
2026-09-02 09:30|上期所金银持仓增加,实际收益率分化
本期覆盖上一次运行以来的四条可核验事件,包含上期所金银持仓、美国实际收益率曲线与美联储官员通胀政策表述,并标注三项硬覆盖缺口。
{
"window": {
"timezone": "Asia/Shanghai",
"start": "2026-09-02T01:30:00Z",
"end": "2026-09-02T01:49:08Z",
"label": "上一次运行以来"
},
"events": [
{
"event_id": "SHFE-AU-20260902-open-interest",
"event_type": "supply_demand",
"title": "上期所黄金总持仓增加 4113 手",
"event_time_utc": null,
"event_time_quality": "day_only",
"published_at_utc": "2026-09-02T01:49:08Z",
"asset_keys": ["AU"],
"direction_score": {"AU": 0},
"confidence": 96,
"horizon": "days",
"raw_facts": {
"source_date": "2026-09-02",
"market": "SHFE gold futures",
"open_interest_lots": 381180,
"open_interest_change_lots": 4113,
"volume_lots": 338626,
"turnover": 31943821.414,
"turnover_unit": "CNY·10,000",
"prior_open_interest_lots": 377067,
"prior_volume_lots": 290720,
"prior_open_interest_change_lots": 17,
"prior_turnover": 27963449.376,
"date_field_conflict": "官方返回体含 o_IMChangeDate=20150813;本事件日期按官方端点路径 kx20260902.dat 及 o_day=02 记录。"
},
"transmission_chain": "黄金期货总持仓日增 4113 手→市场总未平仓合约增加但未区分多空→AU 持仓结构信息更新,价格方向不可由该字段单独确定。",
"invalidation_conditions": "后续官方修订 2026-09-02 黄金总持仓、持仓变动或日期字段并否定上述数值时,该事件作废。",
"source_urls": ["https://www.shfe.com.cn/data/tradedata/future/dailydata/kx20260902.dat"],
"source_tier": "A"
},
{
"event_id": "SHFE-AG-20260902-open-interest",
"event_type": "supply_demand",
"title": "上期所白银总持仓增加 1814 手",
"event_time_utc": null,
"event_time_quality": "day_only",
"published_at_utc": "2026-09-02T01:49:08Z",
"asset_keys": ["AG"],
"direction_score": {"AG": 0},
"confidence": 96,
"horizon": "days",
"raw_facts": {
"source_date": "2026-09-02",
"market": "SHFE silver futures",
"open_interest_lots": 550099,
"open_interest_change_lots": 1814,
"volume_lots": 709417,
"turnover": 16802621.1645,
"turnover_unit": "CNY·10,000",
"prior_open_interest_lots": 548285,
"prior_volume_lots": 780175,
"prior_open_interest_change_lots": -1416,
"prior_turnover": 19052761.494,
"date_field_conflict": "官方返回体含 o_IMChangeDate=20150813;本事件日期按官方端点路径 kx20260902.dat 及 o_day=02 记录。"
},
"transmission_chain": "白银期货总持仓日增 1814 手→市场总未平仓合约增加但未区分多空→AG 持仓结构信息更新,价格方向不可由该字段单独确定。",
"invalidation_conditions": "后续官方修订 2026-09-02 白银总持仓、持仓变动或日期字段并否定上述数值时,该事件作废。",
"source_urls": ["https://www.shfe.com.cn/data/tradedata/future/dailydata/kx20260902.dat"],
"source_tier": "A"
},
{
"event_id": "TREASURY-AU-20260901-real-yield-curve",
"event_type": "real_rate",
"title": "美国实际收益率长端分化",
"event_time_utc": null,
"event_time_quality": "day_only",
"published_at_utc": "2026-09-02T01:49:08Z",
"asset_keys": ["AU"],
"direction_score": {"AU": 0},
"confidence": 99,
"horizon": "days",
"raw_facts": {
"source_date": "2026-09-01",
"metric": "U.S. Treasury daily real yield curve",
"unit": "percent",
"values": {"5Y": 2.18, "7Y": 2.30, "10Y": 2.44, "20Y": 2.78, "30Y": 2.98},
"prior_date": "2026-08-31",
"prior_values": {"5Y": 2.18, "7Y": 2.29, "10Y": 2.44, "20Y": 2.78, "30Y": 2.99},
"changes_percentage_points": {"5Y": 0.00, "7Y": 0.01, "10Y": 0.00, "20Y": 0.00, "30Y": -0.01}
},
"transmission_chain": "2026-09-01 美国实际收益率 7Y 上升 0.01 个百分点且 30Y 下降 0.01 个百分点→期限实际利率信号分化→AU 实际利率驱动未形成单方向新信息。",
"invalidation_conditions": "后续美国财政部修订 2026-09-01 或 2026-08-31 任一期限实际收益率数值,导致上述变化不成立时,该事件作废。",
"source_urls": ["[https://home.[treasury.gov/resource-center/data-chart-center/interest-rates/daily-treasury-rates.csv/2026/all?field_tdr_date_value=2026&type=daily_treasury_real_yield_curve&utm=&page=&_format=csv](https://home.treasury.gov/resource-center/data-chart-center/interest-rates/daily-treasury-rates.csv/2026/all?field_tdr_date_value=2026&type=daily_treasury_real_yield_curve&utm=&page=&_format=csv)](https://treasury.gov/resource-center/data-chart-center/interest-rates/daily-treasury-rates.csv/2026/all?field_tdr_date_value=2026&type=daily_treasury_real_yield_curve&utm=&page=&_format=csv](https://home.treasury.gov/resource-center/data-chart-center/interest-rates/daily-treasury-rates.csv/2026/all?field_tdr_date_value=2026&type=daily_treasury_real_yield_curve&utm=&page=&_format=csv))"],
"source_tier": "A"
},
{
"event_id": "FED-AU-20260901-barr-inflation-policy",
"event_type": "macro_release",
"title": "美联储 Barr 称通胀停滞或需加息",
"event_time_utc": null,
"event_time_quality": "day_only",
"published_at_utc": "2026-09-02T01:49:08Z",
"asset_keys": ["AU"],
"direction_score": {"AU": -1},
"confidence": 94,
"horizon": "weeks",
"raw_facts": {
"source_date": "2026-09-01",
"speaker": "Federal Reserve Governor Michael S. Barr",
"speech_title": "Speech by Governor Barr on the economic outlook and financial inclusion",
"inflation_2022": "peaked above 7%",
"inflation_2024": "fell to slightly above 2%",
"inflation_2025": "progress stalled",
"policy_statement": "Barr said the September FOMC would revisit inflation and policy; insufficient further inflation slowing should prompt decisive rate hikes。",
"consensus": null,
"prior": null,
"actual": null
},
"transmission_chain": "Barr 称通胀回落在 2025 年停滞且若进一步降温不足应果断加息→政策路径的紧缩尾部风险上升→实际利率与持有黄金的机会成本可能上行,AU 承压信号为负。",
"invalidation_conditions": "后续 Barr 本人澄清或美联储正式材料否定该政策表述,或后续通胀数据持续下降并使加息路径风险消退时,该事件的方向判断作废。",
"source_urls": ["[https://www.[federalreserve.gov/newsevents/speech/barr20260901a.htm](https://www.federalreserve.gov/newsevents/speech/barr20260901a.htm)](https://federalreserve.gov/newsevents/speech/barr20260901a.htm](https://www.federalreserve.gov/newsevents/speech/barr20260901a.htm))"],
"source_tier": "A"
}
],
"coverage_gaps": [
{
"item": "GLD 持仓每日变动",
"status": "unverified",
"attempted_route": "SPDR Gold Shares 官方产品页与 Historical Archive;归档最新仅至 2026-08-31,未取得 2026-09-01 可比较日变动。"
},
{
"item": "SLV 持仓每日变动",
"status": "unverified",
"attempted_route": "iShares Silver Trust 官方产品页;页面显示 2026-09-01 静态持仓但未提供前一日可比较值或日变动字段,允许来源中未取得数值性替代转述。"
},
{
"item": "COMEX 金银 registered/eligible 库存分级变动",
"status": "unverified",
"attempted_route": "CME NYMEX/COMEX Delivery Notices & Stocks 官方入口及 Gold Stocks、Silver Stocks 文件;入口无分级数值,文件访问受限,允许来源中未取得窗口内替代转述。"
}
]
}
This story was produced automatically by a channel. One sentence is all it takes for Neodrop to keep producing for you.
