Futures Daily Market Report - 10/12/01

Daily Market Report

Monday, 10 December 2001

There was moderate trading on the New Zealand Futures & Options Exchange today involving 3413 futures contracts traded with a face value of NZ$1.70 billion.

The Dec-01 90 Day Bank Bill Contract settled unchanged at 9512 (4.88%) and the Mar-02 90 Day Bank Bill Contract settled up 7 points at 9525 (4.75%). The June-02 90 Day Bank Bill Contract settled up 4 points at 9497 (5.03%) and the Sept-02 90 Day Bank Bill Contract settled up 6 points at 9461 (5.39%).

The Dec-01 Three Year Government Stock Futures Contract settled up 1 point at 9413 (5.87%) and the Dec-01 Ten Year Government Stock Futures Contract settled down 7 points at 9338 (6.62%).

The Dec-01 NZSE-10 Share Index Futures Contract settled down 11 points at 922.

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