黄金白银日报：美制造业数据强劲提振，美元反弹金银冲高回落

东吴期货研究所 021-63123063 www.dwfutures.com 323 美制造业数据强劲提振，美元反弹金银冲高回落 类别品种开盘最高最低收盘单日涨跌%5日涨跌%伦敦金1906.931916.641892.451898.94-0.08-0.25伦敦银28.0328.5627.8227.900.01-0.14纽约金1905.101916.201892.801899.30-0.19-0.17纽约银28.0628.7127.9128.00-0.36-0.05上期金394.56397.28392.26394.42-0.280.44上期银5788.005949.005775.005810.00-0.430.99上金T+D391.49393.87389.50391.38-0.330.45上银T+D 5686.005829.005664.005702.00-0.561.15CRB商品205.70210.62205.70208.441.331.33LME 铜10310.0010365.0010211.0010245.00-0.13-0.13WTI66.6868.8766.4168.150.632.76布伦特69.3971.3469.2970.780.751.65美元89.7889.9489.6689.880.05-0.17欧美1.221.231.221.220.080.25澳美0.770.780.770.780.140.69人民币6.376.386.366.38-0.170.20美10年期TIPS(0.85)(0.83)(0.88)(0.87)1.43-0.46美10年期国债期货价格132.73132.81132.56132.69-0.04-0.13美5Y5Y通胀平衡预期2.312.362.302.340.001.67 黄金ETF VIX 16.3916.4515.4816.090.060.06白银ETF VIX38.0338.1035.6235.622.002黄金6月1日6月2日白银6月1日6月2日上金T+D-AU2106-2.79-2.87上银T+D-AG2106-101-101AU2112-AU210600AG2112-AG210600伦敦金/伦敦银68.7667.33上金/上银69.2168.48纽约金/纽约银68.4267.89期金/期银67.7967.79百万美元百万美元日期持有量（吨）持仓量增减持有价值持有量（吨）持仓量增减持有价值2021-6-11045.832.6263843.1617936.56016261.142021-5-281043.21-0.8763706.0217936.56015927.55公斤/公吨上期金上期银可用库容（白银可用库容变化纽约金纽约银2021-6-1352523688131914181353861075.1510997.362021-5-28352823743691860112207371075.2210981.80库存信息交易策略超预期的美国制造业数据发布后，美元大幅反弹，黄金回吐涨幅，因该数据令人担心美联储可能比预期更早收紧货币政策。国际金价再次回落至1900关口下方，白银28美元关口受阻。国内，谨慎投资者多单部分减持持有，稳健投资者采取高抛低吸交易。宏观面现货黄金周二亚盘维持在1910关口上方，欧盘和美盘掉头向下，尾盘小幅反弹，最终仍收跌0.36%，报1900.27美元/盎司；现货白银日间震荡上行，美盘前触及28.53美元的日高后转跌，最终收跌0.51%，报27.90美元/盎司。 美元大幅回升，尾盘较日低反弹逾40点，此前美国制造业数据显示制造业活动强于预期，尽管原材料和劳动力短缺限制了生产。金价收跌，但仍收在1900美元关口上方，超预期的美国制造业数据发布后，黄金回吐涨幅，市场担心美联储可能比预期更早收紧货币政策。基金持仓SPDR黄金ETFiShares白银ETF截止上周五，SPDR黄金ETF持仓量较前日增持2.62吨至1045.83吨；Ishares白银ETF持仓量较前日持平至17936.56吨，显示机构投资者观望金银。贵金属市场信息表贵金属相关品种品种相关性价差比价 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6月2日星期三 东吴期货研究所 www.dwfutures.com 第 2 页 1【市场信息参考】 每日交易行情表 2021-6-2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AU2106.SHF392.682.320.594,806-57056,7401,449AU2107.SHF394.182.240.57122-274,122105AU2108.SHF395.003.100.7964,2718231,163,51129,557AU2110.SHF395.842.940.7543,412509503,94312,766AU2112.SHF396.903.100.79152,9117,6334,387,375110,920AU2202.SHF398.903.300.838371,11228AU2204.SHF398.201.640.41109851813AU2206.SHF398.902.400.61247603,02876全部合约265,9618,4436,120,348154,914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AG2106.SHF5,782.00121.002.1450,748-7,045209,51024,351AG2107.SHF5,800.00119.002.0919,393-1,561138,58716,112AG2108.SHF5,815.00113.001.9826,4321,348534,45161,853AG2109.SHF5,837.00113.001.9734,9551,803393,09945,270AG2110.SHF5,853.00110.001.9228,7672,210213,94224,567AG2111.SHF5,876.00115.002.0017,9031,094116,82113,384AG2112.SHF5,893.00121.002.10452,69271,4475,203,884594,549AG2201.SHF5,915.00148.002.57228779991AG2202.SHF5,897.0088.001.512161354AG2203.SHF5,923.0091.001.56145-1113315AG2204.SHF5,961.00139.002.391011809AG2205.SHF5,960.00106.001.816059711全部合约631,64069,2996,811,439780,216 020,00040,00060,00080,000100,000120,000140,000160,000180,000AU2106.SHFAU2107.SHFAU2108.SHFAU2110.SHFAU2112.SHFAU2202.SHF上期金持仓量与成交量持仓量手成交量...0100,000200,000300,000400,000500,000600,000700,000AG2106.SHFAG2107.SHFAG2108.SHFAG2109.SHFAG2110.SHFAG2111.SHFAG2112.SHFAG2201.SHF上期银持仓量与成交量持仓量手成交量... -27 823 509 7,633 7 8 60 -20,000020,00040,00060,00080,000100,000120,000140,000160,000180,000AU2106.SHFAU2107.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-7,045 -1,561 1,348 1,803 2,210 1,094 71,447 7 1 -11 1 5 -100,0000100,000200,000300,000400,000500,000AG2106.SHFAG2107.SHFAG2108.SHFAG2109.SHFAG2110.SHFAG2111.SHFAG2112.SHFAG2201.SHF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 -8-6-4-202468109901000101010201030104010501060黄金持仓量增减（吨）黄金ETF持有量-150-100-5005010015020016000165001700017500180001850019000持仓量增减（吨）白银i s hares持仓量 (3.50)(3.00)(2.50)(2.00)(1.50)(1.00)(0.50)0.00350355360365370375380385390395400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 0500100015002000250030003500400045002020-0