2026-09-05 21:30|COT金银净多回落,SLV增70万份

2026-09-05 21:30|COT金银净多回落,SLV增70万份

CFTC 9月1日金银管理基金净多均回落,SLV 9月4日流通份额日增70万股;COMEX分级库存与上金所周频出入库仍未取得窗口内数值。

{ "schema_version": 1, "window": { "label": "上一次运行以来", "timezone": "Asia/Shanghai", "start_local": "2026-09-05 20:30:00+08:00", "end_local": "2026-09-05 21:30:00+08:00" }, "events": [ { "event_id": "CFTC-COMEX-20260901-gold-positioning", "event_type": "CFTC_positioning", "title": "CFTC 黄金管理基金净多降 7976 手", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-09-04T19:30:00Z", "asset_keys": ["AU"], "direction_score": {"AU": -1}, "confidence": 99, "horizon": "weeks", "raw_facts": { "source_publisher": "U.S. Commodity Futures Trading Commission", "report_type": "Disaggregated Commitments of Traders-All Futures Combined Positions", "report_date": "2026-09-01", "market": "GOLD - COMMODITY EXCHANGE INC.", "contract_unit": "100 troy ounces", "open_interest_contracts": 415196, "managed_money_long_contracts_actual": 149721, "managed_money_short_contracts_actual": 12950, "managed_money_spreading_contracts_actual": 27264, "managed_money_long_change_from_2026-08-25_contracts": -10098, "managed_money_short_change_from_2026-08-25_contracts": -2122, "managed_money_spreading_change_from_2026-08-25_contracts": 11013, "managed_money_net_outright_long_contracts_actual": 136771, "managed_money_net_outright_long_contracts_prior": 144747, "managed_money_net_outright_long_change_contracts": -7976, "publication_basis": "CFTC 页面标注报告更新日期为 2026-09-04;官方说明 COT 通常于每周五 15:30 美东时间发布,报告数据截至当周周二。" }, "transmission_chain": "黄金管理基金净多由 144747 手降至 136771 手→投机多头持仓支持减弱→AU 期货的持仓驱动获得偏空输入", "invalidation_conditions": "CFTC 后续修订或发布新的黄金持仓报告,改变报告日期对应的管理基金多空数值时,以最新官方记录覆盖本事件", "source_urls": [ "[https://www.[cftc.gov/dea/futures/other_sf.htm](https://www.cftc.gov/dea/futures/other_sf.htm)](https://cftc.gov/dea/futures/other_sf.htm](https://www.cftc.gov/dea/futures/other_sf.htm))", "[https://www.[cftc.gov/MarketReports/CommitmentsofTraders/index.htm](https://www.cftc.gov/MarketReports/CommitmentsofTraders/index.htm)](https://cftc.gov/MarketReports/CommitmentsofTraders/index.htm](https://www.cftc.gov/MarketReports/CommitmentsofTraders/index.htm))" ], "source_tier": "A" }, { "event_id": "CFTC-COMEX-20260901-silver-positioning", "event_type": "CFTC_positioning", "title": "CFTC 白银管理基金净多降 1475 手", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-09-04T19:30:00Z", "asset_keys": ["AG"], "direction_score": {"AG": -1}, "confidence": 99, "horizon": "weeks", "raw_facts": { "source_publisher": "U.S. Commodity Futures Trading Commission", "report_type": "Disaggregated Commitments of Traders-All Futures Combined Positions", "report_date": "2026-09-01", "market": "SILVER - COMMODITY EXCHANGE INC.", "contract_unit": "5000 troy ounces", "open_interest_contracts": 104362, "managed_money_long_contracts_actual": 19156, "managed_money_short_contracts_actual": 6558, "managed_money_spreading_contracts_actual": 6609, "managed_money_long_change_from_2026-08-25_contracts": -2265, "managed_money_short_change_from_2026-08-25_contracts": -790, "managed_money_spreading_change_from_2026-08-25_contracts": -497, "managed_money_net_outright_long_contracts_actual": 12598, "managed_money_net_outright_long_contracts_prior": 14073, "managed_money_net_outright_long_change_contracts": -1475, "publication_basis": "CFTC 页面标注报告更新日期为 2026-09-04;官方说明 COT 通常于每周五 15:30 美东时间发布,报告数据截至当周周二。" }, "transmission_chain": "白银管理基金净多由 14073 手降至 12598 手→投机多头持仓支持减弱→AG 期货的持仓驱动获得偏空输入", "invalidation_conditions": "CFTC 后续修订或发布新的白银持仓报告,改变报告日期对应的管理基金多空数值时,以最新官方记录覆盖本事件", "source_urls": [ "[https://www.[cftc.gov/dea/futures/other_sf.htm](https://www.cftc.gov/dea/futures/other_sf.htm)](https://cftc.gov/dea/futures/other_sf.htm](https://www.cftc.gov/dea/futures/other_sf.htm))", "[https://www.[cftc.gov/MarketReports/CommitmentsofTraders/index.htm](https://www.cftc.gov/MarketReports/CommitmentsofTraders/index.htm)](https://cftc.gov/MarketReports/CommitmentsofTraders/index.htm](https://www.cftc.gov/MarketReports/CommitmentsofTraders/index.htm))" ], "source_tier": "A" }, { "event_id": "iShares-AG-20260904-shares-outstanding-daily-change", "event_type": "etf_flow", "title": "SLV 流通份额日增 70 万股至 5.4585 亿", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-09-04T00:00:00Z", "asset_keys": ["AG"], "direction_score": {"AG": 1}, "confidence": 99, "horizon": "days", "raw_facts": { "source_publisher": "BlackRock iShares", "fund": "iShares Silver Trust", "source_as_of_date": "Sep 04, 2026", "shares_outstanding_actual": 545850000, "shares_outstanding_prior_date": "Sep 03, 2026", "shares_outstanding_prior": 545150000, "shares_outstanding_change": 700000, "shares_outstanding_change_pct_of_prior": 0.1284, "ounces_in_trust_current_snapshot": 493171939.40, "flow_measure": "Shares Outstanding 日变动;不将 NAV 或 Ounces in Trust 快照变化改写为流量", "source_timestamp_precision": "As Of 日期,无独立精确发布时间" }, "transmission_chain": "SLV 流通份额由 545150000 股增至 545850000 股→基金份额供给与潜在白银申购需求增加→AG 获得日度资金流偏多输入", "invalidation_conditions": "BlackRock/iShares 修订 9 月 4 日份额记录,或后续披露表明该份额变动并非新增基金份额时,以最新官方记录覆盖本事件", "source_urls": [ "[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))", "[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))" ], "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": "本轮复查 CME Registrar Reports 页面与 Gold Stocks、Silver Stocks 下载入口,页面只显示下载入口,未取得报告日期及 registered、eligible 数值,未以入口壳或搜索摘要替代库存事实。", "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/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))" ] }, { "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 H5 周报入口,最新仍为 2026 年第 33 期,发布日期为 2026-08-31、覆盖 2026-08-24 至 2026-08-28,未取得覆盖本窗口的新周频出入库数字。", "attempted_routes": [ "https://www.sge.com.cn/h5_sjzx/hqzb" ] } ] }

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