Daily Market Report - 24/10/01

Daily Market Report

Wednesday, 24 October 2001

There was light trading on the New Zealand Futures & Options Exchange today involving 1967 futures contracts traded with a face value of NZ$983 million.

The Dec-01 90 Day Bank Bill Contract settled up 4 points at 9510 (4.90%) and the Mar-02 90 Day Bank Bill Contract settled up 6 points at 9519 (4.81%). The June-02 90 Day Bank Bill Contract settled up 4 points at 9505 (4.95%) and the Sept-02 90 Day Bank Bill Contract settled up 5 points at 9478 (5.22%).

The Dec-01 Three Year Government Stock Futures Contract settled up 5 points at 9452 (5.48%) and the Dec-01 Ten Year Government Stock Futures Contract settled up 2 points at 9354 (6.46%).

The Dec-01 NZSE-10 Share Index Futures Contract settled down 1 point at 826.

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