2026-09-04 09:30｜GLD持仓下降，上期所金银汇总修订

{ "schema_version": 1, "window": { "label": "上一次运行以来", "timezone": "Asia/Shanghai", "start_local": "2026-09-04 01:30:00+08:00", "end_local": "2026-09-04 09:30:00+08:00" }, "events": [ { "event_id": "SPDR-AU-20260903-holdings-daily-change", "event_type": "etf_flow", "title": "SPDR 更新 9 月 3 日黄金持仓日减 100878.01 盎司", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-09-03T00:00:00Z", "asset_keys": ["AU"], "direction_score": {"AU": -1}, "confidence": 97, "horizon": "days", "raw_facts": { "source_date": "2026-09-03", "current_gold_holdings_troy_ounces": 33870494.55, "prior_day_gold_holdings_troy_ounces": 33971372.56, "daily_change_troy_ounces": -100878.01, "current_gold_holdings_tonnes": 1053.482, "current_total_shares_outstanding": 369200000, "comparison_source_date": "2026-09-02", "source_time_note": "SPDR 官方产品页与 Historical Archive 均未提供该持仓记录的独立精确发布时间；页面日期按 day_only 处理", "revision_note": "上一期已发布的 2026-09-03 官方页面观测为 33971372.56 troy ounces；本轮产品页更新为 33870494.55 troy ounces，按官方同日更新纳入" }, "transmission_chain": "GLD 黄金持仓较 2026-09-02 减少 100878.01 盎司→ETF 持仓对应的黄金需求观测下降→AU 获得偏空的短期资金流信号", "invalidation_conditions": "SPDR 后续以官方记录修订 2026-09-03 持仓或新增申购赎回数据时，以最新官方记录覆盖本事件", "source_urls": [ "[https://www.[spdrgoldshares.com/usa/gld/](https://www.spdrgoldshares.com/usa/gld/)](https://spdrgoldshares.com/usa/gld/](https://www.spdrgoldshares.com/usa/gld/))", "[https://api.[spdrgoldshares.com/api/v1/historical-archive?product=gld&exchange=NYSE&lang=en](https://api.spdrgoldshares.com/api/v1/historical-archive?product=gld&exchange=NYSE&lang=en)](https://spdrgoldshares.com/api/v1/historical-archive?product=gld&exchange=NYSE&lang=en](https://api.spdrgoldshares.com/api/v1/historical-archive?product=gld&exchange=NYSE&lang=en))" ], "source_tier": "A" }, { "event_id": "iShares-AG-20260903-shares-outstanding-daily-change", "event_type": "etf_flow", "title": "SLV 连续两日流通份额为 545150000 份", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-09-03T00:00:00Z", "asset_keys": ["AG"], "direction_score": {"AG": 0}, "confidence": 98, "horizon": "days", "raw_facts": { "source_date": "2026-09-03", "current_shares_outstanding": 545150000, "prior_day_source_date": "2026-09-02", "prior_day_shares_outstanding": 545150000, "shares_outstanding_daily_change": 0, "current_nav_per_share_usd": 59.307372, "prior_day_nav_per_share_usd": 57.546348, "nav_per_share_daily_change_usd": 1.761024, "source_time_note": "iShares/BlackRock 官方历史文件按 As Of 日期提供记录，未提供独立精确发布时间；日期按 day_only 处理", "interpretation_boundary": "Shares Outstanding 未变；NAV per Share 上升不改写为白银托管量或 ETF 份额流入" }, "transmission_chain": "SLV 流通份额日变动为 0 份→可观测的 ETF 申购赎回数量信号保持中性→AG 价格获得的 ETF 流量方向信号为中性", "invalidation_conditions": "iShares 后续发布 2026-09-03 修订份额或新增份额记录时，以最新官方历史数据覆盖本事件", "source_urls": [ "[https://www.[blackrock.com/varnish-api/blk-one01-product-data/product-data/api/v1/get-fund-document?appType=PRODUCT_PAGE&appSubType=ISHARES&targetSite=us-ishares&locale=en_US&portfolioId=239855&component=fundDownload&userType=individual](https://www.blackrock.com/varnish-api/blk-one01-product-data/product-data/api/v1/get-fund-document?appType=PRODUCT_PAGE&appSubType=ISHARES&targetSite=us-ishares&locale=en_US&portfolioId=239855&component=fundDownload&userType=individual)](https://blackrock.com/varnish-api/blk-one01-product-data/product-data/api/v1/get-fund-document?appType=PRODUCT_PAGE&appSubType=ISHARES&targetSite=us-ishares&locale=en_US&portfolioId=239855&component=fundDownload&userType=individual](https://www.blackrock.com/varnish-api/blk-one01-product-data/product-data/api/v1/get-fund-document?appType=PRODUCT_PAGE&appSubType=ISHARES&targetSite=us-ishares&locale=en_US&portfolioId=239855&component=fundDownload&userType=individual))", "[https://www.[ishares.com/us/products/239855/ishares-silver-trust-fund](https://www.ishares.com/us/products/239855/ishares-silver-trust-fund)](https://ishares.com/us/products/239855/ishares-silver-trust-fund](https://www.ishares.com/us/products/239855/ishares-silver-trust-fund))" ], "source_tier": "A" }, { "event_id": "SHFE-AU-20260904-trading-summary-revision", "event_type": "CFTC_positioning", "title": "上期所修订黄金小计持仓为 386182 手", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-09-04T00:00:00Z", "asset_keys": ["AU"], "direction_score": {"AU": 0}, "confidence": 97, "horizon": "days", "raw_facts": { "source_date": "2026-09-04", "source_endpoint_date": "2026-09-04", "current_gold_subtotal_open_interest_lots": 386182, "current_gold_subtotal_open_interest_change_lots": 1491, "current_gold_subtotal_volume_lots": 272780, "current_gold_subtotal_turnover_cny_10000": 26522061.214, "previous_published_same_day_open_interest_lots": 387065, "previous_published_same_day_open_interest_change_lots": 2374, "previous_published_same_day_volume_lots": 231082, "previous_published_same_day_turnover_cny_10000": 22471455.672, "revision_delta_open_interest_lots": -883, "revision_delta_volume_lots": 41698, "revision_delta_turnover_cny_10000": 4450605.542, "source_date_fields": { "o_day": "04", "o_weekday": "五", "o_IMChangeDate": "20150813" }, "source_time_note": "源数据未提供独立精确发布时间；o_IMChangeDate 与端点日期冲突，日期按端点路径 2026-09-04 和 o_day=04 判断" }, "transmission_chain": "上期所将 2026-09-04 黄金小计持仓修订为 386182 手且成交量修订为 272780 手→AU 期货持仓与成交日度序列更新→该修订本身不给出 AU 价格方向信号", "invalidation_conditions": "上期所随后发布同一交易日更正值时，以最新官方黄金小计汇总覆盖本事件", "source_urls": [ "https://www.shfe.com.cn/data/tradedata/future/dailydata/kx20260904.dat" ], "source_tier": "A" }, { "event_id": "SHFE-AG-20260904-trading-summary-revision", "event_type": "CFTC_positioning", "title": "上期所修订白银小计持仓为 547027 手", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-09-04T00:00:00Z", "asset_keys": ["AG"], "direction_score": {"AG": 0}, "confidence": 97, "horizon": "days", "raw_facts": { "source_date": "2026-09-04", "source_endpoint_date": "2026-09-04", "current_silver_subtotal_open_interest_lots": 547027, "current_silver_subtotal_open_interest_change_lots": 1732, "current_silver_subtotal_volume_lots": 597486, "current_silver_subtotal_turnover_cny_10000": 14650085.0445, "previous_published_same_day_open_interest_lots": 549016, "previous_published_same_day_open_interest_change_lots": 3721, "previous_published_same_day_volume_lots": 486909, "previous_published_same_day_turnover_cny_10000": 11933183.8905, "revision_delta_open_interest_lots": -1989, "revision_delta_volume_lots": 110577, "revision_delta_turnover_cny_10000": 2716901.154, "source_date_fields": { "o_day": "04", "o_weekday": "五", "o_IMChangeDate": "20150813" }, "source_time_note": "源数据未提供独立精确发布时间；o_IMChangeDate 与端点日期冲突，日期按端点路径 2026-09-04 和 o_day=04 判断" }, "transmission_chain": "上期所将 2026-09-04 白银小计持仓修订为 547027 手且成交量修订为 597486 手→AG 期货持仓与成交日度序列更新→该修订本身不给出 AG 价格方向信号", "invalidation_conditions": "上期所随后发布同一交易日更正值时，以最新官方白银小计汇总覆盖本事件", "source_urls": [ "https://www.shfe.com.cn/data/tradedata/future/dailydata/kx20260904.dat" ], "source_tier": "A" } ], "coverage_gaps": [ { "gap_id": "COMEX-registered-eligible", "requirement": "硬性覆盖：COMEX 金银库存分级变动", "status": "unverified_in_window", "summary": "本轮尝试 CME 官方历史登记官页面、NYMEX/COMEX Delivery Notices & Stocks 详情页、Gold Stocks 与 Silver Stocks 直接下载，以及带 download=1 参数的两个下载地址；页面只返回入口，直接下载和参数地址均返回 HTTP 403，未取得本窗口 registered 与 eligible 数字。", "attempted_routes": [ "[https://www.[cmegroup.com/clearing/operations-and-deliveries/registrar-reports.html](https://www.cmegroup.com/clearing/operations-and-deliveries/registrar-reports.html)](https://cmegroup.com/clearing/operations-and-deliveries/registrar-reports.html](https://www.cmegroup.com/clearing/operations-and-deliveries/registrar-reports.html))", "[https://www.[cmegroup.com/solutions/clearing/operations-and-deliveries/nymex-delivery-notices.html](https://www.cmegroup.com/solutions/clearing/operations-and-deliveries/nymex-delivery-notices.html)](https://cmegroup.com/solutions/clearing/operations-and-deliveries/nymex-delivery-notices.html](https://www.cmegroup.com/solutions/clearing/operations-and-deliveries/nymex-delivery-notices.html))", "[https://www.[cmegroup.com/delivery_reports/Gold_Stocks.xls](https://www.cmegroup.com/delivery_reports/Gold_Stocks.xls)](https://cmegroup.com/delivery_reports/Gold_Stocks.xls](https://www.cmegroup.com/delivery_reports/Gold_Stocks.xls))", "[https://www.[cmegroup.com/delivery_reports/Silver_stocks.xls](https://www.cmegroup.com/delivery_reports/Silver_stocks.xls)](https://cmegroup.com/delivery_reports/Silver_stocks.xls](https://www.cmegroup.com/delivery_reports/Silver_stocks.xls))", "[https://www.[cmegroup.com/delivery_reports/Gold_Stocks.xls?download=1](https://www.cmegroup.com/delivery_reports/Gold_Stocks.xls?download=1)](https://cmegroup.com/delivery_reports/Gold_Stocks.xls?download=1](https://www.cmegroup.com/delivery_reports/Gold_Stocks.xls?download=1))", "[https://www.[cmegroup.com/delivery_reports/Silver_stocks.xls?download=1](https://www.cmegroup.com/delivery_reports/Silver_stocks.xls?download=1)](https://cmegroup.com/delivery_reports/Silver_stocks.xls?download=1](https://www.cmegroup.com/delivery_reports/Silver_stocks.xls?download=1))" ] }, { "gap_id": "SGE-weekly-inventory-flow", "requirement": "硬性覆盖：SGE 出入库（周频）", "status": "unverified_in_window", "summary": "本轮检查上金所 2026-09-04 每日行情查询页与行情周报索引；每日行情页未返回出入库或周频库存数字，周报索引也未提供覆盖当前窗口的新周频数值，因此没有用每日行情页面替代周频出入库事实。", "attempted_routes": [ "https://www.sge.com.cn/sjzx/quotation_daily_new?start_date=2026-09-04&end_date=2026-09-04", "https://www.sge.com.cn/sjzx/hqzb" ] } ] }