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Futures Daily Market Report - 15/03/02

Daily Market Report

Friday, 15 March 2002

There was heavy trading on the New Zealand Futures & Options Exchange today involving 4905 futures contracts traded with a face value of NZ$2.45 billion.

The June-02 90 Day Bank Bill Contract settled down 10 points at 9423 (5.77%) and the Sept-02 90 Day Bank Bill Contract settled down 12 points at 9384 (6.16%). The Dec-02 90 Day Bank Bill Contract settled down 11 points at 9352 (6.48%) and the Mar-03 90 Day Bank Bill Contract settled down 9 points at 9323 (6.77%).

The June-02 Three Year Government Stock Futures Contract settled down 11 points at 9337 (6.63%) and the June-02 Ten Year Government Stock Futures Contract settled down 6 points at 9297 (7.03%).

The Mar-02 NZSE-10 Share Index Futures Contract settled down 2 points at 924.

ends

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