2026-08-14 14:30｜金银回落，9月加息概率降至35%但实际收益率约3%

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"invalidation_conditions": "后续窗口现货金收复 4326.75 美元并形成新的上行价格状态时，短线偏弱传导失效", "source_urls": ["[https://www.[reuters.com/world/india/gold-heads-weekly-loss-investors-unwind-inflation-fuelled-rally-2026-08-14/](https://www.reuters.com/world/india/gold-heads-weekly-loss-investors-unwind-inflation-fuelled-rally-2026-08-14/)](https://reuters.com/world/india/gold-heads-weekly-loss-investors-unwind-inflation-fuelled-rally-2026-08-14/](https://www.reuters.com/world/india/gold-heads-weekly-loss-investors-unwind-inflation-fuelled-rally-2026-08-14/))"], "source_tier": "B" }, { "event_id": "reuters-AU-20260814-gold-futures-438250", "event_type": "macro_release", "title": "美国黄金期货报 4382.50 美元并跌近 1%", "event_time_utc": "2026-08-14T03:36:00Z", "event_time_quality": "exact", "published_at_utc": "2026-08-14T04:02:40.327Z", "asset_keys": ["AU"], "direction_score": {"AU": -1}, "confidence": 96, "horizon": "intraday", "raw_facts": { "source_date": "2026-08-14", "observed_at_utc": "2026-08-14T03:36:00Z", "us_gold_futures_december_usd_per_ounce": 4382.5, "change_percent_text": "nearly 1% lower", "source_context": "Reuters reported U.S. gold futures for December delivery at $4,382.50 per ounce, nearly 1% lower." }, "transmission_chain": "美国黄金期货报 4382.50 美元且跌近 1%→期货端获利了结与短线卖压确认→AU 盘中偏弱", "invalidation_conditions": "后续美国黄金期货重新站回 4382.50 美元并持续上行时，期货端偏弱传导失效", "source_urls": ["[https://www.[reuters.com/world/india/gold-heads-weekly-loss-investors-unwind-inflation-fuelled-rally-2026-08-14/](https://www.reuters.com/world/india/gold-heads-weekly-loss-investors-unwind-inflation-fuelled-rally-2026-08-14/)](https://reuters.com/world/india/gold-heads-weekly-loss-investors-unwind-inflation-fuelled-rally-2026-08-14/](https://www.reuters.com/world/india/gold-heads-weekly-loss-investors-unwind-inflation-fuelled-rally-2026-08-14/))"], "source_tier": "B" }, { "event_id": "reuters-AG-20260814-silver-6417", "event_type": "macro_release", "title": "现货银报 64.17 美元并跌 0.4%", "event_time_utc": "2026-08-14T03:36:00Z", "event_time_quality": "exact", "published_at_utc": "2026-08-14T04:02:40.327Z", "asset_keys": ["AG"], "direction_score": {"AG": -1}, "confidence": 96, "horizon": "intraday", "raw_facts": { "source_date": "2026-08-14", "observed_at_utc": "2026-08-14T03:36:00Z", "spot_silver_usd_per_ounce": 64.17, "change_percent": -0.4, "source_context": "Reuters reported spot silver at $64.17 per ounce, down 0.4%." }, "transmission_chain": "现货银报 64.17 美元且下跌 0.4%→贵金属获利了结同时压低工业金属风险偏好→AG 盘中偏弱", "invalidation_conditions": "后续窗口现货银收复 64.17 美元并转为持续上行时，短线偏弱传导失效", "source_urls": 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were pricing a 35% chance of a Fed hike next month, compared with 55% a week earlier, citing CME FedWatch." }, "transmission_chain": "下月加息概率由一周前 55%降至 35%→预期政策利率与持有美元资产的收益率压力下降→AU 与 AG 获得短线支撑", "invalidation_conditions": "后续就业、通胀或联储沟通使下月加息概率重新升回 55%附近或更高时，正向传导失效", "source_urls": ["[https://www.[reuters.com/world/china/global-markets-wrapup-1-2026-08-14/](https://www.reuters.com/world/china/global-markets-wrapup-1-2026-08-14/)](https://reuters.com/world/china/global-markets-wrapup-1-2026-08-14/](https://www.reuters.com/world/china/global-markets-wrapup-1-2026-08-14/))"], "source_tier": "B" }, { "event_id": "reuters-AUAG-20260814-us-30y-real-yield-3pct", "event_type": "real_rate", "title": "美国 30 年实际收益率约 3%并近 18 年高位", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-14T04:10:09.838Z", "asset_keys": ["AU", "AG"], "direction_score": {"AU": -2, "AG": -1}, "confidence": 91, "horizon": "weeks", "raw_facts": { "source_date": "2026-08-14", "us_30_year_real_yield_percent_text": "around 3%", "us_30_year_real_yield_level": "near an 18-year high", "source_context": "Reuters reported that U.S. 30-year real yields, measured by inflation-linked bonds, were near 18-year highs at around 3%." }, "transmission_chain": "美国 30 年实际收益率约 3%且接近 18 年高位→持有无息贵金属的机会成本上升→AU 中期承压、AG 同向受压", "invalidation_conditions": "后续美国长期实际收益率明显跌离约 3%并持续回落时，实际收益率的负向传导失效", "source_urls": ["[https://www.[reuters.com/world/asia-pacific/ai-driven-surge-bond-yields-could-be-next-risk-markets-growth-2026-08-14/](https://www.reuters.com/world/asia-pacific/ai-driven-surge-bond-yields-could-be-next-risk-markets-growth-2026-08-14/)](https://reuters.com/world/asia-pacific/ai-driven-surge-bond-yields-could-be-next-risk-markets-growth-2026-08-14/](https://www.reuters.com/world/asia-pacific/ai-driven-surge-bond-yields-could-be-next-risk-markets-growth-2026-08-14/))"], "source_tier": "B" }, { "event_id": "reuters-AUAG-20260814-iran-blockade-oil-8708", "event_type": "geopolitics", "title": "伊朗封锁威胁下布油报 87.08 美元", "event_time_utc": "2026-08-14T02:47:00Z", "event_time_quality": "exact", "published_at_utc": "2026-08-14T01:36:13.382Z", "asset_keys": ["AU", "AG"], "direction_score": {"AU": 1, "AG": 0}, "confidence": 94, "horizon": "days", "raw_facts": { "source_date": "2026-08-14", "observed_at_utc": "2026-08-14T02:47:00Z", "us_indefinite_naval_blockade_threat": true, "brent_usd_per_barrel": 87.08, "brent_change_percent": 0.1, "wti_usd_per_barrel": 81.31, "weekly_gain_percent_text": "about 4%", "strait_of_hormuz_share_of_global_oil_before_conflict_percent": 20, "source_context": "Reuters reported that the U.S. threatened an indefinite naval blockade of Iran; Brent was $87.08 per barrel and WTI was $81.31 by 0247 GMT." }, "transmission_chain": "美国无限期封锁威胁叠加霍尔木兹供应风险，布油 87.08 美元、WTI81.31 美元→地缘不确定性与能源供给风险上升→AU 避险支撑增强，AG 方向受工业需求与避险两端抵消", "invalidation_conditions": "停火谈判取得可核验进展、封锁威胁撤回或油价持续回落并削弱供应风险时，地缘正向传导失效", "source_urls": 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2.9%", "source_context": "Reuters reported the yen at 159.37 per U.S. dollar and said the 10-year U.S. Treasury yield was close to 4.7%, versus under 2.9% for Japan's 10-year government bonds." }, "transmission_chain": "美元兑日元报 159.37 且美国 10 年期收益率接近 4.7%→美元利差与持有美元资产的收益率优势仍在→AU 与 AG 短线机会成本偏高", "invalidation_conditions": "美国 10 年期收益率明显跌破当前约 4.7%或美元利差快速收窄时，负向传导失效", "source_urls": ["[https://www.[reuters.com/world/china/global-markets-view-europe-2026-08-14/](https://www.reuters.com/world/china/global-markets-view-europe-2026-08-14/)](https://reuters.com/world/china/global-markets-view-europe-2026-08-14/](https://www.reuters.com/world/china/global-markets-view-europe-2026-08-14/))"], "source_tier": "B" } ], "coverage_gaps": [ { "scope": "GLD/SLV 每日持仓变动", "status": "unverified", "reason": "本轮改用 Google 定向检索 SPDR 与 iShares 官方持仓页面，并复核 Reuters 相关市场文章；未取得同时满足窗口归属、持仓变动数字和发布时间证据的 GLD/SLV 数据，故未入流。" }, { "scope": "COMEX 金银库存分级、SHFE AU/AG 仓单与 SGE 出入库", "status": "unverified", "reason": "本轮改用 Google 定向检索 CME delivery reports、SHFE 和 SGE 页面，并复核 CME 公告入口；未取得 2026-08-14T01:30:00Z—2026-08-14T06:30:00Z 窗口内可核验的库存、仓单或出入库数字，故未以入口页或交割条款替代。" }, { "scope": "美国财政部实际收益率曲线", "status": "unverified", "reason": "本轮改走 Google 返回的美国财政部 Daily Treasury Rates TextView 并直接读取页面；该入口返回的是 Daily Treasury Bill Rates，页面最新行到 2026-08-13，未提供本窗口内实际收益率曲线及其发布时间证据。Reuters 报道的美国 30 年实际收益率约 3%仅作 Tier B 事件，不能替代该 Tier A 覆盖。" } ] }