Daily Market Report

Friday, 1 February 2002

There was moderate trading on the New Zealand Futures & Options Exchange today involving 2040 futures contracts traded with a face value of NZ$1.02 billion.

The Mar-02 90 Day Bank Bill Contract settled down 2 points at 9502 (4.98%) and the June-02 90 Day Bank Bill Contract settled down 2 points at 9471 (5.29%). The Sept-02 90 Day Bank Bill Contract settled down 4 points at 9426 (5.74%) and the Dec-02 90 Day Bank Bill Contract settled down 4 points at 9388 (6.12%).

The Mar-02 Three Year Government Stock Futures Contract settled down 2 points at 9379 (6.21%) and the Mar-02 Ten Year Government Stock Futures Contract settled down 4 points at 9326 (6.74%).

The Mar-02 NZSE-10 Share Index Futures Contract settled up 8 points at 967.

ends