Futures Daily Market Report - 03/12/01

Daily Market Report

Monday, 3 December 2001

There was light trading on the New Zealand Futures & Options Exchange today involving 1545 futures contracts traded with a face value of NZ$772 million.

The Dec-01 90 Day Bank Bill Contract settled unchanged at 9516 (4.84%) and the Mar-02 90 Day Bank Bill Contract settled up 3 points at 9530 (4.70%). The June-02 90 Day Bank Bill Contract settled up 3 points at 9509 (4.91%) and the Sept-02 90 Day Bank Bill Contract settled up 2 points at 9481 (5.19%).

The Dec-01 Three Year Government Stock Futures Contract settled up 1 point at 9443 (5.57%) and the Dec-01 Ten Year Government Stock Futures Contract settled up 5 points at 9360 (6.40%).

The Dec-01 NZSE-10 Share Index Futures Contract settled down 13 points at 918.

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