The build-up of a plasma by fast neutral particle injection into a closed-line magnetic trap is studied. By contrast with the mirror-machine case, the slow plasma formed by charge exchange and ionisation is contained within the system. This slow plasma increases the efficiency of fast neutral particle trapping and, through 'plasma pumping', lowers the density of slow neutrals. Hence for given initial conditions of equivalent beam current, base pressure and volume a higher fast ion density can be achieved in a closed-line trap than in an open one. This higher fast ion density is accompanied in most cases by a still larger density of slow plasma. However with a sufficiently intense neutral beam the slow plasma can be heated by energy transfer to temperatures of thermonuclear interest.