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Futures Daily Market Report - 4/12/01

Daily Market Report

Tuesday, 4 December 2001

There was moderate trading on the New Zealand Futures & Options Exchange today involving 3518 futures contracts traded with a face value of NZ$1.75 billion.

The Dec-01 90 Day Bank Bill Contract settled down 1 point at 9515 (4.85%) and the Mar-02 90 Day Bank Bill Contract settled down 3 points at 9527 (4.73%). The June-02 90 Day Bank Bill Contract settled down 2 points at 9507 (4.93%) and the Sept-02 90 Day Bank Bill Contract settled down 2 points at 9479 (5.21%).

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 2 points at 9362 (6.38%).

The Dec-01 NZSE-10 Share Index Futures Contract settled down 12 points at 906.

ends

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