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Futures Daily Market Report - 12/11/01

Daily Market Report

Monday, 12 November 2001

There was moderate trading on the New Zealand Futures & Options Exchange today involving 2422 futures contracts traded with a face value of NZ$1.21 billion.

The Dec-01 90 Day Bank Bill Contract settled down 4 points at 9516 (4.84%) and the Mar-02 90 Day Bank Bill Contract settled down 6 points at 9527 (4.73%). The June-02 90 Day Bank Bill Contract settled down 6 points at 9525 (4.75%) and the Sept-02 90 Day Bank Bill Contract settled down 7 points at 9507 (4.93%).

The Dec-01 Three Year Government Stock Futures Contract settled down 9 points at 9474 (5.26%) and the Dec-01 Ten Year Government Stock Futures Contract settled down 8 points at 9386 (6.14%).

The Dec-01 NZSE-10 Share Index Futures Contract settled up 5 points at 868.

ends

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