黄金白银日报：市场静待美联储决议，金银短期波动或扩大

东吴期货研究所 021-63123063 www.dwfutures.com 323 市场静待美联储决议，金银短期波动或扩大 类别品种开盘最高最低收盘单日涨跌%5日涨跌%伦敦金1866.181869.221851.691855.90-0.17-1.15伦敦银27.8627.8927.4027.700.12-0.79纽约金1866.401867.201854.401854.50-0.51-1.22纽约银28.0028.0327.4927.820.46-1.16上期金383.46384.88379.72380.74-0.34-2.14上期银5750.005771.005640.005690.00-0.28-1.11上金T+D383.22383.22378.53379.70-0.22-1.92上银T+D 5661.005673.005557.005603.00-0.18-0.85CRB商品211.03211.04209.45210.18-0.40-0.97LME 铜9958.009958.009511.009569.50-4.03-4.34WTI71.1672.5370.8172.480.502.21布伦特73.0374.3772.7974.290.412.20美元90.48290.67590.34690.517-0.02-0.04欧美1.21201.21471.21011.21260.000.14澳美0.77120.77170.76740.76940.09-0.18人民币6.40566.40756.39976.4061-0.120.12美10年期TIPS-0.8917-0.8839-0.9098-0.900.33-0.15美10年期国债收益率133.4688133.5938133.3750133.470.02-0.18美5Y5Y通胀平衡预期2.28732.31612.26742.300.002.62 黄金ETF VIX 16.000016.330015.680016.260.816.9白银ETF VIX33.000033.060031.410032.22-2.78-2.98黄金6月14日6月15日白银6月14日6月15日上金T+D-AU2106#N/A1.86上银T+D-AG2106#N/A12AU2112-AU2106#N/A2.66AG2112-AG2106#N/A93伦敦金/伦敦银67.0167.24上金/上银#N/A67.95纽约金/纽约银66.5267.32期金/期银66.5267.32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2021-6-151044.61033,585,37817946.5946.155769961542021-6-141044.61033585378.3317900.44-11.53575512378昨日库存本日库存库存增减上期金352535250上周本周增减上期银21304772118599-1187812327541209313-23441贵金属市场信息表周二，现货金银继续回调。现货黄金亚盘和欧盘大部分时间在1860关口上方窄幅区间交投，美盘初出现明显下挫，一度跌近15美元，最终收跌0.39%，报1858.47美元/盎司。现货白银最低触及27.38美元，最终收报27.62美元/盎司，下跌0.69%。美元指数升至一个月高位，受显示通胀加速的数据提振，但美元涨幅受限，交易商等待美联储为期两天的政策会议结果，以寻找有关开始缩减购债计划的线索。现货黄金连续第三日下跌，尾盘收于1859美元附近，市场担忧FOMC会议声明存在鹰派风险令金价承压。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1044.61吨。白银ETF--iSharesSilverTrust持仓较上日增持46.15吨至17946.59吨，机构投资者谨慎看待金银。基金持仓白银可用库容量 千克交易策略库存信息市场担心美联储会指明退出非常时期刺激措施的路径。本周贵金属价格最终收盘状况如何，将受到周四的美联储会议结果重大影响。国际金价在1900美元关口承压，白银跌至28美元关口下方。国内，谨慎投资者维持观望，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6月16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 2021-6-16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.SHF380.00-7.32-1.89513-946112AU2107.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261,6689,0046,064,069153,477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 -8-6-4-2024681010001005101010151020102510301035104010451050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)0.00365370375380385390395400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