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Futures Daily Market Report - 7/2/02

Daily Market Report

Thursday, 7 February 2002

There was heavy trading on the New Zealand Futures & Options Exchange today involving 3085 futures and 1000 options contracts traded with a face value of NZ$2.04 billion.

The Mar-02 90 Day Bank Bill Contract settled up 1 point at 9508 (4.92%) and the June-02 90 Day Bank Bill Contract settled up 2 points at 9478 (5.22%). The Sept-02 90 Day Bank Bill Contract settled up 4 points at 9438 (5.62%) and the Dec-02 90 Day Bank Bill Contract settled up 6 points at 9405 (5.95%).

The Mar-02 Three Year Government Stock Futures Contract settled up 4 points at 9398 (6.02%) and the Mar-02 Ten Year Government Stock Futures Contract settled up 5 points at 9343 (6.57%).

The Mar-02 NZSE-10 Share Index Futures Contract settled down 17 points at 944.


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