Daily Market Report

Thursday, 29 November 2001

There was light trading on the New Zealand Futures & Options Exchange today involving 707 futures contracts traded with a face value of NZ$353 million.

The Dec-01 90 Day Bank Bill Contract settled down 2 points at 9515 (4.85%) and the Mar-02 90 Day Bank Bill Contract settled unchanged at 9522 (4.78%). The June-02 90 Day Bank Bill Contract settled down 1 point at 9502 (4.98%) and the Sept-02 90 Day Bank Bill Contract settled down 1 point at 9478 (5.22%).

The Dec-01 Three Year Government Stock Futures Contract settled unchanged at 9437 (5.63%) and the Dec-01 Ten Year Government Stock Futures Contract settled unchanged at 9349 (6.51%).

The Dec-01 NZSE-10 Share Index Futures Contract settled up 22 points at 939.

ends