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FuturesDaily Market Report - 01/10/01

Daily Market Report

Monday, 1 October 2001

There was light trading on the New Zealand Futures & Options Exchange today involving 292 futures contracts traded with a face value of NZ$146 million.

The Dec-01 90 Day Bank Bill Contract settled down 3 points at 9487 (5.13%) and the Mar-02 90 Day Bank Bill Contract settled down 3 points at 9483 (5.17%). The June-02 90 Day Bank Bill Contract settled down 3 points at 9459 (5.41%) and the Sept-02 90 Day Bank Bill Contract settled down 3 points at 9434 (5.66%).

The Dec-01 Three Year Government Stock Futures Contract settled down 1 point at 9426 (5.74%) and the Dec-01 Ten Year Government Stock Futures Contract settled down 1 point at 9352 (6.48%).

The Dec-01 NZSE-10 Share Index Futures Contract settled down 32 points at 786.

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