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PRECIOUS-Gold falls on euro debt optimism, high volatility

Published 09/14/2011, 04:17 PM
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* Optimism on Greece, euro debt crisis pressure bullion

* Elevated price volatility turns off safe-haven appeal

* Gold lease rates fall due to investors' cash needs

* Coming up: U.S. Consumer Prices due Thursday (Recasts, updates prices, market activity)

By Frank Tang and Amanda Cooper

NEW YORK/LONDON, Sept 14 (Reuters) - Gold fell on Wednesday as urgent efforts to end the euro zone crisis drew investors back toward riskier markets.

Increasingly volatile trade in gold over the past month has also begun to diminish its appeal as a safe-haven asset, even as the U.S. economy weakens and proposals for more stimulus measures threaten to drag down the dollar.

"Some investors may be pulling back from gold due to its high volatility, which may act to undermine its safe haven status," said James Steel, chief commodity strategist at HSBC.

Spot gold was last down 0.7 percent at $1,821.10 an ounce by 2:49 p.m. EDT (1849 GMT).

U.S. gold futures for December delivery settled down $3.60 at $1,826.50 an ounce. Trading volume was about 40 percent below its 30-day average, in line with quieter trade this week.

Silver was down 1.4 percent at $40.47 an ounce.

Encouraging euro zone news dragged bullion throughout the day. Europe's top bureaucrat said plans for a common euro bond would soon be presented, while French and German officials stepped up efforts to get Greece to implement reforms.

Gold options' implied volatility -- a measure of how much traders expect prices to move, either up or down -- eased after hitting its highest in over two years on Monday. Gold was 5 percent lower after it hit a record high above $1,920 an ounce last Tuesday.

"A sharp decline in lease rates over the past two days is theoretically bearish gold as holders seek to use bullion holdings to raise cash," Steel said.

The one-month gold lease rate was around 0.48 percent, according to data by the London Bullion Markets Association.

On Monday, gold fell 2.5 percent as investors sold the precious metal to cover margin calls in battered equity markets. Gold's decline eased on Wednesday after U.S. data showed wholesale inflation slowed in August and retail sales stalled, after consumer confidence plunged. [ID:nS1E78D0B7]

The CBOE Gold ETF Volatility Index <.GVZ>, often referred to as the "Gold VIX" and based on SPDR Gold Trust options, tumbled a second day after hitting a two-year high on Monday.

A developing double-top bearish chart patterns also triggered some selling. Analysts said a technical reversal contributed to a slide of bullion from last week's record.

<^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^

Double-top, tech. reversal: http://r.reuters.com/sen73s

Inflation adjusted gold price: http://r.reuters.com/pun62s

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EURO ZONE DEBT IN FOCUS

Underlying concern about the deepening European debt crisis limited bullion's losses.

European finance ministers have been warned confidentially of the danger of a renewed credit crunch as a "systemic" crisis in euro zone sovereign debt spills over to banks, according to documents obtained by Reuters on Wednesday. [ID:nL3E7KE09F]

Flows of metal into exchange-traded funds backed by physical gold -- one of a number of gauges of investor demand -- have risen by 4 percent so far this quarter, compared with a 1 percent rise in the third quarter of 2010.

The gold market awaits the Federal Reserve's policy meeting next week for a signal on future U.S. monetary policy.

The Fed's quantitative easing program helped boost gold, which is up 40 percent since the start of the central bank's $600-billion bond-buying spree that ended in June.

Among platinum group metals, platinum was up 0.1 percent at $1,811.24 an ounce, while palladium was down 0.8 percent at $715.85 an ounce. 2:49 PM EDT LAST/ NET PCT LOW HIGH CURRENT

SETTLE CHNG CHNG VOL US Gold DEC 1826.50 -3.60 -0.2 1813.30 1848.20 150,090 US Silver DEC 40.533 -0.660 -1.6 40.310 41.410 34,908 US Plat OCT 1815.90 2.40 0.1 1805.20 1831.50 7,189 US Pall DEC 721.00 -7.50 -1.0 720.05 735.95 1,704 Gold 1821.10 -12.20 -0.7 1813.10 1844.39 Silver 40.470 -0.560 -1.4 40.320 41.290 Platinum 1811.24 0.97 0.1 1806.00 1824.50 Palladium 715.85 -5.65 -0.8 718.75 730.47 TOTAL MARKET VOLUME 30-D ATM VOLATILITY

CURRENT 30D AVG 250D AVG CURRENT CHG US Gold 160,924 277,258 189,191 30.2 -1.50 US Silver 37,670 76,223 83,797 43.6 -2.84 US Platinum 8,443 8,772 7,135 23.6 0.14 US Palladium 1,708 5,230 4,465 (Reporting by Frank Tang in New York and Amanda Cooper in London; Editing by David Gregorio)

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