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Futures Daily Market Report - 22/11/01

Daily Market Report

Thursday, 22 November 2001

There was moderate trading on the New Zealand Futures & Options Exchange today involving 3043 futures contracts traded with a face value of NZ$1.52 billion.

The Dec-01 90 Day Bank Bill Contract settled down 2 points at 9512 (4.88%) and the Mar-02 90 Day Bank Bill Contract settled down 6 points at 9510 (4.90%). The June-02 90 Day Bank Bill Contract settled down 5 points at 9489 (5.11%) and the Sept-02 90 Day Bank Bill Contract settled down 10 points at 9465 (5.35%).

The Dec-01 Three Year Government Stock Futures Contract settled down 10 points at 9425 (5.75%) and the Dec-01 Ten Year Government Stock Futures Contract settled down 9 points at 9339 (6.61%).

The Dec-01 NZSE-10 Share Index Futures Contract settled up 2 points at 901.

ends



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