Daily Market Report

Thursday, 4 October 2001

There was light trading on the New Zealand Futures & Options Exchange today involving 1554 futures contracts traded with a face value of NZ$777 million.

The Dec-01 90 Day Bank Bill Contract settled down 2 points at 9486 (5.14%) and the Mar-02 90 Day Bank Bill Contract settled up 1 point at 9487 (5.13%). The June-02 90 Day Bank Bill Contract settled down 1 point at 9464 (5.36%) and the Sept-02 90 Day Bank Bill Contract settled up 2 points at 9441 (5.59%).

The Dec-01 Three Year Government Stock Futures Contract settled down 3 points at 9429 (5.71%) and the Dec-01 Ten Year Government Stock Futures Contract settled down 6 points at 9354 (6.46%).

The Dec-01 NZSE-10 Share Index Futures Contract settled up 6 points at 827.

ends