Daily Market Report

Monday, 29 October 2001

There was moderate trading on the New Zealand Futures & Options Exchange today involving 2581 futures and 9 options contracts traded with a face value of NZ$1.29 billion.

The Dec-01 90 Day Bank Bill Contract settled up 2 points at 9515 (4.85%) and the Mar-02 90 Day Bank Bill Contract settled up 2 points at 9526 (4.74%). The June-02 90 Day Bank Bill Contract settled up 3 points at 9517 (4.83%) and the Sept-02 90 Day Bank Bill Contract settled up 4 points at 9495 (5.05%).

The Dec-01 Three Year Government Stock Futures Contract settled up 1 point at 9468 (5.32%) and the Dec-01 Ten Year Government Stock Futures Contract settled up 4 points at 9370 (6.30%).

The Dec-01 NZSE-10 Share Index Futures Contract settled up 18 points at 865.

ends