英欧平安夜达成贸易协定，金银短期窄幅调整

东吴期货研究所 021-63123063 www.dwfutures.com 323 英欧平安夜达成贸易协定，金银短期窄幅调整 类别品种开盘最高最低收盘单日涨跌%5日涨跌%伦敦金1860.841878.631857.231873.150.01-0.44伦敦银25.1925.7925.0625.620.31-0.74纽约金1865.601883.701860.901877.00-0.06-0.63纽约银25.3225.9625.1925.77-0.56-0.99上期金393.06395.14390.26393.540.23-0.03上期银5404.005492.005272.005441.001.170.29上金T+D389.15392.15386.51390.180.18-0.09上银T+D 5341.005415.005207.005365.001.050.45CRB商品164.14165.83163.92165.281.02-0.70LME 铜7750.007853.507673.007843.501.25-1.77WTI46.7948.5046.1648.08-0.08-2.08布伦特49.7051.5949.2051.202.24-2.03美元90.56790.66690.15690.413-0.270.44欧美1.21631.22211.21541.22000.11-0.47澳美0.75230.75920.75180.75860.15-0.47人民币6.54876.55576.53256.54060.040.01美10年期TIPS-1.0456-1.0085-1.0634-1.05-0.13-1.66美10年期国债收益率137.9844138.0938137.6250137.780.010.02美5Y5Y通胀平衡预期1.92731.98191.91321.970.000.43 黄金ETF VIX 19.320019.330018.670018.87-3.23-3.63白银ETF VIX44.170046.040044.090045.663.82-1.91黄金12月23日12月24日白银12月23日12月24日上金T+D-AU2106-5.25-6.1上银T+D-AG2106-148-168AU2112-AU21064.967.7AG2112-AG21069398伦敦金/伦敦银71.7073.96上金/上银70.2473.47纽约金/纽约银71.3673.66期金/期银71.3673.66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2020-12-241167.53037,537,13717260.93-78.065549519232020-12-231167.53037537136.9917338.990557461470昨日库存本日库存库存增减上期金273327330上周本周增减上期银267469426947002000612327541209313-23441贵金属市场信息表现货黄金周四震荡上行，欧盘期间小幅回落，美盘持续上涨，临近收盘一度涨至1882.38美元，随后又回落至1880下方；现货白银早盘上涨后横盘整理。截至收盘，现货黄金涨0.34%，报1878.97美元/盎司；现货白银涨1.14%，报25.80美元/盎司。美元指数小幅下滑，风险偏好改善打压了美元和避险货币；在英国和欧盟经过数年的谈判终于达成贸易协议之后，英镑兑美元在纽约午后交易中回吐多数涨幅，因为投资者已消化了脱欧协议，并获利了结。现货黄金一度涨逾10美元，刷新日高至1883.56美元/盎司，投资者对美国刺激计划仍持乐观态度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1167.53吨。白银ETF--iSharesSilverTrust持仓较上日减持78.06吨至17260.93吨，市场谨慎看待贵金属基金持仓白银可用库容量 千克交易策略库存信息美国众议院共和党人和民主党人周四阻止了对2.3万亿美元的新冠援助措施和政府支出一揽子计划进行修改的努力；投资者基本没受到该消息的影响。目前金价重回1850美元重要关口上方，白银重返于25美元技术关口。积极投资者多单继续持有，稳健投资者短期采取高抛低吸思路。 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 2020年12月25日星期五 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 2020-12-25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 手沪金2101390.000.66Fetching...Fetching...Fetching...Fetching...Fetching...沪金2102393.040.401.2055,2736735,295,210133,771沪金2103393.200.141.453366,158154沪金2104393.880.101.2632,107-2101,339,64033,785沪金2106395.780.221.2993,8553,6322,240,02256,107沪金2108397.560.481.3219,124767233,2735,829沪金2110398.26-1.521.228702807沪金2112401.320.921.299691,33933全部合约200,5754,8779,115,922229,686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 手沪银21015,405.0049.005.6523,724-2,081204,97524,523沪银21025,430.0052.005.40327,642-5,42615,483,3411,861,595沪银21035,444.0053.005.4380,4501,8751,363,547163,844沪银21045,460.0059.005.5246,823-1,284176,11020,933沪银21055,482.0048.005.4342,096-912317,25937,767沪银21065,503.0048.005.45220,8501,0122,317,650274,578沪银21075,509.0024.005.08445362,238263沪银21085,535.0033.004.81168-1888104沪银21095,555.0069.005.453201076990沪银21105,583.0059.005.5112681,186139沪银21115,589.0021.005.23123-736142沪银21125,610.0057.005.60255653,481404全部合约743,022-6,70519,871,8052,384,282 020,00040,00060,00080,000100,000120,000140,000160,000沪金2101沪金2102沪金2103沪金2104沪金2106沪金2108沪金2110沪金2112上期金持仓量与成交量持仓量手成交量...0200,000400,000600,000800,0001,000,0001,200,0001,400,0001,600,0001,800,0002,000,000上期银持仓量与成交量持仓量手成交量... 673 6 -210 3,632 767 0 9 -20,000020,00040,00060,00080,000100,000沪金2101沪金2102沪金2103沪金2104沪金2106沪金2108沪金2110沪金2112上期金持仓量与持仓量变化持仓量变化...持仓量手-2,081 -5,426 1,875 -1,284 -912 1,012 36 -1 10 8 -7 65 -50,000050,000100,000150,000200,000250,000300,000350,000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 -15-10-5051011001120114011601180120012201240126012801300黄金持仓量增减（吨）黄金ETF持有量-400-300-200-1000100200300400160001650017000175001800018500持仓量增减（吨）白银i s hares持仓量 (7.00)(6.00)(5.00)(4.00)(3.00)(2.00)(1.00)0.00360365370375380385390395400405410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 0500100015002000250030002019-12-202020-01-042020-01-192020-02-032020-02-182020-03-042020-03-192020-04-032020-04-182020-05-032020-05-182020-06-022020-06