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How a Barclays' options trader manipulated the gold price fix

Published 23/05/2014, 18:22

By Clara Denina

LONDON (Reuters) - Daniel Plunkett, an options trader at Barclays Plc, became the first person to be fined for manipulating the setting of gold prices by Britain's financial watchdog on Friday.

The Financial Conduct Authority (FCA) fined Barclays 26 million pounds for failures in internal controls that allowed the incident to happen.

The gold fix, a century-old benchmark widely used across the industry, is set twice a day by four banks, which get together over the telephone to work out a standard price for the metal based on transactions between their clients.

At the start of each fixing, the chairman announces an opening price to the other members, who relay that to their customers and, based on orders received from them, then instruct their representatives to declare themselves as buyers or sellers at that price.

The gold price is adjusted up and down until demand and supply is matched, at which point the price is declared "Fixed".

The Financial Conduct Authority's (FCA) final notice to Barclays showed that on June 28 2012, Plunkett submitted selling orders in the afternoon gold fixing - aimed at lowering the final benchmark price.

Attempts by Reuters to locate and contact Plunkett, who agreed to settle with the regulator at an early stage, were not immediately successful. He was banned and fined 95,600 pounds for exploiting weaknesses in the bank's systems.

He was responsible for risk-managing an options contract that the bank had entered into with a customer a year earlier.

When entering the contract, the customer made a premium payment of around $4.4 million to Barclays.

A proportion of this was attributed as a profit to Plunkett's book, whose first pay-out depended on the price of gold fixed in the afternoon gold fix of June 28, 2012.

If on that day the price was fixed above $1,558.96, known as the 'barrier', then Barclays would be required to make a payment to the customer of 9 percent of the notional value of the contract at $3.9 million.

But if the price fixed below that level, then Barclays would not make the payment. This would boost Plunkett's own trading book by $1.75 million.

On June 27, Plunkett sent an email to commodities colleagues saying that he was hoping for a "mini puke" the following day. The FCA understood this to mean a drop in the price of gold ahead of the fixing.

"He placed orders during the Gold Fixing which were intended to increase the likelihood that the price of gold would fix below a certain level during the Gold Fixing, and in doing so preferred his interests over those of a customer," the FCA notice said.

"His actions had the potential to have an adverse effect on the Gold Fixing and the UK and international financial markets," the FCA added.

(Reporting by Clara Denina, Editing by Veronica Brown and Susan Thomas)

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