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Futures Daily Market Report - 15/11/01

Daily Market Report

Thursday, 15 November 2001

There was heavy trading on the New Zealand Futures & Options Exchange today involving 6149 futures contracts and 200 options contracts traded with a face value of NZ$3.17 billion.

The Dec-01 90 Day Bank Bill Contract settled down 2 points at 9516 (4.84%) and the Mar-02 90 Day Bank Bill Contract settled down 9 points at 9518 (4.82%). The June-02 90 Day Bank Bill Contract settled down 14 points at 9508 (4.92%) and the Sept-02 90 Day Bank Bill Contract settled down 16 points at 9490 (5.10%).

The Dec-01 Three Year Government Stock Futures Contract settled down 17 points at 9457 (5.43%) and the Dec-01 Ten Year Government Stock Futures Contract settled down 12 points at 9376 (6.24%).

The Dec-01 NZSE-10 Share Index Futures Contract settled unchanged at 896.

ends

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