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Historical Data (pre 2007)

Previous year's data

The London Metal Exchange has historical LME prices and other data for all contracts traded on the Exchange. This data is available to you for use in research and market analysis.

For previous years we have the following data types available for purchase:

  • Daily LME Official prices (futures)
  • Daily warehouse stock totals
  • Daily futures volumes (turnovers)
  • Daily options volumes (turnovers)
  • Daily TAPOs volumes (turnovers)
  • Monthly average official and cash settlement  prices
  • Exchange open interest (futures)
  • Exchange open interest (options & TAPOs)
  • Daily closing prices (futures)
  • Daily options volatilities (traded options & TAPOs)
  • Evening Evaluations (metals and plastics)
  • Futures Banding Report (metals)



All historical data purchases must now be made via the LME online store. Your data purchases will be emailed/posted to you only on receipt of full payment for your order.

Payment can be made online by credit card through the online store, or the shop will generate an electronic invoice which can be paid offline by cheque or bank transfer. We aim to deliver your data within 3 working days of receipt of payment and can send it in spreadsheet format either by e mail or hard copy to your postal address. To expedite delivery we recommend payment by credit card.  

Data charges

Standard data types are charged at £40 per year/LME contract/data type for the first 5 items of your order. Thereafter each item is charged at £25 per data type/LME contract/year.

Non-standard data types (Closing prices and options volatilities) are priced at £250 per year/contract. There are no discounts applied for multiple items purchased.

"Standard Data Types" are all data types excluding options volatilities and closing prices
"Non-standard Data Types" are LME closing prices (evening evaluations) and options volatilities
"LME Contract" is any metal or index traded / previously traded on the Exchange.
"Year" is a full calendar year's data or any part of that year.

Example historical data request
For example, a request for official prices and volumes for 4 metals for 1999 to 2003 will cost;
2 data types x 4 metals x 5 years = 40 items
Therefore, price charged will be (£40 x 5 items) + (£25 x 35 items) = £1075

There is a maximum charge of £20,000 per request and customers will be asked to pay by credit/debit card or bank transfer before the data is compiled and dispatched by the LME.

If you have any questions regarding data availability or the price you will be charged please do not hesitate to contact us on +44 (0)20 7264 5555 between the hours 0900 -1800 (London time) or by email on lme.marketing@lme.com

Annual Turnovers

Summary annual turnovers for the exchange are published at the start of each year for the previous year's trading. Daily breakdowns of turnover for each contract may be purchased from the online store.

 

 

Download Icon LME prices and volumes
January 2007 - January 2010
DOWNLOAD ( PDF KB )

Steel historical data

LME Steel Billet futures were launched in April 2008. Because Official prices for 2008 cover only the 9 months from April 2008 to December 2008 and include periods where cash trading was yet to commence these are provided free of charge below. 

Download Icon Mediterranean Steel Billet
Daily Official Prices 2008
DOWNLOAD ( XLS KB )
Download Icon Far East Steel Billet
Daily Official Prices 2008
DOWNLOAD ( XLS KB )

LMEX historical data

The LME and its agents have prepared simulated past performance figures for LMEX. Please refer to the LMEX Historical Data page for more information on this data.

 
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Tel: +44 (0)20 7264 5555  Fax: +44 (0)20 7680 0505