Mid-market indications for loco London gold vs. USD
- on a swap basis, simple interest, actual/360 and
Mid-market indicative rates for at-the-money loco London gold option volatilities vs. USD.
| GOLD LONG-DATED OPTIONS AND FORWARDS Mid-market indications for loco London gold vs. USD |
|
| Most recent data: | ||||
| JUNE 2008 | ||||
| 2 yrs | 3 yrs | 4 yrs | 5 yrs | |
| forwards | 3.343 | 3.733 | 4.032 | 4.242 |
| option vols | 28.590 | 28.620 | 28.660 | 28.700 |
| These rates are provided to the Association by the Market Making members as at the last business day of each month; the Association calculates a mean by taking the average of all rates after discarding the highest and lowest. Please note that these are purely indicative rates and are not intended to be used as benchmarks for any transactions.
Neither the Market Making members nor the Association itself can accept responsibility for any mistakes, errors or omissions or for any action taken in reliance thereon. These rates are provided as a service to Members and Associates and should not be passed on to companies which are not part of the LBMA membership. |
| HISTORICAL DATA (April 1997 to present) | | | CHARTS |
 home |