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Futures Daily Market Report - 27/11/01

Daily Market Report

Tuesday, 27 November 2001

There was light trading on the New Zealand Futures & Options Exchange today involving 1364 futures contracts traded with a face value of NZ$682 million.

The Dec-01 90 Day Bank Bill Contract settled up 1 point at 9514 (4.86%) and the Mar-02 90 Day Bank Bill Contract settled unchanged at 9515 (4.85%). The June-02 90 Day Bank Bill Contract settled down 1 point at 9494 (5.06%) and the Sept-02 90 Day Bank Bill Contract settled down 1 point at 9469 (5.31%).

The Dec-01 Three Year Government Stock Futures Contract settled down 2 points at 9429 (5.71%) and the Dec-01 Ten Year Government Stock Futures Contract settled down 4 points at 9338 (6.62%).

The Dec-01 NZSE-10 Share Index Futures Contract settled up 19 points at 908.


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