Daily Market Report

Thursday, 18 October 2001

There was moderate trading on the New Zealand Futures & Options Exchange today involving 3904 futures contracts traded with a face value of NZ$1.95 billion.

The Dec-01 90 Day Bank Bill Contract settled up 1 point at 9507 (4.93%) and the Mar-02 90 Day Bank Bill Contract settled up 5 points at 9514 (4.86%). The June-02 90 Day Bank Bill Contract settled up 7 points at 9502 (4.98%) and the Sept-02 90 Day Bank Bill Contract settled up 6 points at 9471 (5.29%).

The Dec-01 Three Year Government Stock Futures Contract settled up 6 points at 9448 (5.52%) and the Dec-01 Ten Year Government Stock Futures Contract settled up 3 points at 9356 (6.44%).

The Dec-01 NZSE-10 Share Index Futures Contract settled down 12 points at 830.

ends