Daily Market Report

Wednesday, 31 October 2001

There was moderate trading on the New Zealand Futures & Options Exchange today involving 2189 futures contracts traded with a face value of NZ$1.09 billion.

The Dec-01 90 Day Bank Bill Contract settled up 3 points at 9518 (4.82%) and the Mar-02 90 Day Bank Bill Contract settled up 4 points at 9530 (4.70%). The June-02 90 Day Bank Bill Contract settled up 3 points at 9523 (4.77%) and the Sept-02 90 Day Bank Bill Contract settled up 6 points at 9506 (4.94%).

The Dec-01 Three Year Government Stock Futures Contract settled up 6 points at 9476 (5.24%) and the Dec-01 Ten Year Government Stock Futures Contract settled up 7 points at 9383 (6.17%).

The Dec-01 NZSE-10 Share Index Futures Contract settled up 14 points at 861.

ends