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Futures Daily Market Report - 21/11/01

Daily Market Report

Wednesday, 21 November 2001

There was moderate trading on the New Zealand Futures & Options Exchange today involving 2371 futures contracts traded with a face value of NZ$1.18 billion.

The Dec-01 90 Day Bank Bill Contract settled down 2 points at 9514 (4.86%) and the Mar-02 90 Day Bank Bill Contract settled down 2 points at 9516 (4.84%). The June-02 90 Day Bank Bill Contract settled down 8 points at 9494 (5.06%) and the Sept-02 90 Day Bank Bill Contract settled down 10 points at 9475 (5.25%).

The Dec-01 Three Year Government Stock Futures Contract settled down 13 points at 9435 (5.65%) and the Dec-01 Ten Year Government Stock Futures Contract settled down 10 points at 9348 (6.52%).

The Dec-01 NZSE-10 Share Index Futures Contract settled down 12 points at 899.

ends

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