Futures Daily Market Report - 27/09/01

Daily Market Report

Thursday, 27 September 2001

There was heavy trading on the New Zealand Futures & Options Exchange today involving 4248 futures and 40 options contracts traded with a face value of NZ$2.14 billion.

The Dec-01 90 Day Bank Bill Contract settled up 3 points at 9491 (5.09%) and the Mar-02 90 Day Bank Bill Contract settled up 8 points at 9487 (5.13%). The June-02 90 Day Bank Bill Contract settled up 13 points at 9460 (5.40%) and the Sept-02 90 Day Bank Bill Contract settled up 12 points at 9435 (5.65%).

The Dec-01 Three Year Government Stock Futures Contract settled up 6 points at 9427 (5.73%) and the Dec-01 Ten Year Government Stock Futures Contract settled up 10 points at 9347 (6.53%).

The Sept-01 NZSE-10 Share Index Futures Contract settled up 6 points at 811.

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