Скачать или смотреть JP Morgan Is “Long” Silver — But Not the Way You Think

There’s a growing belief that JP Morgan being “long” silver means higher prices are inevitable. This video explains why that assumption is misleading — and why institutional positioning doesn’t work the way most people think it does.
We break down how large banks actually use physical holdings, why being long does not automatically mean being bullish, and how control over settlement, delivery, and liquidity matters more than directional exposure. The focus is not on predictions, but on understanding incentives, balance-sheet behavior, and why silver often behaves differently than fundamentals suggest.
This is about how the silver market functions during stress, why physical metal becomes a tool rather than a trade, and why retail interpretations of institutional data frequently miss the bigger picture.
Topics covered in this video:
• What “long” really means at the institutional level
• Physical silver vs paper exposure
• Why control matters more than price direction
• How settlement and delivery shape outcomes
• The trap created by misreading positioning data
This content is intended for viewers following silver, precious metals, macro finance, and systemic market risk.

silver market, silver price, JP Morgan silver, physical silver, precious metals, silver positioning, silver settlement, COMEX silver, LBMA silver, macro finance, systemic risk, market structure
#Silver #PreciousMetals #MacroFinance #SystemicRisk #SilverMarket


Disclaimer
This content is for informational and educational purposes only and reflects analysis and opinion based on publicly available information. It does not constitute financial, investment, or legal advice. Markets involve risk, and viewers should conduct their own research or consult a qualified professional.