Futures Daily Market Report - 09/10/01

Daily Market Report

Tuesday, 9 October 2001

There was light trading on the New Zealand Futures & Options Exchange today involving 1545 futures contracts traded with a face value of NZ$722 million.

The Dec-01 90 Day Bank Bill Contract settled unchanged at 9493 (5.07%) and the Mar-02 90 Day Bank Bill Contract settled up 2 points at 9499 (5.01%). The June-02 90 Day Bank Bill Contract settled up 4 points at 9480 (5.20%) and the Sept-02 90 Day Bank Bill Contract settled up 3 points at 9457 (5.43%).

The Dec-01 Three Year Government Stock Futures Contract settled up 1 point at 9441 (5.59%) and the Dec-01 Ten Year Government Stock Futures Contract settled down 2 points at 9357 (6.43%).

The Dec-01 NZSE-10 Share Index Futures Contract settled down 10 points at 810.

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