Daily Market Report

Thursday, 1 November 2001

There was heavy trading on the New Zealand Futures & Options Exchange today involving 4130 futures contracts traded with a face value of NZ$2.06 billion.

The Dec-01 90 Day Bank Bill Contract settled down 3 points at 9515 (4.85%) and the Mar-02 90 Day Bank Bill Contract settled down 5 points at 9525 (4.75%). The June-02 90 Day Bank Bill Contract settled down 5 points at 9518 (4.82%) and the Sept-02 90 Day Bank Bill Contract settled down 8 points at 9498 (5.02%).

The Dec-01 Three Year Government Stock Futures Contract settled down 4 points at 9472 (5.28%) and the Dec-01 Ten Year Government Stock Futures Contract settled up 4 points at 9387 (6.13%).

The Dec-01 NZSE-10 Share Index Futures Contract settled unchanged at 861.

ends