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Incurious Gold Manipulation Theorists
Written by Brad Zigler   
November 03, 2009 12:57 PM EST
Real-time Monetary Inflation (last 12 months): 3.9%

"The pot calling the kettle black," a timeworn rejoinder to another's accusation, is an expression I think of whenever my research leads me to GATA. The Gold Anti-Trust Action Committee—an organization with the self-avowed purpose to "advocate and undertake litigation against illegal collusion to control the price and supply of gold"—once lambasted me for my lack of intellectual curiosity.

My challenge to assertions of bank manipulation in the gold futures market prompted GATA secretary/treasurer Chris Powell to write: "That's what's so disappointing about [Zigler] and about so many others involved with the gold market—a determined and perhaps a bit nervous lack of curiosity."

This is a surprising conclusion when you consider the hard data that supported the contentions in my essay "Gold Manipulation Redux" and its predecessor "Has Gold Been Manipulated?". Indeed, it was intellectual curiosity that led me to conduct the research engendering that data in the first place.

Why bring this up now?

Just this: The Commodity Futures Trading Commission now disaggregates trader commitment data allowing the intellectually curious more insight into block positions within the gold market.

But how many adherents of the manipulation theory are willing to acknowledge that the data show money managers—speculative investment funds—rather than banks, really drive futures pricing?

 

Strength Of Money Manager Positions In COMEX Gold Futures

 

Money managers have adopted a historically lopsided stance in gold futures. Long positions held by these funds are 111 times the size of their short positions. Put another way, 99 percent of the futures positions held by funds are purchases.

In the past, GATA's officers and other market commentators have complained that such deep concentration on one side of the market constitutes prima facie evidence of manipulation.

Yet, we've heard nothing from GATA about this speculative muscle flexing. Who's incurious now?

 



 

 
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Comments (14)

 Tuesday, 03 November 2009 22:41 EST - Posted by Nigel Legall

 
"99 percent of the futures positions held by funds are purchases."

you should know better than to make such a meaning less comment is the 99% long made up of 1,2,3 .... 5000 funds/participants.

A small number holding a large amount is a preamble to manipulation, conversley a large number will find it hard to collude to manipulate what is so difficult to understand ??

 Wednesday, 04 November 2009 1:23 EST - Posted by Matt Cusumano

 
I'm confused, the speculative long positions are held by a much larger, diverse group of investors, or "speculators" by your own admission, than the very short list of short positions holders who own the other side of the bets. Doesn't that make the short positions more concentrated than the long positions...since they are concentrated among a very small group of 3 or 4 banks?

That would make the Short positions concentrated, and the long positions definitely NOT concentrated.

Therein lies the delineation.

Help me out...

 Wednesday, 04 November 2009 7:24 EST - Posted by Rob S.

 
Yeah, many commodity markets need limits on the number of forward orr futures contracts any one entity can hold to have a real meaningful price discovery mechanism. This is simple economic theory so that no one entity can exercise market power over the others.

Unfortunately, financial regulators have long since moved away from that fundamental principle in many many markets and exchanges.

It has been a long time since "free" markets were really "free"

 Wednesday, 04 November 2009 15:14 EST - Posted by Brad Zigler

 
Nigel -

A manipulation isn't measured by the number of colluders.

Under the Commodity Exchange Act, four elements are required to establish a manipulation: (1) an ability on the part of the alleged manipulator(s) to influence prices, (2) a specific intent to create an artificial price, (3) the actual existence of an artificial price and (4) causation.

A manipulation thus requires domination of the market--by one or many--and trading practices inconsistent with competitive behavior.

Have you considered that the bank positions carried in the CFTC reports may be bona fide hedges of long cash or OTC derivative exposures taken against or on behalf of bank customers?

Keep in mind that the CFTC reports only FUTURES positions, not cash market exposures. You're in fact seeing only HALF the banks' exposure.

Since speculators have no offsetting positions in the cash market, the CFTC-reported numbers represent the totality of the funds' positions.

 Wednesday, 04 November 2009 15:26 EST - Posted by Brad Zigler

 
Rob -

There ARE mandated position limits for precious metals futures. For gold, the limit is 6,000 contracts or the equivalent of 600,000 ounces.

Keep in mind, however, that the limit applies to SPECULATIVE positions. A commercial entity that is offseting the risk of dealing in the cash or OTC market (in other words, using futures as a bona fide hedge)is allowed an exemption).

The majority of the bank positions reported in the CFTC data are hedge positions. That said, the banks are closer to a market- neutral stance.

 Wednesday, 04 November 2009 15:45 EST - Posted by Nigel

 
"may be bona fide hedges "

Rob and Brad Who are these Bona fide Hedgers ??
Miners? who have been closing their hedge books for years, now give me break.
Looks like naked shorts plain and simple.

 Wednesday, 04 November 2009 18:37 EST - Posted by Nigel

 
BTW does the CFTC require the shorts/Commercials to carry 90% of the asset ?

How can CFTC rules oversee something the cannot see (pun intended) ie. the opaque OTC market ?

 Wednesday, 04 November 2009 19:27 EST - Posted by Brad Zigler

 
Nigel -

Per CFTC's Large Trader Reporting System, daily reports on traders' positions are filed by carrying brokers whenever account holdings reach or exceed the respective reporting level for each commodity.

The trader's position may exceed the reporting threshold but may not exceed the commodity's speculative position limit unless the trader applies for and receives a hedge exemption.

Exemptions are granted for "bona fide" hedges as defined under CFTC Reg. 1.3(z): transactions that normally represent a substitute for transactions to be made, or positions to betaken, at a later time in a physical marketing channel and that are economically appropriate to the reduction of risks in the conduct of a commercial enterprise.

Under CFTC rules, no position will be classified asa bona fide hedge under unless its purpose is to offset price risks incidental to commercial cash or spot operations and such positions are established and liquidated in an orderly manner in accordance with sound commercial practices.

In the gold futures market presently, there are 17 producers/users long and 28 short (this is the category in which miners engaging in direct hedges would be carried).

Hedge transactions may also be negotiated by intermediating swap dealers. There are now 13 dealers long and 18 dealers short in the gold futures market.

 Wednesday, 04 November 2009 20:55 EST - Posted by Brad Zigler

 
Nigel -

If your query "does CFTC require shorts/commercials to carry 90% of the asset?" refers to speculative positions, the answer is "no."

All that's required to establish ANY futures position -- short or long -- is the deposit of a performance bond at least equal to the minimum required by the exchange's clearing organization. That amount will vary according to commodity and transactor. Presently, the exchange minimum for speculative positions in COMEX futures is $4,500 per contract. Based upon the nearby settlement price, that's about 4.1% of contract value.

Hedge margins are lower (presently 3.8% of contract value), but keep in mind the requirement for bona fide hedge treatment enumerated above: the futures contracts must represent a substitute for an anticipated cash market transaction.

To get hedge treatment for a 12,000 contract short position in gold, for example, a commercial trader must be able to demonstrate it's at risk of purchasing 1.2 million ounces of gold through forward contracts or derivatives.

In this sense, then, the "cover" is 100%.

 Wednesday, 04 November 2009 22:35 EST - Posted by Matt Cusumano

 
Bona Fide Hedges?!! Are you kidding me?

Are you seriously suggesting that the record open interest we saw Friday before last was legitimate hedging?

If those positions were really "Bona Fide Hedges", can you point to the producer that was conducting the "bona fide hedging"

Barrick Gold?
Not likely since they are getting out of the "hedging" business.

Matter of fact, there are no producers conducting legitimate hedging on the scale we've seen manifested in the market over the last few weeks, spike the way they did.

Most producers want to take full advantage of the price increases occuring in the market, rather than hedge.

It was a nice try, but the idea that the short positions represent legitimate hedging is patently ridiculous.

 Wednesday, 04 November 2009 22:39 EST - Posted by Matt

 
If you are suggesting that these short positions are hedges to offset risk of other positions, can you point to the corresponding bets that are being hedged?

At least, pray tell....give us an idea where they could be.

The only futures selling I could concieve of that could be termed as a proper Hedge, would be gold producers selling future production at prices that are being set by the current spot price...thus hedging their production against future dips on the spot price, which would adversly affect their sales prices of their production had they been required to sell at spot all the time.

That's what hedging means in this sense.

But if you are saying these short positions are hedges to offset some other bets, please enlighten me as to what bets' risk is being offset by this short position in gold.

Please, give me an example

 Wednesday, 04 November 2009 22:47 EST - Posted by Nigel

 
thanks Matt

Do we get another quote from the CFTC bible (ahm rule book).

That does not explain the lopsided make believe bona fide hedgers.

Please name some Producers so I will know what not to buy.

TIA

 Wednesday, 04 November 2009 23:18 EST - Posted by Matt

 
To suggest that the open interest we saw before the enormous T-Bill auction last Thursday was representative of "bona fide Hedges" to offset risk is silly.

What risk was being offset, and why the coincidence with the T-Bill auction..biggest in history.

No, this is not legitimate hedging, the author knows this, everyone knows this. It's the enormous pink elephant in the room that some people refuse to acknowledge.

This is a prime example of Cognitive dissonance. When smart people, people who don't normally suffer from dillusions, believe and defend irrational, and false beliefs. Entire populations fall victim of Cognitive Dissonance. Which explains why nations of highly educated and rational people engage in totally irrational, self destructive behavior.

It's frightening.

 Thursday, 05 November 2009 3:52 EST - Posted by gold market analysts

 
Thanks for the great reading, we buy gold in a recession. I will pass this on to our ira clients to read



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  About Brad
Brad Zigler's stints as a contributing
editor for the Corporate Communica-
tions Broadcast Network, the Journal
of Indexes, and CRB Trader have set
the stage for his current role as manag-
ing editor of HardAssetsInvestor.com.

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