Daily Market Report

Wednesday, 10 October 2001

There was moderate trading on the New Zealand Futures & Options Exchange today involving 2194 futures contracts traded with a face value of NZ$1.09 billion.

The Dec-01 90 Day Bank Bill Contract settled down 2 points at 9491 (5.09%) and the Mar-02 90 Day Bank Bill Contract settled down 2 points at 9497 (5.03%). The June-02 90 Day Bank Bill Contract settled down 1 point at 9479 (5.21%) and the Sept-02 90 Day Bank Bill Contract settled down 3 points at 9454 (5.46%).

The Dec-01 Three Year Government Stock Futures Contract settled down 7 points at 9434 (5.66%) and the Dec-01 Ten Year Government Stock Futures Contract settled down 7 points at 9350 (6.50%).

The Dec-01 NZSE-10 Share Index Futures Contract settled unchanged at 810.

ends