knoxvault Afternoon Gold Fix – October 28, 2010

FMX | Connect (Reported 10/28/2010)

The following is a report of Gold Option’s activity in the Over-The- Counter and Exchange traded venues. Information is compiled and summarized below.

 

 

 









Day in Review

December Gold settled at $1342.50 per 100 troy ounces, a net gain of $19.90 for the day.



ATM Volatility Curve:

image

 

Volatility Smile:

image

***From NYMEX Settlement

 

 

End of Day Straddles

GC      
  Future Bid Offer
Z10 1340 49 53
F11 1345 79 83
G11 1345 102 106
J11 1345 143 147
M11 1350 176 180
Q11 1350 209 213
V11 1350 239 243
Z11 1355 265 269

 

Premium Subscribers

(click here to register):

Volumes & Open Interest

End Of Day Straddles

Trade Blotter

Settlements

 

 

-----

About FMX: FMX Connect is an information, data, and analytics portal for Commodities. The portal provides an all-in-one package including essential market data, independent third party research, industry news, and commodity trading tools. FMX Connect provides efficient, effective, and thorough data that bridges all aspects of commodities onto one screen. The Result; A user friendly application for hedge fund traders, OTC brokers, individual investors, and industry participants
-----
Note: The information presented, while from sources generally believed to be reliable, is not guaranteed and may not be complete. FMX | Connect makes no representations or warranties regarding the correctness of any opinions or information. Past results are not necessarily indicative of future results. Nothing in this report should be construed as a representation to buy or sell shares, futures or options, which contain considerable risks. For internal client distribution only. Any reproduction, re-transmission, or distribution of this report without permission is prohibited. Media correspondents or reporters may not quote any one page or section in its entirety and must attribute all quotes, ideas or concepts herein. Copyright FMX | Connect, ©2009-2010. All rights reserved.