FuturesDaily Market Report - 6/11/01

Daily Market Report

Tuesday, 6 November 2001

There was light trading on the New Zealand Futures & Options Exchange today involving 1316 futures and 160 options contracts traded with a face value of NZ$738 million.

The Dec-01 90 Day Bank Bill Contract settled unchanged at 9519 (4.81%) and the Mar-02 90 Day Bank Bill Contract settled up 1 point at 9529 (4.71%). The June-02 90 Day Bank Bill Contract settled up 2 points at 9524 (4.76%) and the Sept-02 90 Day Bank Bill Contract settled up 3 points at 9506 (4.94%).

The Dec-01 Three Year Government Stock Futures Contract settled up 4 points at 9475 (5.25%) and the Dec-01 Ten Year Government Stock Futures Contract settled up 5 points at 9392 (6.08%).

The Dec-01 NZSE-10 Share Index Futures Contract settled unchanged at 861.

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