金属期货数据周报

英大期货研究所研究报告 金属期货数据周报 第W001期 2017-01-06一、现货市场图1：伦敦现货黄金价格 图2：伦敦现货白银价格表1：最近5个交易日伦敦金价格表2：最近5个交易日伦敦银价格时间伦敦金变化涨幅时间伦敦银变化涨幅2017-01-061175.85-0.85-0.07%2017-01-0616.45-0.14-0.84%2017-01-051176.712.451.07%2017-01-0516.590.171.04%2017-01-041164.2513.251.15%2017-01-0416.420.472.95%2017-01-0311515.10.45%2017-01-0315.95-0.29-1.79%2016-12-291145.911.31.00%2016-12-3016.240.181.12%图3：长江有色市场铜平均价格图4：长江有色市场铝平均价表3：最近5个交易日长江有色市场铜价格表4：最近5个交易日长江有色市场铝价格时间价格变化涨幅时间价格变化涨幅2017-01-0645260-220-0.48%2017-01-0612680-20-0.16%2017-01-05454806601.47%2017-01-0512700200.16%2017-01-0444820-880-1.93%2017-01-0412680-100-0.78%2017-01-03457007201.60%2017-01-0312780-130-1.01%2016-12-3044980-130-0.29%2016-12-30129101801.41%1,0001,0501,1001,1501,2001,2501,3001,3501,4002016-01-252016-02-252016-03-252016-04-252016-05-252016-06-252016-07-252016-08-252016-09-252016-10-252016-11-252016-12-25伦敦现货黄金:以美元计价 1214161820222016-02-012016-03-012016-04-012016-05-012016-06-012016-07-012016-08-012016-09-012016-10-012016-11-012016-12-012017-01-01伦敦现货白银:以美元计价 33,00036,00039,00042,00045,00048,00051,0002016-01-282016-02-282016-03-282016-04-282016-05-282016-06-282016-07-282016-08-282016-09-282016-10-282016-11-282016-12-28长江有色市场:平均价:铜:1# 9,50010,50011,50012,50013,50014,50015,50016,5002016-01-252016-02-252016-03-252016-04-252016-05-252016-06-252016-07-252016-08-252016-09-252016-10-252016-11-252016-12-25长江有色市场:平均价:铝:A00 1 英大期货研究所研究报告 金属期货数据周报 第W001期 2017-01-06图5：长江有色市场铅平均价格图6：长江有色市场锌平均价表5：最近5个交易日长江有色市场铅价格表6：最近5日交易日长江有色市场锌价格时间价格变化涨幅时间价格变化涨幅2017-01-0618000500.28%2017-01-0622060600.27%2017-01-05179501500.84%2017-01-05220004702.18%2017-01-0417800-100-0.56%2017-01-0421530-110-0.51%2017-01-031790000.00%2017-01-03216401400.65%2016-12-3017900-50-0.28%2016-12-3021500-150-0.69%二、期货市场图7：COMEX黄金价格走势图8：COMEX白银价格走势11,00013,00015,00017,00019,00021,00023,0002016-01-192016-02-192016-03-192016-04-192016-05-192016-06-192016-07-192016-08-192016-09-192016-10-192016-11-192016-12-19长江有色市场:平均价:铅:1# 12,00014,00016,00018,00020,00022,00024,00026,0002016-01-192016-02-192016-03-192016-04-192016-05-192016-06-192016-07-192016-08-192016-09-192016-10-192016-11-192016-12-19长江有色市场:平均价:锌:0# 1315171921232016-01-202016-02-202016-03-202016-04-202016-05-202016-06-202016-07-202016-08-202016-09-202016-10-202016-11-202016-12-20期货结算价(活跃合约):COMEX银 2002202402602803003202016-01-052016-02-052016-03-052016-04-052016-05-052016-06-052016-07-052016-08-052016-09-052016-10-052016-11-052016-12-052017-01-05期货结算价(活跃合约):黄金 2 英大期货研究所研究报告 金属期货数据周报 第W001期 2017-01-06图9：LME铜价格走势图10：LME铝铅锌价格走势三、价格关系图11：LME铜升贴水图12：铝铅锌升贴水表7：最近5个交易日LME铜升贴水表8：最近5个交易日铝铅锌升贴水日期铜升贴水变化涨幅日期铝升贴水铅升贴水锌升贴水2017-01-06-20.75-1.256.41%2017-01-068-16-18.52017-01-05-19.5-4.530.00%2017-01-057.25-17.25-172017-01-04-15-1.511.11%2017-01-0411-18.25-18.252017-01-03-13.5-18.00%2017-01-0311-16-17.752016-12-30-12.54.5-26.47%2016-12-3011-17-18.25-40-20020402016-01-222016-02-222016-03-222016-04-222016-05-222016-06-222016-07-222016-08-222016-09-222016-10-222016-11-222016-12-22LME铝升贴水(0-3) 日 LME铅升贴水(0-3) 日 LME锌升贴水(0-3) 日 4,0004,5005,0005,5006,0006,5002016-02-032016-03-032016-04-032016-05-032016-06-032016-07-032016-08-032016-09-032016-10-032016-11-032016-12-032017-01-03期货收盘价(电子盘):LME3个月铜 1,3001,5001,7001,9002,1002,3002,5002,7002,9003,1002016-02-032016-03-032016-04-032016-05-032016-06-032016-07-032016-08-032016-09-032016-10-032016-11-032016-12-032017-01-03期货收盘价(电子盘):LME3个月铝 日 期货收盘价(电子盘):LME3个月铅 日 期货收盘价(电子盘):LME3个月锌 日 -40.00-20.000.0020.0040.002016-02-022016-03-022016-04-022016-05-022016-06-022016-07-022016-08-022016-09-022016-10-022016-11-022016-12-022017-01-02LME铜升贴水(0-3) 日 3 英大期货研究所研究报告 金属期货数据周报 第W001期 2017-01-06图13：金银比价图14：沪伦铜比价图15：美元和黄金价格走势图四、持仓和库存图16：SPDR黄金持有量和黄金现货价格表9：近两周SPDR黄金持有量日期持有量变化比例2017-01-06813.5900.00%2017-01-05813.59-0.28-0.03%2017-01-04813.8700.00%2017-01-03813.87-8.3-1.01%2016-12-30822.17-1.19-0.14%2016-12-29823.3600.00%2016-12-28823.3600.00%2016-12-27823.36-1.18-0.14%2016-12-23824.5400.00%2016-12-22824.5400.00%02004006008001,0001,2009001,0001,1001,2001,3001,4002016-01-292016-02-292016-03-312016-04-302016-05-312016-06-302016-07-312016-08-312016-09-302016-10-312016-11-302016-12-31SPDR:黄金ETF:持有量(吨) 日 吨 伦敦现货黄金:以美元计价 日 美元/盎司 60.0065.0070.0075.0080.0085.0090.002016-02-022016-03-022016-04-022016-05-022016-06-022016-07-022016-08-022016-09-022016-10-022016-11-022016-12-022017-01-02金银比价 6.577.588.592016-01-262016-02-262016-03-262016-04-262016-05-262016-06-262016-07-262016-08-262016-09-262016-10-262016-11-262016-12-26沪伦铜价比值 78.000083.000088.000093.000098.0000103.0000108.00001,000.001,100.001,200.001,300.001,400.001,500.002016-01-252016-02-252016-03-252016-04-252016-05-252016-06-252016-07-252016-08-252016-09-252016-10-252016-11-252016-12-25伦敦现货黄金:以美元计价 美元指数 4 英大期货研究所研究报告 金属期货数据周报 第W001期 2017-01-06图17：CFTC黄金非商业持仓结构图18：SLV白银持有量和白银现货价格表10：最近两周SLV白银持有量日期持仓量变化变化幅度2017-01-0610612.5100.00%2017-01-0510612.5100.00%2017-01-0410612.51-4.61-0.04%2017-01-0310617.1200.00%2016-12-3010617.1200.00%2016-12-2910617.1200.00%2016-12-2810617.1200.00%2016-12-27106