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.