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Daily Market Report - 05/03/02

Daily Market Report

Tuesday, 5 March 2002

There was moderate trading on the New Zealand Futures & Options Exchange today involving 1451 futures and 1000 options contracts traded with a face value of NZ$1.22 billion.

The Mar-02 90 Day Bank Bill Contract settled down 1 point at 9492 (5.08%) and the June-02 90 Day Bank Bill Contract settled up 1 point at 9452 (5.48%). The Sept-02 90 Day Bank Bill Contract settled up 1 point at 9415 (5.85%) and the Dec-02 90 Day Bank Bill Contract settled up 2 points at 9382 (6.18%).

The Mar-02 Three Year Government Stock Futures Contract settled up 3 points at 9376 (6.24%) and the Mar-02 Ten Year Government Stock Futures Contract settled up 2 points at 9323 (6.77%).

The Mar-02 NZSE-10 Share Index Futures Contract settled up 3 points at 933.

ends

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