东吴期货研究所 021-63123063 www.dwfutures.com 323 市场静待美联储决议，美债波动指引金银走势 类别品种开盘最高最低收盘单日涨跌%5日涨跌%伦敦金1731.681741.201726.281731.800.020.27伦敦银26.2426.3125.8325.92-0.050.02纽约金1730.701740.501724.401729.20-0.100.55纽约银26.1326.1525.9225.97-1.060.36上期金365.22367.56363.20365.040.020.51上期银5455.005488.005372.005389.00-1.08-0.26上金T+D363.80365.99362.10363.50-0.080.62上银T+D 5379.005421.005318.005331.00-1.00-0.11CRB商品193.42193.59192.38193.430.01-0.19LME 铜9104.009143.008908.008960.50-2.01-1.37WTI65.3365.4363.8064.880.12-1.11布伦特68.8168.9467.3668.470.12-1.08美元91.82792.02791.67991.8730.010.21欧美1.19291.19521.18831.19030.00-0.42澳美0.77550.77590.77110.7738-0.10-0.33人民币6.49676.50686.49466.5060-0.09-0.04美10年期TIPS-0.6750-0.6656-0.7171-0.680.64-4.45美10年期国债收益率133.1875133.2969133.0156133.080.000.13美5Y5Y通胀平衡预期2.05862.11932.04252.070.00-0.45 黄金ETF VIX 17.770018.000017.610017.930.39-2.34白银ETF VIX39.530040.010039.000039.86-0.420.89黄金3月15日3月16日白银3月15日3月16日上金T+D-AU2106-1.06-1.4上银T+D-AG2106-60-64AU2112-AU21064.043.84AG2112-AG210610795伦敦金/伦敦银66.0766.74上金/上银67.9467.68纽约金/纽约银65.6966.58期金/期银65.6966.58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2021-3-161050.32033,768,78418415.33-11.565920667512021-3-151050.32-1.7533768783.8118426.890592438152昨日库存本日库存库存增减上期金386138610上周本周增减上期银24074832392157-1532612327541209313-23441贵金属市场信息表周二，现货黄金继续围绕着1730美元一线进行横盘整理，美盘初曾一度冲高至1741美元附近，但随后短线回调，最终现货黄金收报1730.58美元/盎司，收于平盘。现货白银亚盘尾盘开始持续走软，失守26美元关口，最终收跌1.17%，报25.91美元/盎司。美元连续第三个交易日走高，市场人士等待美联储会议结果，以寻找有关美国利率走向的线索；美元兑加元续刷2018年2月以来低点至1.2436。现货黄金收盘基本持平，盘中一度创3月1日以来新高至1741.20美元/盎司，美元走强、美债收益率攀升给金价带来压力。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1050.32吨。白银ETF--iSharesSilverTrust持仓较上日减持11.56吨至1815.33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元走强、美债收益率走高令金价承压，投资者等待美联储的利率展望。美联储将在周三结束两天会议并发布政策声明和季度预测，鲍威尔随后将举行新闻发布会。目前金价回踩至1700美元整数关口上方，白银重回至26美元技术关口上方。谨慎投资者短期维持观望，激进投资者金银空单逢反弹轻仓试空。 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3月17日星期三 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 2021-3-17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.SHF365.000.00Fetching...21Fetching...Fetching...Fetching...AU2104.SHF363.782.800.199,155-1,198698,81719,358AU2105.SHF365.261.380.35121-31,12831AU2106.SHF364.562.540.19133,153-3,6575,720,846158,017AU2108.SHF366.042.880.2524,789781839,08423,104AU2110.SHF367.062.640.2415,779-784286,5147,862AU2112.SHF368.401.740.545,2484513,750375AU2202.SHF370.962.680.345113319全部合约188,317-4,8157,560,470208,756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.SHF5,395.0049.000.0915,492-57125,7133,206AG2105.SHF5,410.0062.00-0.0421,744-791163,16820,337AG2106.SHF5,430.0072.00-0.06429,916-15,0618,364,0701,040,568AG2107.SHF5,452.0075.000.0244,662235961,094119,160AG2108.SHF5,472.0076.000.0419,703326310,55438,363AG2109.SHF5,493.0054.000.202,807-10010,1341,242AG2110.SHF5,499.0075.000.11674-332,343288AG2111.SHF5,518.0066.000.221,2662111,6631,426AG2112.SHF5,525.0046.000.189,73847441,4315,041AG2201.SHF5,560.0091.00-0.31199324630AG2202.SHF5,579.0078.000.02122-950361全部合约557,531-15,7089,899,1801,230,758 020,00040,00060,00080,000100,000120,000140,000160,000180,000AU2103.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...0200,000400,000600,000800,0001,000,0001,200,000上期银持仓量与成交量持仓量手成交量... -1,198 -3 -3,657 781 -784 45 1 -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 -571 -791 -15,061 235 326 -100 -33 21 474 3 -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)0.00340345350355360365370375380385390395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 0500100015002000250030