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Futures Daily Market Report - 8/11/01

Daily Market Report

Thursday, 8 November 2001

There was light trading on the New Zealand Futures & Options Exchange today involving 2010 futures and 100 options contracts traded with a face value of NZ$1.05 billion.

The Dec-01 90 Day Bank Bill Contract settled unchanged at 9522 (4.78%) and the Mar-02 90 Day Bank Bill Contract settled up 1 point at 9536 (4.64%). The June-02 90 Day Bank Bill Contract settled unchanged at 9534 (4.66%) and the Sept-02 90 Day Bank Bill Contract settled up 2 points at 9518 (4.82%).

The Dec-01 Three Year Government Stock Futures Contract settled up 4 points at 9487 (5.13%) and the Dec-01 Ten Year Government Stock Futures Contract settled up 4 points at 9401 (5.99%).

The Dec-01 NZSE-10 Share Index Futures Contract settled down 13 points at 871.


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