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Futures Daily Market Report - 22/01/02

Daily Market Report

Tuesday, 22 January 2002

There was light trading on the New Zealand Futures & Options Exchange today involving 1952 futures contracts traded with a face value of NZ$976 million.

The Mar-02 90 Day Bank Bill Contract settled down 1 point at 9514 (4.86%) and the June-02 90 Day Bank Bill Contract settled down 4 points at 9488 (5.12%). The Sept-02 90 Day Bank Bill Contract settled down 3 points at 9454 (5.46%) and the Dec-02 90 Day Bank Bill Contract settled down 4 points at 9419 (5.81%).

The Mar-02 Three Year Government Stock Futures Contract settled down 4 points at 9398 (6.02%) and the Mar-02 Ten Year Government Stock Futures Contract settled unchanged at 9349 (6.51%).

The Mar-02 NZSE-10 Share Index Futures Contract settled up 2 points at 963.

ends