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Futures Daily Market Report - 30/10/01

Daily Market Report

Tuesday, 30 October 2001

There was light trading on the New Zealand Futures & Options Exchange today involving 1778 futures contracts traded with a face value of NZ$889 million.

The Dec-01 90 Day Bank Bill Contract settled unchanged at 9515 (4.85%) and the Mar-02 90 Day Bank Bill Contract settled unchanged at 9526 (4.74%). The June-02 90 Day Bank Bill Contract settled up 3 points at 9520 (4.80%) and the Sept-02 90 Day Bank Bill Contract settled up 5 points at 9500 (5.00%).

The Dec-01 Three Year Government Stock Futures Contract settled up 2 points at 9470 (5.30%) and the Dec-01 Ten Year Government Stock Futures Contract settled up 6 points at 9376 (6.24%).

The Dec-01 NZSE-10 Share Index Futures Contract settled down 18 points at 847.

ends

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