"Is the Pope Catholic? I'm loving every minute of it," he said.
But then, Mr Ferrier, who left his job at the dairy giant yesterday, is no stranger to the oval ball, having played for 17 years after getting hooked on the game in 1976 while at the University of New Brunswick.
When he found he preferred partying to gridiron football camp, a friend suggested he try rugby and he was soon playing regularly.
For Mr Ferrier, who was at Eden Park for the opening RWC game and is following the fortunes of the Canadian team, moving to rugby-mad New Zealand was a bonus when he took the top job at Fonterra in 2003.
The dairy farmer co-operative reported its latest annual result on Thursday, and yesterday Mr Ferrier's eight-year tenure as chief executive of the country's biggest company came to an end.
Ferrier, who is married and has two children at university in Canada and another studying in New Zealand, says family comes first.
"It's been a battle for eight years to balance my responsibilities to Fonterra and my desire to be a father and a husband ... It's just so overwhelming in terms of time."
Ferrier (52) plans to spend time in Canada but live more than half the year here.
He is one of New Zealand's highest-paid executives, with remuneration of $5.1 million in the year ended July 31, 2010. The next stage of his business life will probably involve investing in mid-sized companies and mentoring chief executives.
"I'd pick and choose the ones that I like the business model, where people could massively use somebody with my experience but I don't have to be full-time," he said. "I don't want to be a consultant, though - I'd rather be a principal and an investor."
Ferrier, who once sat on the board of a United States company that was building an integrated solar electricity business, will be looking for investments that help further society.
"I'm not saying that's what I'm going into [green energy], but I do want to be involved in things I think will be very good for society and not just exploiting society."
He could also appear in some company board rooms.
"I've had some people call, but I've made no commitments."
Mr Ferrier says he will follow Fonterra with enormous pride and ideally as a shareholder. He has hopes of investing in an equity partnership with a piece of a dairy farm.
His replacement is Dutchman Theo Spierings - former acting chief executive of Dutch dairy co-operative Royal Friesland Foods - who starts work on Monday. Ferrier met Spierings about six years ago.
"When we announced that I was going to stand down in March, he rang me up and just said, 'Do you think the board would take my candidacy seriously?' and I said, 'You have a perfect resume,"' Mr Ferrier said.
"He knows consumer brands very well, he knows ingredients well, he's worked in many places in the world and he's been in a co-op for 23 years, so he knows every aspect."
Mr Ferrier feels enormously satisfied after his time in charge of Fonterra.
"I've always felt that the best way to define the role of CEO is to build an organisation so that you can step down and you're confident the organisation will keep getting better, and I feel exactly in that space."
In the year ended July 31, 2010, the company posted revenue of $16.7 billion. The forecast payout to farmers before retentions for the 2010-11 season is a record $8 to $8.10 per kilogram of milk solids.
However, it has not all been smooth sailing. In 2008, Chinese dairy company Sanlu, of which Fonterra owned 43%, was one of 22 firms caught up in a melamine contamination scandal in which at least six infants died.
Fonterra came under intense media scrutiny, Sanlu went bankrupt and the company wrote off its $201 million investment. Mr Ferrier says Fonterra's representatives "followed the highest level of integrity every step of the way".
The global dairy market has undergone a seminal change with people getting wealthier and looking for healthier foods such as dairy, Mr Ferrier says.
"There's an enormously positive outlook for dairy in the next 10 to 20 years and Fonterra is probably better placed than anybody in the world to capitalise on that.
"We are the global leader in dairy production. We have relationships with every top food company, every top pharmaceutical company, great brands in different markets; we couldn't be closer to the sweet spot of where the whole world is going and that's something that is fantastic for New Zealand."
