| DATE | SETTLEMENT PRICE | LIBOR | GOFO | FR (LIBOR-GOFO) |
|---|
| 2012-02-08 | 1733.30 | 0.254750 | 0.516330 | -0.26158 |
| 2012-02-07 | 1745.30 | 0.257000 | 0.531330 | -0.27433 |
| 2012-02-06 | 1719.10 | 0.259750 | 0.526330 | -0.26658 |
| 2012-02-03 | 1725.50 | 0.260500 | 0.547600 | -0.28710 |
| 2012-02-02 | 1758.60 | 0.262500 | 0.521600 | -0.25910 |
| 2012-02-01 | 1742.60 | 0.264000 | 0.545600 | -0.28160 |
| 2012-01-31 | 1739.00 | 0.264750 | 0.543000 | -0.27825 |
| 2012-01-30 | 1729.70 | 0.267750 | 0.519670 | -0.25192 |
| 2012-01-27 | 1738.70 | 0.270000 | 0.537600 | -0.26760 |
| 2012-01-26 | 1721.00 | 0.270500 | 0.541330 | -0.27083 |
| 2012-01-25 | 1711.10 | 0.272800 | 0.534670 | -0.26187 |
| 2012-01-24 | 1665.20 | 0.275300 | 0.545600 | -0.27030 |
| 2012-01-23 | 1676.70 | 0.276300 | 0.503000 | -0.22670 |
| 2012-01-20 | 1666.30 | 0.277300 | 0.483000 | -0.20570 |
| 2012-01-19 | 1656.90 | 0.278900 | 0.504670 | -0.22577 |
| 2012-01-18 | 1660.50 | 0.280900 | 0.485600 | -0.20470 |
| 2012-01-17 | 1652.00 | 0.281000 | 0.491330 | -0.21033 |
| 2012-01-16 | 1643.50 | 0.281600 | 0.519600 | -0.23800 |
| 2012-01-13 | 1638.10 | 0.285100 | 0.517600 | -0.23250 |
| 2012-01-12 | 1649.70 | 0.289600 | 0.545600 | -0.25600 |
| 2012-01-11 | 1640.90 | 0.294700 | 0.536330 | -0.24163 |
| 2012-01-10 | 1631.10 | 0.295800 | 0.539670 | -0.24387 |
| 2012-01-09 | 1611.10 | 0.296300 | 0.529600 | -0.23330 |
| 2012-01-06 | 1616.50 | 0.296300 | 0.541600 | -0.24530 |
| 2012-01-05 | 1621.60 | 0.295300 | 0.548000 | -0.25270 |
| 2012-01-04 | 1612.10 | 0.295300 | 0.549600 | -0.25430 |
| 2012-01-03 | 1603.80 | 0.295300 | 0.509670 | -0.21437 |
| 2011-12-30 | 1564.10 | 0.295300 | 0.493330 | -0.19803 |
| 2011-12-29 | 1546.30 | 0.295300 | 0.524000 | -0.22870 |
| 2011-12-28 | 1553.00 | 0.296300 | 0.543000 | -0.24670 |
| 2011-12-27 | 1592.60 | 0.293950 | 0.551600 | -0.25765 |
| 2011-12-26 | 1601.80 | 0.293950 | 0.551600 | -0.25765 |
| 2011-12-23 | 1606.40 | 0.293950 | 0.551600 | -0.25765 |
| 2011-12-22 | 1605.20 | 0.293600 | 0.535600 | -0.24200 |
| 2011-12-21 | 1614.70 | 0.291850 | 0.535600 | -0.24375 |
| 2011-12-20 | 1615.60 | 0.290600 | 0.541330 | -0.25073 |
| 2011-12-19 | 1592.40 | 0.287350 | 0.584670 | -0.29732 |
| 2011-12-16 | 1598.30 | 0.284850 | 0.571330 | -0.28648 |
| 2011-12-15 | 1570.20 | 0.284600 | 0.584670 | -0.30007 |
| 2011-12-14 | 1576.10 | 0.282550 | 0.679500 | -0.39695 |
| 2011-12-13 | 1631.20 | 0.278300 | 0.729670 | -0.45137 |
| 2011-12-12 | 1666.50 | 0.277550 | 0.791600 | -0.51405 |
| 2011-12-09 | 1710.40 | 0.276550 | 0.812000 | -0.53545 |
| 2011-12-08 | 1708.40 | 0.276300 | 0.832000 | -0.55570 |
| 2011-12-07 | 1741.50 | 0.276300 | 0.797600 | -0.52130 |
| 2011-12-06 | 1727.60 | 0.275050 | 0.843000 | -0.56795 |
| 2011-12-05 | 1721.20 | 0.274100 | 0.796670 | -0.52257 |
| 2011-12-02 | 1744.20 | 0.270330 | 0.727600 | -0.45727 |
| 2011-12-01 | 1743.50 | 0.271440 | 0.731600 | -0.46016 |
| 2011-11-30 | 1744.90 | 0.271440 | 0.719670 | -0.44823 |
| 2011-11-29 | 1715.60 | 0.270220 | 0.633000 | -0.36278 |
| 2011-11-28 | 1712.10 | 0.260000 | 0.603000 | -0.34300 |
| 2011-11-25 | 1680.10 | 0.259440 | 0.597600 | -0.33816 |
| 2011-11-24 | 1694.90 | 0.257220 | 0.611330 | -0.35411 |
| 2011-11-23 | 1693.00 | 0.257220 | 0.599670 | -0.34245 |
| 2011-11-22 | 1699.20 | 0.257220 | 0.571330 | -0.31411 |
| 2011-11-21 | 1681.50 | 0.256670 | 0.556330 | -0.29966 |
| 2011-11-18 | 1723.10 | 0.256560 | 0.551600 | -0.29504 |
| 2011-11-17 | 1721.00 | 0.254780 | 0.526330 | -0.27155 |
| 2011-11-16 | 1761.60 | 0.251720 | 0.561330 | -0.30961 |
| 2011-11-15 | 1781.20 | 0.251720 | 0.531330 | -0.27961 |
| 2011-11-14 | 1780.20 | 0.250220 | 0.537600 | -0.28738 |
| 2011-11-11 | 1788.00 | 0.249000 | 0.541330 | -0.29233 |
| 2011-11-10 | 1759.00 | 0.247890 | 0.557600 | -0.30971 |
| 2011-11-09 | 1773.80 | 0.247780 | 0.531600 | -0.28382 |
| 2011-11-08 | 1785.20 | 0.247780 | 0.577600 | -0.32982 |
| 2011-11-07 | 1795.10 | 0.247780 | 0.555600 | -0.30782 |
| 2011-11-04 | 1754.60 | 0.247500 | 0.563000 | -0.31550 |
| 2011-11-03 | 1762.60 | 0.247500 | 0.573600 | -0.32610 |
| 2011-11-02 | 1736.20 | 0.245280 | 0.566330 | -0.32105 |
| 2011-11-01 | 1719.40 | 0.245280 | 0.493330 | -0.24805 |
| 2011-10-31 | 1715.80 | 0.245280 | 0.473600 | -0.22832 |
| 2011-10-28 | 1743.80 | 0.245830 | 0.464670 | -0.21884 |
| 2011-10-27 | 1743.00 | 0.245830 | 0.465600 | -0.21977 |
| 2011-10-26 | 1719.30 | 0.245830 | 0.433000 | -0.18717 |
| 2011-10-25 | 1701.40 | 0.244720 | 0.441330 | -0.19661 |
| 2011-10-24 | 1653.70 | 0.244720 | 0.443000 | -0.19828 |
| 2011-10-21 | 1639.80 | 0.244720 | 0.438000 | -0.19328 |
| 2011-10-20 | 1621.00 | 0.244720 | 0.419600 | -0.17488 |
| 2011-10-19 | 1641.90 | 0.244720 | 0.459670 | -0.21495 |
| 2011-10-18 | 1661.90 | 0.244720 | 0.418000 | -0.17328 |
| 2011-10-17 | 1670.80 | 0.244440 | 0.473600 | -0.22916 |
| 2011-10-14 | 1679.50 | 0.243330 | 0.499600 | -0.25627 |
| 2011-10-13 | 1666.80 | 0.243330 | 0.493000 | -0.24967 |
| 2011-10-12 | 1676.50 | 0.243220 | 0.519600 | -0.27638 |
| 2011-10-11 | 1665.90 | 0.243110 | 0.515600 | -0.27249 |
| 2011-10-10 | 1675.10 | 0.243000 | 0.524670 | -0.28167 |
| 2011-10-07 | 1637.50 | 0.242890 | 0.499670 | -0.25678 |
| 2011-10-06 | 1651.70 | 0.242330 | 0.521670 | -0.27934 |
| 2011-10-05 | 1641.00 | 0.240670 | 0.525000 | -0.28433 |
| 2011-10-04 | 1621.30 | 0.241110 | 0.528000 | -0.28689 |
| 2011-10-03 | 1654.30 | 0.240000 | 0.526000 | -0.28600 |
| 2011-09-30 | 1622.90 | 0.239440 | 0.518000 | -0.27856 |
| 2011-09-29 | 1615.60 | 0.239440 | 0.508330 | -0.26889 |
| 2011-09-28 | 1611.70 | 0.238890 | 0.544000 | -0.30511 |
| 2011-09-27 | 1651.70 | 0.238780 | 0.527500 | -0.28872 |
| 2011-09-26 | 1624.50 | 0.237440 | 0.536670 | -0.29923 |
| 2011-09-23 | 1650.60 | 0.235780 | 0.574000 | -0.33822 |
| 2011-09-22 | 1738.90 | 0.234560 | 0.540000 | -0.30544 |
| 2011-09-21 | 1783.30 | 0.233500 | 0.572500 | -0.33900 |
| 2011-09-20 | 1803.60 | 0.231830 | 0.548330 | -0.31650 |
| 2011-09-19 | 1778.80 | 0.230720 | 0.553330 | -0.32261 |
| 2011-09-16 | 1810.20 | 0.229940 | 0.481670 | -0.25173 |
| 2011-09-15 | 1787.10 | 0.229940 | 0.605000 | -0.37506 |
| 2011-09-14 | 1819.70 | 0.229390 | 0.713330 | -0.48394 |
| 2011-09-13 | 1833.10 | 0.229000 | 0.695000 | -0.46600 |
| 2011-09-12 | 1816.30 | 0.228610 | 0.618000 | -0.38939 |
| 2011-09-09 | 1858.40 | 0.226110 | 0.485000 | -0.25889 |
| 2011-09-08 | 1865.70 | 0.225000 | 0.464000 | -0.23900 |
| 2011-09-07 | 1817.50 | 0.226110 | 0.431670 | -0.20556 |
| 2011-09-06 | 1878.90 | 0.226000 | 0.421670 | -0.19567 |
| 2011-09-05 | 1900.10 | 0.224390 | 0.372000 | -0.14761 |
| 2011-09-02 | 1881.90 | 0.221780 | 0.414000 | -0.19222 |
| 2011-09-01 | 1824.70 | 0.221500 | 0.383330 | -0.16183 |
| 2011-08-31 | 1824.60 | 0.221500 | 0.386000 | -0.16450 |
| 2011-08-30 | 1837.40 | 0.221500 | 0.393330 | -0.17183 |
| 2011-08-29 | 1787.90 | 0.220940 | 0.388000 | -0.16706 |
| 2011-08-26 | 1823.70 | 0.220940 | 0.388000 | -0.16706 |
| 2011-08-25 | 1769.10 | 0.220830 | 0.402500 | -0.18167 |
| 2011-08-24 | 1762.30 | 0.218940 | 0.388000 | -0.16906 |
| 2011-08-23 | 1829.90 | 0.218390 | 0.408000 | -0.18961 |
| 2011-08-22 | 1893.80 | 0.216780 | 0.406000 | -0.18922 |
| 2011-08-19 | 1851.60 | 0.215440 | 0.400000 | -0.18456 |
| 2011-08-18 | 1823.80 | 0.213000 | 0.390000 | -0.17700 |
| 2011-08-17 | 1789.90 | 0.212440 | 0.341670 | -0.12923 |
| 2011-08-16 | 1785.60 | 0.210220 | 0.334000 | -0.12378 |
| 2011-08-15 | 1762.70 | 0.210220 | 0.345000 | -0.13478 |
| 2011-08-12 | 1745.40 | 0.208330 | 0.338000 | -0.12967 |
| 2011-08-11 | 1757.60 | 0.207220 | 0.373330 | -0.16611 |
| 2011-08-10 | 1789.50 | 0.207110 | 0.372000 | -0.16489 |
| 2011-08-09 | 1735.40 | 0.208000 | 0.364000 | -0.15600 |
| 2011-08-08 | 1719.30 | 0.205780 | 0.320000 | -0.11422 |
| 2011-08-05 | 1662.00 | 0.205500 | 0.342500 | -0.13700 |
| 2011-08-04 | 1645.90 | 0.205060 | 0.318000 | -0.11294 |
| 2011-08-03 | 1663.50 | 0.205660 | 0.270000 | -0.06434 |
| 2011-08-02 | 1656.60 | 0.200830 | 0.286000 | -0.08517 |
| 2011-08-01 | 1620.50 | 0.192060 | 0.262500 | -0.07044 |
| 2011-07-29 | 1625.60 | 0.191100 | 0.266000 | -0.07490 |
| 2011-07-28 | 1615.60 | 0.188250 | 0.250000 | -0.06175 |
| 2011-07-27 | 1613.90 | 0.187250 | 0.273330 | -0.08608 |
| 2011-07-26 | 1619.50 | 0.187250 | 0.255000 | -0.06775 |
| 2011-07-25 | 1614.10 | 0.187250 | 0.255000 | -0.06775 |
| 2011-07-22 | 1602.20 | 0.187250 | 0.261670 | -0.07442 |
| 2011-07-21 | 1590.50 | 0.187250 | 0.263330 | -0.07608 |
| 2011-07-20 | 1599.60 | 0.187250 | 0.241670 | -0.05442 |
| 2011-07-19 | 1587.90 | 0.186250 | 0.240000 | -0.05375 |
| 2011-07-18 | 1605.50 | 0.186250 | 0.248330 | -0.06208 |
| 2011-07-15 | 1593.20 | 0.186500 | 0.258330 | -0.07183 |
| 2011-07-14 | 1585.10 | 0.186500 | 0.235000 | -0.04850 |
| 2011-07-13 | 1580.70 | 0.186500 | 0.240000 | -0.05350 |
| 2011-07-12 | 1567.50 | 0.186500 | 0.218000 | -0.03150 |
| 2011-07-11 | 1553.50 | 0.185750 | 0.224000 | -0.03825 |
| 2011-07-08 | 1544.50 | 0.185750 | 0.211670 | -0.02592 |
| 2011-07-07 | 1531.90 | 0.185750 | 0.215000 | -0.02925 |
| 2011-07-06 | 1528.10 | 0.185250 | 0.200000 | -0.01475 |
| 2011-07-05 | 1515.90 | 0.185050 | 0.202000 | -0.01695 |
| 2011-07-04 | 1496.10 | 0.185050 | 0.218330 | -0.03328 |
| 2011-07-01 | 1486.50 | 0.185050 | 0.220000 | -0.03495 |
| 2011-06-30 | 1500.20 | 0.185550 | 0.220000 | -0.03445 |
| 2011-06-29 | 1510.10 | 0.185550 | 0.238000 | -0.05245 |
| 2011-06-28 | 1500.80 | 0.185550 | 0.270000 | -0.08445 |
| 2011-06-27 | 1496.60 | 0.185550 | 0.271670 | -0.08612 |
| 2011-06-24 | 1502.00 | 0.185550 | 0.268330 | -0.08278 |
| 2011-06-23 | 1521.00 | 0.185800 | 0.243330 | -0.05753 |
| 2011-06-22 | 1550.10 | 0.185800 | 0.220000 | -0.03420 |
| 2011-06-21 | 1546.30 | 0.185800 | 0.232500 | -0.04670 |
| 2011-06-20 | 1540.70 | 0.185800 | 0.221670 | -0.03587 |
| 2011-06-17 | 1539.80 | 0.185800 | 0.254000 | -0.06820 |
| 2011-06-16 | 1528.50 | 0.185800 | 0.220000 | -0.03420 |
| 2011-06-15 | 1530.30 | 0.185300 | 0.240000 | -0.05470 |
| 2011-06-14 | 1524.50 | 0.185550 | 0.254000 | -0.06845 |
| 2011-06-13 | 1515.00 | 0.187050 | 0.262000 | -0.07495 |
| 2011-06-10 | 1532.10 | 0.188550 | 0.255000 | -0.06645 |
| 2011-06-09 | 1544.10 | 0.189550 | 0.246670 | -0.05712 |
| 2011-06-08 | 1537.40 | 0.189550 | 0.252500 | -0.06295 |
| 2011-06-07 | 1542.70 | 0.189550 | 0.231670 | -0.04212 |
| 2011-06-06 | 1543.40 | 0.189550 | 0.245000 | -0.05545 |
| 2011-06-03 | 1541.30 | 0.189800 | 0.210000 | -0.02020 |
| 2011-06-02 | 1533.80 | 0.190180 | 0.251670 | -0.06149 |
| 2011-06-01 | 1539.80 | 0.190430 | 0.236000 | -0.04557 |
| 2011-05-31 | 1535.50 | 0.190430 | 0.232000 | -0.04157 |
| 2011-05-30 | 1537.90 | 0.191030 | 0.210000 | -0.01897 |
| 2011-05-27 | 1536.00 | 0.191030 | 0.210000 | -0.01897 |
| 2011-05-26 | 1520.00 | 0.191250 | 0.225000 | -0.03375 |
| 2011-05-25 | 1525.20 | 0.192350 | 0.216670 | -0.02432 |
| 2011-05-24 | 1524.50 | 0.192700 | 0.212000 | -0.01930 |
| 2011-05-23 | 1517.30 | 0.194000 | 0.198330 | -0.00433 |
| 2011-05-20 | 1512.90 | 0.194750 | 0.220000 | -0.02525 |
| 2011-05-19 | 1494.00 | 0.195250 | 0.210000 | -0.01475 |
| 2011-05-18 | 1494.70 | 0.195750 | 0.188330 | 0.00742 |
| 2011-05-17 | 1483.90 | 0.197000 | 0.190000 | 0.00700 |
| 2011-05-16 | 1490.20 | 0.197000 | 0.174000 | 0.02300 |
| 2011-05-13 | 1493.90 | 0.197100 | 0.168330 | 0.02877 |
| 2011-05-12 | 1505.00 | 0.198000 | 0.164000 | 0.03400 |
| 2011-05-11 | 1502.00 | 0.198750 | 0.210000 | -0.01125 |
| 2011-05-10 | 1515.60 | 0.200250 | 0.208330 | -0.00808 |
| 2011-05-09 | 1512.60 | 0.201850 | 0.181670 | 0.02018 |
| 2011-05-06 | 1493.70 | 0.203850 | 0.192000 | 0.01185 |
| 2011-05-05 | 1475.60 | 0.206200 | 0.190000 | 0.01620 |
| 2011-05-04 | 1516.30 | 0.209000 | 0.182500 | 0.02650 |
| 2011-05-03 | 1537.90 | 0.209500 | 0.176670 | 0.03283 |
| 2011-05-02 | 1545.20 | 0.210250 | 0.174000 | 0.03625 |
| 2011-04-29 | 1561.80 | 0.210250 | 0.174000 | 0.03625 |
| 2011-04-28 | 1535.50 | 0.210250 | 0.174000 | 0.03625 |
| 2011-04-27 | 1526.90 | 0.210500 | 0.200000 | 0.01050 |
| 2011-04-26 | 1503.70 | 0.211350 | 0.190000 | 0.02135 |
| 2011-04-25 | 1506.30 | 0.212600 | 0.196670 | 0.01593 |
| 2011-04-22 | 1504.20 | 0.212600 | 0.196670 | 0.01593 |
| 2011-04-21 | 1504.20 | 0.212600 | 0.196670 | 0.01593 |
| 2011-04-20 | 1501.50 | 0.212600 | 0.216670 | -0.00407 |
| 2011-04-19 | 1494.80 | 0.212600 | 0.176670 | 0.03593 |
| 2011-04-18 | 1496.10 | 0.212950 | 0.185000 | 0.02795 |
| 2011-04-15 | 1486.60 | 0.213750 | 0.231670 | -0.01792 |
| 2011-04-14 | 1474.70 | 0.215850 | 0.250000 | -0.03415 |
| 2011-04-13 | 1456.20 | 0.218750 | 0.291670 | -0.07292 |
| 2011-04-12 | 1452.00 | 0.221100 | 0.315000 | -0.09390 |
| 2011-04-11 | 1463.25 | 0.223800 | 0.308330 | -0.08453 |
| 2011-04-08 | 1474.25 | 0.226500 | 0.318330 | -0.09183 |
| 2011-04-07 | 1459.20 | 0.231380 | 0.326000 | -0.09462 |
| 2011-04-06 | 1460.45 | 0.233500 | 0.352500 | -0.11900 |
| 2011-04-05 | 1456.30 | 0.235500 | 0.326670 | -0.09117 |
| 2011-04-04 | 1433.80 | 0.242950 | 0.326000 | -0.08305 |
| 2011-04-01 | 1429.00 | 0.242950 | 0.326000 | -0.08305 |
|
SYMBOL |
GOLDUD |
|
DESCRIPTION |
GOLDUD |
|
QUALITY SPECIFICATIONS |
|
|
Deliverable Grades |
0.9999 purity |
|
TRADING |
|
|
Contract Size |
10 Troy Oz. |
|
Tick Size |
US$ 0.10 per Troy Oz (US $1.00 per Lot) |
|
Trading Month |
Current Month |
|
Trading Days |
Monday - Friday |
|
Trading Hours |
07:00 AM - 04:30AM (03:30 AM during daylight saving time) |
|
Daily Settlement |
Based on Loco London Spot Market price at the closing time |
|
Financing Debits and Credits |
Open positions are subject to Financing Debits and Credits at the end of each day: |
|
Long Position (Debit): Contract Value x FR x 1/360 x Day Count |
|
|
Short Position (Credit): Contract Value x (FR - 50bp) x 1/360 x Day Count |
|
|
Note: |
|
|
1. Contract Value is based on the daily settlement price |
|
|
2. Financing Rate (FR) equals to London Interbank Offered Rate 1 Month less LBMA's Gold Forward Offered Rate 1 Month |
|
|
Positions to be reported |
1,500 lots |
|
Position Limit |
3,000 lots |
|
MARGINS |
|
|
Initial Margin |
2% (subject to change) |
|
Extra Margin |
In case of additional volatility, a special margin of such other percentage, as deemed fit by the Exchange, will be imposed immediately in respect of all outstanding positions |
|
SETTLEMENT RELATED INFORMATION |
|
|
Quality Specifications |
.9999 Purity |
|
Settlement Method |
Deferred Physical, Cash Settled |
The ICDX Logo, ICDX®, Indonesia Commodity and Derivatives Exchange®,“Trade at the source™” are trademarks of Indonesia Commodity and Derivatives Exchange. All matters pertaining to rules and specifications herein are made subject to and are superseded by official ICDX rules. The most current rules and regulations should be consulted in all cases concerning contract specifications. Copyright © 2009 ICDX. All rights reserved.