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Futures Daily Market Report - 16/11/01

Daily Market Report

Friday, 16 November 2001

There was moderate trading on the New Zealand Futures & Options Exchange today involving 3820 futures contracts traded with a face value of NZ$1.91 billion.

The Dec-01 90 Day Bank Bill Contract settled down 5 points at 9511 (4.89%) and the Mar-02 90 Day Bank Bill Contract settled down 11 points at 9507 (4.93%). The June-02 90 Day Bank Bill Contract settled down 18 points at 9490 (5.10%) and the Sept-02 90 Day Bank Bill Contract settled down 19 points at 9471 (5.29%).

The Dec-01 Three Year Government Stock Futures Contract settled down 17 points at 9440 (5.60%) and the Dec-01 Ten Year Government Stock Futures Contract settled down 16 points at 9360 (6.40%).

The Dec-01 NZSE-10 Share Index Futures Contract settled up 6 points at 902.

ends

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