黄金白银日报：2.25万亿基建计划提振市场情绪，美元回落金银跌势放缓

东吴期货研究所 021-63123063 www.dwfutures.com 323 2.25万亿基建计划提振市场情绪，美元回落金银跌势放缓 类别品种开盘最高最低收盘单日涨跌%5日涨跌%伦敦金1685.201715.351677.981706.67-0.06-1.49伦敦银24.0324.5323.7824.38-0.14-2.70纽约金1683.701712.801676.501707.70-0.36-1.42纽约银24.0524.5723.7424.44-0.35-2.58上期金357.62363.56355.88362.981.52-1.28上期银5057.005140.004971.005129.001.83-1.54上金T+D358.20362.26354.88361.501.47-1.22上银T+D 5041.005094.004935.005089.001.82-1.26CRB商品184.87186.75184.04184.960.05-1.48LME 铜8788.508850.008723.008785.500.14-1.97WTI60.4561.1758.8559.470.52-2.46布伦特64.1364.7962.8563.030.46-2.39美元93.23893.43792.98993.197-0.040.46欧美1.17171.17601.17041.1725-0.04-0.59澳美0.75970.76370.75790.7586-0.16-0.67人民币6.56796.57106.54616.55280.290.18美10年期TIPS-0.6413-0.6064-0.6689-0.631.408.44美10年期国债收益率131.2969131.2969130.9063130.940.00-0.63美5Y5Y通胀平衡预期2.23592.28482.22492.270.003.24 黄金ETF VIX 17.620017.650017.020017.07-6.7210.27白银ETF VIX35.380035.570034.120034.87-5.145.63黄金3月30日3月31日白银3月30日3月31日上金T+D-AU2106-1.04-0.7上银T+D-AG2106-46-42AU2112-AU21062.73.32AG2112-AG21069799伦敦金/伦敦银70.2270.01上金/上银70.7971.19纽约金/纽约银70.23#N/A期金/期银70.23#N/A金衡盎司盎司日期持有量（吨）持仓量增减持有量持有量（吨）持仓量增减持有量2021-3-311037.5033,356,50918009.6212.995790228792021-3-301037.5033356508.6517996.630578605155昨日库存本日库存库存增减上期金385238520上周本周增减上期银23408672334279-658812327541209313-23441贵金属市场信息表周三，现货黄金自1677附近的日低大幅反弹，日内一度上破1710美元关口，截至收盘已经收复前一天的跌幅，最终收涨0.14%，报1707.39美元/盎司。现货白银日内涨幅一度达2%，最终收涨1.61%，报24.38美元/盎司。现货黄金第一季度累跌约10%，为2018年三季度以来首次录得季度下跌，且创2016年底以来最差季度表现。现货白银第一季度累跌超7%，创去年第一季度以来最差季度表现。美元小幅下跌，美国股市攀升至纪录新高；美债收益率上升，美国总统拜登宣布2.25万亿美元基建计划.宏观和基本面贵金属相关品种比价价差品种相关性iShares白银ETFSPDR黄金ETF全球最大黄金ETF--SPDR Gold Trust持仓较上日持平至1037.5吨。白银ETF--iSharesSilverTrust持仓较上日持平至17996.63吨，市场谨慎偏空金银。基金持仓白银可用库容量 千克交易策略库存信息美债收益率企稳，美元从近期高位大幅下滑支撑了金价.目前金价暂返回1700整数关口上方，白银跌破25美元技术关口，跌势延续。谨慎投资者短期维持观望，激进投资者黄金、白银空单逢高介入。 快手必读---黄金白银日报 东吴期货研究所 宏观与金融工程组 万 涛 021-63123175 从业证书：F0288751 投资咨询证书：Z0012259 期市有风险，投资需谨慎！ 研究所办公地址： 上海市-黄浦区西藏南路1208号6楼 苏州市-工业园区星阳街5 号东吴证券大楼8楼 2021年4月1日星期四 东吴期货研究所 www.dwfutures.com 第 2 页 【市场信息参考】 每日交易行情表 2021-4-1合约收盘价 元涨跌 元涨跌幅 %持仓量 手持仓量变化 手成交额 万元成交量 手AU2103.SHF365.000.000.0021000AU2104.SHF354.30-8.180.327,605-812476,0031,066AU2105.SHF357.86-5.740.25106-131,20774AU2106.SHF357.38-6.080.34129,360-2,1554,618,265152,998AU2108.SHF358.44-6.100.2627,7362,058740,95621,891AU2110.SHF359.46-5.960.1316,2081,029364,78711,002AU2112.SHF360.70-5.300.226,56588064,5543,111AU2202.SHF361.64-6.280.2153340820全部合约187,6549906,266,180190,162合约收盘价 元涨跌 元涨跌幅 %持仓量 手持仓量变化 手成交额 万元成交量 手AG2103.SHF5,345.007.000.1311,208-2028,2611,036AG2104.SHF5,005.00-124.00-0.9615,42430410,1411,291AG2105.SHF5,034.00-117.00-0.7220,242-63591,50014,520AG2106.SHF5,052.00-119.00-0.66429,997-1,9036,225,1801,033,068AG2107.SHF5,074.00-117.00-0.6644,525-134834,405146,929AG2108.SHF5,090.00-119.00-0.6419,88759254,65953,265AG2109.SHF5,104.00-126.00-0.762,9721098,60210,081AG2110.SHF5,120.00-127.00-0.60725-51,7462,595AG2111.SHF5,135.00-119.00-0.611,412110,192229AG2112.SHF5,151.00-121.00-0.5810,231-42944,5379,952AG2201.SHF5,166.00-112.00-0.61200-118295AG2202.SHF5,172.00-134.00-0.84119-9324137全部合约556,942-2,8457,489,7291,273,198 020,00040,00060,00080,000100,000120,000140,000AU2103.SHFAU2104.SHFAU2105.SHFAU2106.SHFAU2108.SHFAU2110.SHFAU2112.SHFAU2202.SHF上期金持仓量与成交量持仓量手成交量...0100,000200,000300,000400,000500,000600,000700,000800,000900,000上期银持仓量与成交量持仓量手成交量... -812 -13 -2,155 2,058 1,029 880 3 -20,000020,00040,00060,00080,000100,000120,000140,000AU2103.SHFAU2104.SHFAU2105.SHFAU2106.SHFAU2108.SHFAU2110.SHFAU2112.SHFAU2202.SHF上期金持仓量与持仓量变化持仓量变化...持仓量手-202 304 -635 -1,903 -134 59 109 -5 1 -429 -1 -9 -50,000050,000100,000150,000200,000250,000300,000350,000400,000450,000500,000上期银持仓量与持仓量变化持仓量变化...持仓量手 东吴期货研究所 www.dwfutures.com 第 3 页 金银基金持仓和CFTC非商业持仓量主要数据跟踪 -15-10-50510152095010001050110011501200黄金持仓量增减（吨）黄金ETF持有量-1000-500050010001500200016000170001800019000200002100022000持仓量增减（吨）白银i s hares持仓量 (6.00)(5.00)(4.00)(3.00)(2.00)(1.00)0.00345350355360365370375380385上期金远近合约价差及走势2112-2106沪金2112沪金21060.0020.0040.0060.0080.00100.00120.00140.004000450050005500600065002020-09-092020-09-112020-09-132020-09-152020-09-172020-09-192020-09-212020-09-232020-09-252020-09-272020-09-292020-10-012020-10-032020-10-052020-10-072020-10-092020-10-112020-10-132020-10-152020-10-172020-10-192020-10-212020-10-232020-10-252020-10-27上期银远近合约价差及走势2106-2012沪银2012沪银2106 (12.00)(10.00)(8.00)(6.00)(4.00)(2.00)0.00350370390410430450470上金期现基差及走势现-近期沪金2012SGE黄金T+D(120.00)(100.00)(80.00)(60.00)(40.00)(20.00)0.0020.0040.00330038004300480053005800630068007300上银期现基差及走势现-近期沪银2012SGE白银T+D 0500100015002000250030003500400045002020-03-272020-04-112020-04-262020-05-112020-05-262020-06