Futures Daily Market Report Friday, 5 October 2001

Daily Market Report

Friday, 5 October 2001

There was moderate trading on the New Zealand Futures & Options Exchange today involving 3528 futures contracts traded with a face value of NZ$1.76 billion.

The Dec-01 90 Day Bank Bill Contract settled up 2 points at 9488 (5.12%) and the Mar-02 90 Day Bank Bill Contract settled up 3 point at 9490 (5.10%). The June-02 90 Day Bank Bill Contract settled up 4 points at 9468 (5.32%) and the Sept-02 90 Day Bank Bill Contract settled up 5 points at 9446 (5.54%).

The Dec-01 Three Year Government Stock Futures Contract settled up 3 points at 9432 (5.68%) and the Dec-01 Ten Year Government Stock Futures Contract settled down 4 points at 9350 (6.50%).

The Dec-01 NZSE-10 Share Index Futures Contract settled down 3 points at 824.

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