Futures Daily Market Report - 28/11/01

Daily Market Report

Wednesday, 28 November 2001

There was heavy trading on the New Zealand Futures & Options Exchange today involving 4901 futures and 200 options contracts traded with a face value of NZ$2.55 billion.

The Dec-01 90 Day Bank Bill Contract settled up 3 points at 9517 (4.83%) and the Mar-02 90 Day Bank Bill Contract settled up 7 points at 9522 (4.78%). The June-02 90 Day Bank Bill Contract settled up 9 points at 9503 (4.96%) and the Sept-02 90 Day Bank Bill Contract settled up 10 points at 9479 (5.21%).

The Dec-01 Three Year Government Stock Futures Contract settled up 8 points at 9437 (5.63%) and the Dec-01 Ten Year Government Stock Futures Contract settled up 11 points at 9349 (6.51%).

The Dec-01 NZSE-10 Share Index Futures Contract settled up 9 points at 917.

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