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Futures Daily Market Report - 23/11/01

Daily Market Report

Friday, 23 November 2001

There was moderate trading on the New Zealand Futures & Options Exchange today involving 2149 futures contracts traded with a face value of NZ$1.07 billion.

The Dec-01 90 Day Bank Bill Contract settled unchanged at 9512 (4.88%) and the Mar-02 90 Day Bank Bill Contract settled up 3 points at 9513 (4.87%). The June-02 90 Day Bank Bill Contract settled up 3 points at 9492 (5.08%) and the Sept-02 90 Day Bank Bill Contract settled up 2 points at 9467 (5.33%).

The Dec-01 Three Year Government Stock Futures Contract settled up 4 points at 9429 (5.71%) and the Dec-01 Ten Year Government Stock Futures Contract settled down 1 point at 9338 (6.62%).

The Dec-01 NZSE-10 Share Index Futures Contract settled down 5 points at 886.


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