LMEprism is used to receive daily option volatilities from members to assist the LME in the determination of the LME Closing Prices for traded options.
The submission window is open daily (business days) between 09:00-16:30 GMT.
LMEprism new features
- ability for the LME to omit individual submissions from LMEprism users rather than the whole curve
- improved statistical reporting and retrieval of historic data
- faster calculation algorithm
- improved differentials and absolute values ‘wings’ analysis
- improved objections publication with full anonymous audit trail
- late-submissions functionality
- volatility reports now available via SFTP
- charting by metal and delta
- new activity log to allow LME and in-house action tracking
LMEprism Contributor Interface Specification 1.08 v2.0 (PDF)
LMEprism Member Announcement (PDF)
LMEprism Web GUI User Guide - v3.0 (PDF)
Last updated: 30 March 2015, 19:00
For further information get in touch.
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