黄金白银日报：美联储鹰派言论提振美债利率，美元反弹金银羸弱

东吴期货研究所 021-63123063 www.dwfutures.com 323 美联储鹰派言论提振美债利率，美元反弹金银羸弱 类别品种开盘最高最低收盘单日涨跌%5日涨跌%伦敦金1778.491779.041750.751762.950.10-1.04伦敦银26.1126.1225.5325.840.26-1.00纽约金1778.801779.201750.101761.90-0.10-0.83纽约银26.2026.2125.5625.84-0.10-0.93上期金371.88372.64366.12369.20-0.60-0.81上期银5460.005472.005332.005390.00-0.94-1.12上金T+D369.51371.00365.17367.79-0.52-0.74上银T+D 5349.005384.005258.005308.00-0.86-1.10CRB商品210.94212.49210.19211.320.180.43LME 铜9388.009400.509236.009334.50-0.57-0.84WTI72.7873.8171.9773.580.82-0.63布伦特74.6775.5173.9074.760.11-1.86美元91.87592.19491.85592.0540.010.22欧美1.19251.19301.18781.19040.06-0.26澳美0.75670.75710.75080.75190.09-0.94人民币6.45926.46876.45446.4637-0.110.12美10年期TIPS-0.8705-0.8544-0.8750-0.870.25-2.44美10年期国债收益率132.2500132.2969132.0156132.270.000.31美5Y5Y通胀平衡预期2.21692.22992.19272.190.00-1.99 黄金ETF VIX 15.360017.100015.360016.195.405.89白银ETF VIX29.920030.360029.250029.853.182.72黄金6月28日6月29日白银6月28日6月29日上金T+D-AU2112-1.11-1.35上银T+D-AG2112-81-83AU2206-AU21122.042.52AG2206-AG21128790伦敦金/伦敦银68.1968.38上金/上银68.9969.15纽约金/纽约银67.8868.12期金/期银67.8868.12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2021-6-291045.78033,622,82917395.73-54.85592857782021-6-281045.782.9133622828.7817450.53-43.25561047413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20029261996301-662512327541209313-23441贵金属市场信息表周二，现货黄金持续下跌，在美盘前一小时内自1775美元附近急跌25美元，险破1750美元关口，触及两个半月低点，随后小幅反弹，重回1760美元关口；COMEX期金失守1750美元/盎司，日内跌幅一度扩大至1.69%；现货白银日内跌幅一度扩大至2%。截至收盘，现货黄金收跌0.96%，报1760.92美元/盎司；现货白银收跌1.2%，报25.74美元/盎司。美元升至一周高位，录得约两周来最大单日涨幅，市场担忧新冠疫情反扑可能导致全球复苏脱轨。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1045.78吨。白银ETF--iSharesSilverTrust持仓较上日减持54.8吨至17395.73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因美元在本周美国就业报告出炉前走强，预计该报告会较为强劲，并可能巩固美联储近期的鹰派立场。国际金价下探至1750美元，白银26美元关口得而复失。国内，激进投资者逢反弹空单部分介入，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30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 2021-6-30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.SHF369.48-1.48-0.40105055415AU2108.SHF381.52-6.12-1.5849,320613990,03526,004AU2109.SHF0.000.000.000000AU2110.SHF382.12-6.22-1.6043,359-563910,80023,889AU2112.SHF382.66-6.42-1.65166,0114,7493,356,26987,850AU2202.SHF383.24-7.44-1.90106-153,67596AU2204.SHF384.96-6.38-1.63105-31,26933AU2206.SHF385.78-6.52-1.66353235,560144全部合约259,3594,8045,268,163138,031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.SHF5,626.00-42.00-0.7411,722-1,56744,8445,322AG2108.SHF5,637.00-57.00-1.0020,512-86084,1919,951AG2109.SHF5,652.00-56.00-0.9846,514-927324,89838,296AG2110.SHF5,666.00-57.00-1.0030,659126159,05618,706AG2111.SHF5,683.00-49.00-0.8519,226-3149,2905,781AG2112.SHF5,701.00-53.00-0.92404,143-36,9262,857,617333,847AG2201.SHF5,725.00-71.00-1.22249337043AG2202.SHF5,740.00-57.00-0.98255-2779AG2203.SHF5,758.00-109.00-1.861173435AG2204.SHF5,752.00-55.00-0.95811526AG2205.SHF5,778.00-72.00-1.2376-156565AG2206.SHF0.000.000.000000全部合约533,554-40,1813,521,003412,031 020,00040,00060,00080,000100,000120,000140,000160,000180,000AU2107.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...050,000100,000150,000200,000250,000300,000350,000400,000450,000上期银持仓量与成交量持仓量手成交量... 613 0 -563 4,749 -15 -3 23 -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-1,567 -860 -927 126 -31 -36,926 3 -2 3 1 -1 0 -100,000-50,000050,000100,000150,000200,000250,000300,000350,000400,000450,000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)0.00355360365370375380385390395400405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 0500100015002000250030003500400045002020-06-242020-07-092020-07-242020-08-082020-08-232020-09-072020-09-222020-10