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Futures Daily Market Report - 15/10/01

Daily Market Report

Monday, 15 October 2001

There was light trading on the New Zealand Futures & Options Exchange today involving 1629 futures contracts traded with a face value of NZ$814 million.

The Dec-01 90 Day Bank Bill Contract settled up 6 points at 9501 (4.99%) and the Mar-02 90 Day Bank Bill Contract settled up 5 points at 9503 (4.97%). The June-02 90 Day Bank Bill Contract settled up 6 points at 9486 (5.14%) and the Sept-02 90 Day Bank Bill Contract settled up 5 points at 9458 (5.42%).

The Dec-01 Three Year Government Stock Futures Contract settled up 5 points at 9437 (5.63%) and the Dec-01 Ten Year Government Stock Futures Contract settled up 2 points at 9342 (6.58%).

The Dec-01 NZSE-10 Share Index Futures Contract settled up 2 points at 833.

ends


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