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Futures Daily Market Report - 26/02/02

Daily Market Report

Tuesday, 26 February 2002

There was light trading on the New Zealand Futures & Options Exchange today involving 722 futures contracts traded with a face value of NZ$361 million.

The Mar-02 90 Day Bank Bill Contract settled down 1 point at 9498 (5.02%) and the June-02 90 Day Bank Bill Contract settled down 3 points at 9461 (5.39%). The Sept-02 90 Day Bank Bill Contract settled down 4 points at 9431 (5.69%) and the Dec-02 90 Day Bank Bill Contract settled down 4 points at 9399 (6.01%).

The Mar-02 Three Year Government Stock Futures Contract settled down 5 points at 9389 (6.11%) 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 9 points at 941.

ends

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