Futures Daily Market Report - 17/10/01

Daily Market Report

Wednesday, 17 October 2001

There was heavy trading on the New Zealand Futures & Options Exchange today involving 4400 futures contracts traded with a face value of NZ$2.20 billion.

The Dec-01 90 Day Bank Bill Contract settled up 1 point at 9506 (4.94%) and the Mar-02 90 Day Bank Bill Contract settled up 2 points at 9509 (4.91%). The June-02 90 Day Bank Bill Contract settled up 4 points at 9495 (5.05%) and the Sept-02 90 Day Bank Bill Contract settled up 2 points at 9465 (5.35%).

The Dec-01 Three Year Government Stock Futures Contract settled down 1 point at 9442 (5.58%) and the Dec-01 Ten Year Government Stock Futures Contract settled up 5 points at 9353 (6.47%).

The Dec-01 NZSE-10 Share Index Futures Contract settled up 4 points at 842.

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