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Futures Daily Market Report - 18/03/02

Daily Market Report

Monday, 18 March 2002

There was moderate trading on the New Zealand Futures & Options Exchange today involving 1275 futures and 1600 options contracts traded with a face value of NZ$1.43 billion.

The June-02 90 Day Bank Bill Contract settled down 2 points at 9421 (5.79%) and the Sept-02 90 Day Bank Bill Contract settled down 2 points at 9382 (6.18%). The Dec-02 90 Day Bank Bill Contract settled up 1 point at 9353 (6.47%) and the Mar-03 90 Day Bank Bill Contract settled up 3 points at 9326 (6.74%).

The June-02 Three Year Government Stock Futures Contract settled unchanged at 9337 (6.63%) and the June-02 Ten Year Government Stock Futures Contract settled unchanged at 9297 (7.03%).

The Mar-02 NZSE-10 Share Index Futures Contract settled unchanged at 924.


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