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Futures Daily Market Report - 24/01/02

Daily Market Report

Thursday, 24 January 2002

There was moderate trading on the New Zealand Futures & Options Exchange today involving 3259 futures contracts traded with a face value of NZ$1.62 billion.

The Mar-02 90 Day Bank Bill Contract settled down 1 point at 9509 (4.91%) and the June-02 90 Day Bank Bill Contract settled down 5 points at 9478 (5.22%). The Sept-02 90 Day Bank Bill Contract settled down 7 points at 9439 (5.61%) and the Dec-02 90 Day Bank Bill Contract settled down 8 points at 9402 (5.98%).

The Mar-02 Three Year Government Stock Futures Contract settled down 3 points at 9385 (6.15%) and the Mar-02 Ten Year Government Stock Futures Contract settled unchanged at 9339 (6.61%).

The Mar-02 NZSE-10 Share Index Futures Contract settled up 11 points at 964.

ends

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