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Case
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Reference no. 9A90B050
Published by: Ivey Publishing
Originally published in: 1990
Version: 2002-03-25
Length: 28 pages
Data source: Field research

Abstract

The focus of the case is on techniques for hedging gold production. The primary strategy is min/max strategy using over-the-counter gold option contracts. The recent gold price increase from a low of $360 within the year, to a current price of over $394 was making the roll-over decision that much more difficult than if prices had remained stable. The hedging decision involves the quantity of hedges to initiate, the timing of the moves, and the medium through which Barrick could most efficiently make the adjustment. The case permits a discussion of option contracts, forwards and gold loans.
Location:
Industry:
Size:
Large

About

Abstract

The focus of the case is on techniques for hedging gold production. The primary strategy is min/max strategy using over-the-counter gold option contracts. The recent gold price increase from a low of $360 within the year, to a current price of over $394 was making the roll-over decision that much more difficult than if prices had remained stable. The hedging decision involves the quantity of hedges to initiate, the timing of the moves, and the medium through which Barrick could most efficiently make the adjustment. The case permits a discussion of option contracts, forwards and gold loans.

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Location:
Industry:
Size:
Large

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