Futures Daily Market Report - 5/12/01

Daily Market Report

Wednesday, 5 December 2001

There was moderate trading on the New Zealand Futures & Options Exchange today involving 2536 futures contracts traded with a face value of NZ$1.26 billion.

The Dec-01 90 Day Bank Bill Contract settled down 1 point at 9514 (4.86%) and the Mar-02 90 Day Bank Bill Contract settled down 1 point at 9526 (4.74%). The June-02 90 Day Bank Bill Contract settled down 5 points at 9502 (4.98%) and the Sept-02 90 Day Bank Bill Contract settled down 8 points at 9471 (5.29%).

The Dec-01 Three Year Government Stock Futures Contract settled down 7 points at 9435 (5.65%) and the Dec-01 Ten Year Government Stock Futures Contract settled up 2 points at 9364 (6.36%).

The Dec-01 NZSE-10 Share Index Futures Contract settled up 11 points at 912.

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