Daily Market Report

Friday, 2 November 2001

There was moderate trading on the New Zealand Futures & Options Exchange today involving 2358 futures contracts traded with a face value of NZ$1.17 billion.

The Dec-01 90 Day Bank Bill Contract settled up 1 point at 9516 (4.84%) and the Mar-02 90 Day Bank Bill Contract settled up 1 point at 9526 (4.74%). The June-02 90 Day Bank Bill Contract settled up 1 point at 9519 (4.81%) and the Sept-02 90 Day Bank Bill Contract settled up 1 point at 9499 (5.01%).

The Dec-01 Three Year Government Stock Futures Contract settled down 1 point at 9471 (5.29%) and the Dec-01 Ten Year Government Stock Futures Contract settled up 2 points at 9389 (6.11%).

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

ends