Futures Markets/How They Work

The attraction of gold futures, whilst on the one hand providing miners with a means of hedging their forthcoming production and on the other of offering refiners or jewellery manufacturers the chance of hedging their inventories, was that it provided many other investors or speculators with a cheap and highly efficient way of getting into gold. And, since most futures contracts are liquidated ahead of maturity, there are no problems of delivery, insurance, storage or re-assay upon sale that go with the physical metal. The further attraction is that gold futures contracts can be bought on margin of as little as ten per cent. This gives the opportunity to 'leverage up' to larger amounts because an initial claim on $1 million in gold can be achieved for as little $100,000.

The futures markets thus offered an entirely new concept of gold; it was something to trade, on which to make money; not just a metal to be used in jewellery or physically hidden away as coins or small bars against a crisis.

Most trading is by open outcry throughout the working hours with specific pits for each commodity on the exchanges and most floor brokers limited to trading specific pits. Although a number of futures exchanges dealing in other commodities and financial products have switched to electronic or screen-based trading, in the gold market this has been limited to the BM&F (Brazilian Mercantile and Futures Exchange), which offers an electronic trading system alongside open outcry.

Much of the trading is by hand signals. The hand pushing forward, five fingers outstretched, means selling five contracts; beckoning means buying. Abbreviations abound: ‘Sell 2 August at market’ means ‘sell two August lots at the current market price’; ‘Sell 1 December 285 stop’ means ‘sell one December contract if the price falls to $285’.

The techniques of futures trading have also evolved their own language such as market order, stop order, straddle and switch. The premium or contango on a futures contract will comprise notional costs of storage and insurance (perhaps 0.5 per cent) plus the financing costs for gold over the agreed months to delivery, which will vary with interest rates but might typically be 9-10 per cent on an annualized basis. Most exchanges have six delivery months, usually February, April, June, August, October and December.

Futures exchanges normally have separate clearing houses which match and monitor all turnover and keep track of additional margin that must be posted according to daily price movements.

See also Futures History, Futures in 2000.