Futures Daily Market Report Tuesday, 13/11/2001

Daily Market Report

Tuesday, 13 November 2001

There was heavy trading on the New Zealand Futures & Options Exchange today involving 4666 futures contracts and 3 options contracts traded with a face value of NZ$2.33 billion.

The Dec-01 90 Day Bank Bill Contract settled down 1 point at 9515 (4.85%) and the Mar-02 90 Day Bank Bill Contract settled unchanged at 9527 (4.73%). The June-02 90 Day Bank Bill Contract settled down 3 points at 9522 (4.78%) and the Sept-02 90 Day Bank Bill Contract settled down 2 points at 9505 (4.95%).

The Dec-01 Three Year Government Stock Futures Contract settled up 2 points at 9476 (5.24%) and the Dec-01 Ten Year Government Stock Futures Contract settled unchanged at 9386 (6.14%).

The Dec-01 NZSE-10 Share Index Futures Contract settled up 32 points at 900.

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