Silver prices have exhibited notable volatility through mid-May 2026, with the metal rising sharply after a U.S.-China tariff truce before retreating on hotter-than-expected April CPI data at 3.8 percent. This mixed macro backdrop—strong industrial demand from solar, electronics, and electric vehicles offset by firmer inflation readings that have pushed back expectations for near-term Federal Reserve rate cuts—continues to shape trader positioning ahead of the June futures settlement. Persistent supply deficits and a resilient U.S. dollar add further pressure, while upcoming May CPI and labor-market releases could shift rate-path expectations and near-term price momentum. Market-implied odds reflect this uncertainty, balancing structural demand support against near-term monetary headwinds.
基於Polymarket數據的AI實驗性摘要。這不是交易建議,也不影響該市場的結算方式。 · 更新於$261,897 交易量
140美元
3%
120美元
6%
110美元
14%
100美元
16%
$95
23%
90美元
26%
85美元
32%
80美元
43%
75美元
66%
70 美元
75%
65美元
86%
60美元
92%
$261,897 交易量
140美元
3%
120美元
6%
110美元
14%
100美元
16%
$95
23%
90美元
26%
85美元
32%
80美元
43%
75美元
66%
70 美元
75%
65美元
86%
60美元
92%
For CME Silver (SI) futures contracts, the Active Month is the nearest of CME's designated delivery-cycle months (March, May, July, September, December) that is not the spot month. The Active Month becomes a non-active month effective on its First Position Date, at which point the next eligible contract month becomes the Active Month.
Only the Active Month's official settlement price published by CME Group will be considered. Intraday trades, highs, lows, bids, offers, midpoint values, or indicative prices do not count.
Note that the settlement price may differ from the last traded price. CME's methodology to determine the settlement price can vary by commodity and contract.
Only days during June on which CME publishes an official settlement price for the Active Month will be included. Days without settlement prices (weekends, holidays, or market closures) are ignored.
This market will resolve based on the settlement price as it appears on the CME settlement page at the time it is first published for that trading day, regardless of any later corrections or updates.
The resolution source for this market is the CME Group website — specifically, the daily "Settlement" price for the Active Month of Silver (SI) futures.
市場開放時間: Dec 26, 2025, 6:28 PM ET
For CME Silver (SI) futures contracts, the Active Month is the nearest of CME's designated delivery-cycle months (March, May, July, September, December) that is not the spot month. The Active Month becomes a non-active month effective on its First Position Date, at which point the next eligible contract month becomes the Active Month.
Only the Active Month's official settlement price published by CME Group will be considered. Intraday trades, highs, lows, bids, offers, midpoint values, or indicative prices do not count.
Note that the settlement price may differ from the last traded price. CME's methodology to determine the settlement price can vary by commodity and contract.
Only days during June on which CME publishes an official settlement price for the Active Month will be included. Days without settlement prices (weekends, holidays, or market closures) are ignored.
This market will resolve based on the settlement price as it appears on the CME settlement page at the time it is first published for that trading day, regardless of any later corrections or updates.
The resolution source for this market is the CME Group website — specifically, the daily "Settlement" price for the Active Month of Silver (SI) futures.
Silver prices have exhibited notable volatility through mid-May 2026, with the metal rising sharply after a U.S.-China tariff truce before retreating on hotter-than-expected April CPI data at 3.8 percent. This mixed macro backdrop—strong industrial demand from solar, electronics, and electric vehicles offset by firmer inflation readings that have pushed back expectations for near-term Federal Reserve rate cuts—continues to shape trader positioning ahead of the June futures settlement. Persistent supply deficits and a resilient U.S. dollar add further pressure, while upcoming May CPI and labor-market releases could shift rate-path expectations and near-term price momentum. Market-implied odds reflect this uncertainty, balancing structural demand support against near-term monetary headwinds.
基於Polymarket數據的AI實驗性摘要。這不是交易建議,也不影響該市場的結算方式。 · 更新於
警惕外部連結哦。
警惕外部連結哦。
Frequently Asked Questions