Daily Market Report

Monday, 11 February 2002

There was light trading on the New Zealand Futures & Options Exchange today involving 1749 futures contracts traded with a face value of NZ$874 million.

The Mar-02 90 Day Bank Bill Contract settled down 2 points at 9505 (4.95%) and the June-02 90 Day Bank Bill Contract settled down 4 points at 9471 (5.29%). 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 9398 (6.02%).

The Mar-02 Three Year Government Stock Futures Contract settled unchanged at 9395 (6.05%) 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 7 points at 946.

ends