LBMA Market Maker Forward Curves - End of Day 

Since September 2009, the LBMA Forward Market Makers have collated three  data sets which are used for valuing end-of-day positions.  This data consists of the LBMA Gold Forward Curve, the LBMA Silver Forward Curve and the LBMA Gold IRS curve.

These data sets provide a complete set of tenors from some of the largest participants in the London Bullion Market. This data is used as a reliable basis for valuing end-of-day positions.

Accessing LBMA data

The full LBMA data set is available from $15.00 per user per month and can be accessed from Thomson Reuters (Gold RIC "0#XAU=LBMA, Silver RIC "0#XAG=LBMA", Gold IRS RIC "0#AUI=LBMA") and Bloomberg (page code "LBMA") or via the LME's list of other data vendors distributing the data.

LBMA Data Features

Access to valuation points, including spot, out to:
     10 years forward for gold;
      3 years forward for silver;
     12 months to 10 years forward for Gold IRS.
Published once daily at 1700 UK Time.