Futures Daily Market Report - 30/11/01

Daily Market Report

Friday, 30 November 2001

There was heavy trading on the New Zealand Futures & Options Exchange today involving 3838 futures and 300 options contracts traded with a face value of NZ$2.06 billion.

The Dec-01 90 Day Bank Bill Contract settled up 1 point at 9516 (4.84%) and the Mar-02 90 Day Bank Bill Contract settled up 5 points at 9527 (4.73%). The June-02 90 Day Bank Bill Contract settled up 4 points at 9506 (4.94%) and the Sept-02 90 Day Bank Bill Contract settled up 1 point at 9479 (5.21%).

The Dec-01 Three Year Government Stock Futures Contract settled up 5 points at 9442 (5.58%) and the Dec-01 Ten Year Government Stock Futures Contract settled up 6 points at 9355 (6.45%).

The Dec-01 NZSE-10 Share Index Futures Contract settled down 8 points at 931.

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