Daily Market Report

Friday, 12 October 2001

There was light trading on the New Zealand Futures & Options Exchange today involving 980 futures and 3 options contracts traded with a face value of NZ$490 million.

The Dec-01 90 Day Bank Bill Contract settled down 2 points at 9495 (5.05%) and the Mar-02 90 Day Bank Bill Contract settled down 4 points at 9498 (5.02%). The June-02 90 Day Bank Bill Contract settled down 3 points at 9480 (5.20%) and the Sept-02 90 Day Bank Bill Contract settled down 5 points at 9453 (5.47%).

The Dec-01 Three Year Government Stock Futures Contract settled down 5 points at 9432 (5.68%) and the Dec-01 Ten Year Government Stock Futures Contract settled down 7 points at 9340 (6.60%).

The Dec-01 NZSE-10 Share Index Futures Contract settled up 22 points at 831.

ends