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Futures Daily Market Report - 22/02/02

Daily Market Report

Friday, 22 February 2002

There was moderate trading on the New Zealand Futures & Options Exchange today involving 2039 futures contracts traded with a face value of NZ$1.01 billion.

The Mar-02 90 Day Bank Bill Contract settled unchanged at 9500 (5.00%) and the June-02 90 Day Bank Bill Contract settled up 3 points at 9464 (5.36%). The Sept-02 90 Day Bank Bill Contract settled up 5 points at 9432 (5.68%) and the Dec-02 90 Day Bank Bill Contract settled up 5 points at 9399 (6.01%).

The Mar-02 Three Year Government Stock Futures Contract settled up 6 points at 9393 (6.07%) and the Mar-02 Ten Year Government Stock Futures Contract settled up 6 points at 9339 (6.61%).

The Mar-02 NZSE-10 Share Index Futures Contract settled up 4 points at 927.

ends

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