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Futures Daily Market Report - 12/12/01

Daily Market Report

Wednesday, 12 December 2001

There was heavy trading on the New Zealand Futures & Options Exchange today involving 4782 futures contracts traded with a face value of NZ$2.39 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 down 1 point at 9527 (4.73%). The June-02 90 Day Bank Bill Contract settled down 2 points at 9499 (5.01%) and the Sept-02 90 Day Bank Bill Contract settled down 2 points at 9464 (5.36%).

The Dec-01 Three Year Government Stock Futures Contract settled unchanged at 9418 (5.82%) 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 unchanged at 934.

ends

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