黄金白银日报：市场转向美联储6月会议纪要，金银短期震荡略强

东吴期货研究所 021-63123063 www.dwfutures.com 323 市场转向美联储6月会议纪要，金银短期震荡略强 类别品种开盘最高最低收盘单日涨跌%5日涨跌%伦敦金1791.771815.061790.211795.55-0.090.46伦敦银26.4826.7726.0126.11-0.17-1.35纽约金1787.501815.701784.701794.800.030.64纽约银26.7326.8726.1626.200.18-1.06上期金374.50379.02372.28375.940.151.07上期银5545.005583.005433.005464.00-1.250.16上金T+D372.30377.68371.00374.490.031.01上银T+D 5448.005508.005360.005390.00-1.160.22CRB商品214.95216.72209.65210.24-2.19-2.19LME 铜9511.009632.509268.009312.00-2.09-0.69WTI75.3576.9872.9473.710.46-1.93布伦特77.0677.8474.1374.880.47-1.69美元92.24192.66292.00492.5590.010.36欧美1.18641.18951.18071.1820-0.03-0.38澳美0.75290.75990.74810.7494-0.04-0.43人民币6.46106.47916.45856.4791-0.230.09美10年期TIPS-0.9284-0.9064-0.9931-0.980.75-6.02美10年期国债收益率132.7500133.3906132.5781133.300.060.47美5Y5Y通胀平衡预期2.17962.20762.12502.170.00-0.45 黄金ETF VIX 15.730015.960015.160015.451.111.11白银ETF VIX29.880030.310028.640029.090.140.14黄金7月2日7月6日白银7月2日7月6日上金T+D-AU2112-1.48-2.01上银T+D-AG2112-84-85AU2206-AU21122.262.52AG2206-AG21128391伦敦金/伦敦银67.7168.74上金/上银68.1668.51纽约金/纽约银#N/A68.49期金/期银#N/A68.49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2021-7-61042.23-0.3533,508,68217353.61-7.525579313602021-7-21042.58-0.5833519871.0117361.130558173283昨日库存本日库存库存增减上期金325232520上周本周增减上期银19956961989092-660412327541209313-23441贵金属市场信息表周二，现货黄金大幅上涨，美盘前收复1800美元/盎司大关，为6月17日以来首次，涨幅一度达1%，但美盘期间现货黄金转跌，失守跌至1790美元/盎司下方，较日高跌超25美元。现货白银美盘期间失守26美元/盎司，日跌幅一度扩大至1.66%。截至收盘，现货黄金收涨0.31%，报1796.8美元/盎司；现货白银收跌1.07%，报26.143美元/盎司。美国方面公布了市场密切关注的6月ISM非制造业PMI数据。结果该数据表现大幅不及预期，数据公布后，现货金价短线小幅上涨延续了日内上升的势头。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持仓较上日减持0.35吨至1042.23吨。白银ETF--iSharesSilverTrust持仓较上日减持7.52吨至17353.61吨，机构投资者偏空金银。基金持仓白银可用库容量 千克交易策略库存信息由于美国股市和高风险资产下跌刺激了避险情绪，美元创出两周最大涨幅。随着美元走强，现货黄金冲高回落，尾盘收于1797附近，盘中触及1815.05美元/盎司，为6月17日以来最高水平。国际金价1800美元得而复失，白银26美元关口企稳。国内，谨慎投资者采取观望，稳健投资者采取高抛低吸交易。 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7月7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 2021-7-7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AU2107.SHF373.140.140.0487-378421AU2108.SHF372.681.720.4631,828-1,762543,77714,582AU2109.SHF373.041.600.432551,56242AU2110.SHF373.421.900.5139,719-651894,85823,962AU2112.SHF373.881.920.52165,679-1,4604,990,919133,466AU2202.SHF374.541.740.477,159809264,6447,064AU2204.SHF375.621.140.301360752AU2206.SHF376.141.420.381,0207110,294273全部合约245,653-2,9916,706,913179,412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AG2107.SHF5,472.0091.001.695,450-2603,552434AG2108.SHF5,492.0094.001.7415,796-48323,9912,923AG2109.SHF5,505.0093.001.7249,753-194330,82940,242AG2110.SHF5,520.0093.001.7130,605-289237,32428,784AG2111.SHF5,534.0091.001.6722,337-271105,14912,719AG2112.SHF5,548.0093.001.70436,95113,2905,187,082625,507AG2201.SHF5,565.0092.001.681,4997368,7458,272AG2202.SHF5,581.0097.001.77301541,022122AG2203.SHF5,592.0098.001.78117011714AG2204.SHF5,600.0081.001.47117414317AG2205.SHF5,611.0076.001.3763-731137AG2206.SHF5,631.0081.001.46381501,543183全部合约563,37011,9675,959,807719,254 020,00040,00060,00080,000100,000120,000140,000160,000180,000AU2107.SHFAU2108.SHFAU2109.SHFAU2110.SHFAU2112.SHFAU2202.SHFAU2204.SHFAU2206.SHF上期金持仓量与成交量持仓量手成交量...0100,000200,000300,000400,000500,000600,000700,000上期银持仓量与成交量持仓量手成交量... -1,762 5 -651 -1,460 809 0 71 -20,000020,00040,00060,00080,000100,000120,000140,000160,000180,000AU2107.SHFAU2108.SHFAU2109.SHFAU2110.SHFAU2112.SHFAU2202.SHFAU2204.SHFAU2206.SHF上期金持仓量与持仓量变化持仓量变化...持仓量手-260 -483 -194 -289 -271 13,290 73 54 0 4 -7 50 -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 -8-6-4-20246810129901000101010201030104010501060黄金持仓量增减（吨）黄金ETF持有量-150-100-50050100150200160001650017000175001800018500持仓量增减（吨）白银i s hares持仓量 (4.50)(4.00)(3.50)(3.00)(2.50)(2.00)(1.50)(1.00)(0.50)0.00350355360365370375380385390395400405上期金远近合约价差及走势2206-2112沪金2206沪金21120.0020.0040.0060.0080.00100.00120.00140.004000450050005500600065002020-09-092020-09-112020-09-132020-09-152020-09-172020-09-192020-09-212020-09-232020-09-252020-09-272020-09-292020-10-012020-10-032020-10-052020-10-072020-10-092020-10-112020-10-132020-10-152020-10-172020-10-192020-10-212020-10-232020-10-252020-10-27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 0500100015002000250030003500400045002020-07-032020-07-182