黄金白银日报：美ADP数据强劲提振美元，金银短期震荡转弱

东吴期货研究所 021-63123063 www.dwfutures.com 323 美ADP数据强劲提振美元，金银短期震荡转弱 类别品种开盘最高最低收盘单日涨跌%5日涨跌%伦敦金1908.371909.701865.601869.47-0.07-1.80伦敦银28.1728.2427.0427.41-0.09-1.89纽约金1908.801908.801865.001871.20-1.90-1.65纽约银28.3028.3727.0927.510.12-1.80上期金390.96392.42370.10379.28-2.86-3.41上期银5779.005848.005577.005626.00-3.03-2.21上金T+D387.76389.52373.80377.23-2.61-3.18上银T+D 5670.005732.005483.005525.00-2.88-1.99CRB商品209.28209.28206.94207.47-0.870.86LME 铜10133.0010178.509762.009788.50-3.54-4.58WTI68.7669.4068.1968.51-0.443.30布伦特71.2771.9970.6670.98-0.461.94美元89.9390.5789.8990.530.020.55欧美1.221.221.211.21-0.02-0.55澳美0.780.780.760.77-0.03-0.73人民币6.386.406.386.40-0.350.55美10年期TIPS(0.88)(0.81)(0.88)(0.82)0.455.41美10年期国债期货价格132.86132.89132.52132.530.00-0.25美5Y5Y通胀平衡预期2.322.332.322.320.000.48 黄金ETF VIX 15.8216.3711.0915.951.92-0.81白银ETF VIX34.4635.7634.2134.48-4.17-1.26黄金6月3日6月4日白银6月3日6月4日上金T+D-AU2106-3.67-3.1上银T+D-AG2106-113-113AU2112-AU210600AG2112-AG210600伦敦金/伦敦银68.5867.25上金/上银68.1768.09纽约金/纽约银68.0467.93期金/期银67.2967.29百万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2021-6-31041.75062494.2217989.8660.5816052.482021-6-21041.75-4.0863707.3617929.28-7.2815992.88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2021-6-3352523516681914181353861076.1010987.972021-6-2352523568861860112207371075.1010965.73贵金属市场信息表贵金属相关品种品种相关性价差比价库存信息交易策略好于预期的就业数据让黄金多头保持警惕，认为美联储可能比预期更早减码，随着收益率和美元上涨，黄金很难维持涨势。国际金价跌破1900关口至下方，白银下挫跌至28美元关口。国内，多单止损离场，稳健投资者采取高抛低吸交易。宏观面因美国就业和服务业数据好于预期，现货黄金周四跌逾2%，日内大挫45美元，为2月以来盘中最大跌幅，现货白银也跌超3%。最终金价收跌1.95%，报1870.75美元/盎司；银价收跌2.55%，报27.42美元/盎司。美国就业强劲且服务业指数创纪录高位，促使交易员削减美元空头仓位。现货黄金一度跌逾2%，刷新5月20日以来低点至1865.61美元/盎司，创2月26日以来最大跌幅，市场担忧强劲的经济数据可能会再次引发有关美联储缩减支持的讨论。基金持仓SPDR黄金ETFiShares白银ETF截止上周五，SPDR黄金ETF持仓量较前日持平至1041.75吨；Ishares白银ETF持仓量较前日增持60.58吨至17989.86吨，显示机构投资者观望金银。 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4日星期五 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 2021-6-4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.SHF384.54-4.50-1.162,397-1,06266,4661,716AU2107.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263,5527,9516,130,075155,181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 (4.00)(3.50)(3.00)(2.50)(2.00)(1.50)(1.00)(0.50)0.00355360365370375380385390395400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 0500100015002000250030003500400045002020-06-