Daily Market Report

Thursday, 14 February 2002

There was moderate trading on the New Zealand Futures & Options Exchange today involving 2401 futures contracts traded with a face value of NZ$1.20 billion.

The Mar-02 90 Day Bank Bill Contract settled down 4 points at 9499 (5.01%) and the June-02 90 Day Bank Bill Contract settled down 6 points at 9461 (5.39%). The Sept-02 90 Day Bank Bill Contract settled down 6 points at 9423 (5.77%) and the Dec-02 90 Day Bank Bill Contract settled down 7 points at 9385 (6.15%).

The Mar-02 Three Year Government Stock Futures Contract settled down 5 points at 9379 (6.21%) and the Mar-02 Ten Year Government Stock Futures Contract settled down 6 points at 9325 (6.75%).

The Mar-02 NZSE-10 Share Index Futures Contract settled down 6 points at 937.

ends