Daily Market Report

Monday, 11 March 2002

There was heavy trading on the New Zealand Futures & Options Exchange today involving 3492 futures and 500 options contracts traded with a face value of NZ$1.99 billion.

The Mar-02 90 Day Bank Bill Contract settled down 1 point at 9480 (5.20%) and the June-02 90 Day Bank Bill Contract settled down 2 points at 9438 (5.62%). The Sept-02 90 Day Bank Bill Contract settled down 1 point at 9400 (6.00%) and the Dec-02 90 Day Bank Bill Contract settled unchanged at 9365 (6.35%).

The Mar-02 Three Year Government Stock Futures Contract settled unchanged at 9362 (6.38%) and the Mar-02 Ten Year Government Stock Futures Contract settled up 1 point at 9309 (6.91%).

The Mar-02 NZSE-10 Share Index Futures Contract settled up 2 points at 933.

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