Daily Market Report

Tuesday, 20 November 2001

There was light trading on the New Zealand Futures & Options Exchange today involving 1520 futures contracts traded with a face value of NZ$760 million.

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 6 points at 9518 (4.82%). The June-02 90 Day Bank Bill Contract settled up 6 points at 9502 (4.98%) and the Sept-02 90 Day Bank Bill Contract settled up 8 points at 9485 (5.15%).

The Dec-01 Three Year Government Stock Futures Contract settled up 10 points at 9448 (5.52%) and the Dec-01 Ten Year Government Stock Futures Contract settled up 5 points at 9358 (6.42%).

The Dec-01 NZSE-10 Share Index Futures Contract settled up 16 points at 911.

ends