dec-01 Three Year Government Stock Futures Contract settled up 8 points at 9483 (5.17%) and the Dec-01 Ten Year Government Stock Futures Contract settled up 4 points at 9396 (6.04%).

The Dec-01 NZSE-10 Share Index Futures Contract settled up 23 points at 884.

ends

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