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SGE Gold Spread Analysis

Spot vs futures spread analysis for Shanghai Gold Exchange gold contracts.

Shanghai Gold Exchange Gold Spread Analysis

About this data

This page tracks the daily spread between the Shanghai Gold Exchange Au99.99 spot contract and the Au(T+D) deferred contract, quoted in yuan per gram as spot minus deferred and as a percentage of the spot price. A persistently positive spread points to tight physical supply or strong spot demand in China; a negative spread suggests selling pressure in the deferred market or ample physical supply.

Source: Shanghai Gold Exchange (sge.com.cn) official daily data, updated after each SGE trading session.

Frequently asked questions

What is SGE Au99.99?
Au99.99 is the Shanghai Gold Exchange spot contract for 99.99%-purity gold, quoted in yuan per gram. It is the benchmark price for physical gold in China.
What is Au(T+D)?
Au(T+D) is the SGE margin-traded deferred-delivery gold contract. Positions can be rolled indefinitely against a daily deferral fee, so it behaves like a perpetual future and attracts leveraged and hedging flows.
What does the Au99.99 vs Au(T+D) spread indicate?
The spread separates physical demand from paper positioning inside China. Spot trading above deferred signals buyers paying up for immediate metal; spot below deferred signals speculative length in the deferred market outrunning physical demand.