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Futures Daily Market Report - 26/11/01

Daily Market Report

Monday, 26 November 2001

There was light trading on the New Zealand Futures & Options Exchange today involving 1530 futures contracts traded with a face value of NZ$765 million.

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 2 points at 9515 (4.85%). The June-02 90 Day Bank Bill Contract settled up 3 points at 9495 (5.05%) and the Sept-02 90 Day Bank Bill Contract settled up 3 points at 9470 (5.30%).

The Dec-01 Three Year Government Stock Futures Contract settled up 2 points at 9431 (5.69%) and the Dec-01 Ten Year Government Stock Futures Contract settled up 4 points at 9342 (6.58%).

The Dec-01 NZSE-10 Share Index Futures Contract settled up 3 points at 889.

ends

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