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Futures Daily Market Report - 26/10/01

Daily Market Report

Friday, 26 October 2001

There was moderate trading on the New Zealand Futures & Options Exchange today involving 2815 futures and 100 options contracts traded with a face value of NZ$1.45 billion.

The Dec-01 90 Day Bank Bill Contract settled up 1 point at 9513 (4.87%) and the Mar-02 90 Day Bank Bill Contract settled up 1 point at 9524 (4.76%). The June-02 90 Day Bank Bill Contract settled up 5 points at 9514 (4.86%) and the Sept-02 90 Day Bank Bill Contract settled up 6 points at 9491 (5.09%).

The Dec-01 Three Year Government Stock Futures Contract settled up 7 points at 9467 (5.33%) and the Dec-01 Ten Year Government Stock Futures Contract settled up 7 points at 9366 (6.34%).

The Dec-01 NZSE-10 Share Index Futures Contract settled up 3 points at 847.

ends

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