截至2026年8月19日13时：6条豆粕ETF结构化事件

[ { "event_id": "mysteel-cn-20260819-national-basis", "title": "全国豆粕 09 合约基差多数下跌 10 元", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-19T03:56:01Z", "event_type": "spot_basis", "asset_keys": ["SOYMEAL_ETF"], "direction_score": -1, "confidence": 96, "horizon": "days", "raw_facts": { "report_date": "2026-08-19", "contract": "豆粕 09 合约", "basis_yuan_per_ton": { "昆明": 30, "长春": 40, "周口": -60, "厦门": -50, "防城港": -140, "日照": -130, "南通": -120, "东莞": -110 }, "change_vs_previous_report_yuan_per_ton": { "昆明": 0, "长春": 0, "周口": 10, "厦门": 10, "防城港": -10, "日照": -10, "南通": -10, "东莞": -10 }, "comparison_basis": "昆明、长春基差持稳；周口、厦门上涨 10 元/吨；其余多地基差下跌 10 元/吨，沿海弱于内陆" }, "transmission_chain": "全国主要市场豆粕 09 合约基差多数走弱，防城港、日照、南通和东莞等沿海市场分别为-140、-130、-120 和-110 元/吨；沿海基差下行会削弱区域现货升水，对豆粕 ETF 近端现货支撑形成偏空信号。", "invalidation_conditions": [ "沿海主要市场基差止跌并连续回升", "现货成交价格未跟随基差走弱" ], "source_urls": ["[https://ncp.[m.mysteel.com/a/26081911/D0682ADA89D19561_abc.html](https://ncp.m.mysteel.com/a/26081911/D0682ADA89D19561_abc.html)](https://m.mysteel.com/a/26081911/D0682ADA89D19561_abc.html](https://ncp.m.mysteel.com/a/26081911/D0682ADA89D19561_abc.html))"], "source_tier": "B" }, { "event_id": "mysteel-cn-20260819-ludafu-basis", "title": "路易达孚华南豆粕远期基差持稳", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-19T03:47:51Z", "event_type": "spot_basis", "asset_keys": ["SOYMEAL_ETF"], "direction_score": 0, "confidence": 98, "horizon": "weeks", "raw_facts": { "report_date": "2026-08-19", "region": "华南", "producer": "路易达孚华南油厂", "basis_quotes_yuan_per_ton": { "2026 年 8 月": "M2609-60", "2026 年 9 月": "M2609+0", "2026 年 10 月至 2027 年 1 月": "M2701+20", "2027 年 5 月至 7 月": "M2705+0" }, "sales_condition": "以上报价均限量供应", "comparison_basis": "页面表述各期限基差出厂价持稳，未披露较前一交易日的具体变动" }, "transmission_chain": "路易达孚华南各期限豆粕基差出厂价维持在 M2609-60 至 M2701+20、M2705+0 的结构，近远月报价暂未提供新的边际方向；该油厂远期现货定价信号对豆粕 ETF 中性。", "invalidation_conditions": [ "同期限基差报价出现连续同向调整", "限量货源成交价格明显偏离当前报价" ], "source_urls": ["[https://ncp.[m.mysteel.com/a/26081911/109AAF00279C332F_abc.html](https://ncp.m.mysteel.com/a/26081911/109AAF00279C332F_abc.html)](https://m.mysteel.com/a/26081911/109AAF00279C332F_abc.html](https://ncp.m.mysteel.com/a/26081911/109AAF00279C332F_abc.html))"], "source_tier": "B" }, { "event_id": "mysteel-cn-20260819-yueyang-spot", "title": "岳阳益海 43%豆粕 3220 元涨 10 元", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-19T03:40:38Z", "event_type": "spot_basis", "asset_keys": ["SOYMEAL_ETF"], "direction_score": 1, "confidence": 98, "horizon": "days", "raw_facts": { "report_date": "2026-08-19", "region": "湖南岳阳", "producer": "岳阳益海油厂", "product": "43%豆粕现货", "quote_yuan_per_ton": 3220, "change_vs_previous_day_yuan_per_ton": 10, "comparison_basis": "现货一口价较前一日上涨 10 元/吨" }, "transmission_chain": "岳阳益海 43%豆粕现货一口价上调 10 元至 3220 元/吨，区域现货报价边际走强；若成交价格跟随报价，豆粕 ETF 近端现货信号偏多。", "invalidation_conditions": [ "岳阳现货成交价格未跟随 3220 元/吨报价", "后续报价回落并收回本次 10 元涨幅" ], "source_urls": ["[https://ncp.[m.mysteel.com/a/26081911/9B171FD361F53B5B_abc.html](https://ncp.m.mysteel.com/a/26081911/9B171FD361F53B5B_abc.html)](https://m.mysteel.com/a/26081911/9B171FD361F53B5B_abc.html](https://ncp.m.mysteel.com/a/26081911/9B171FD361F53B5B_abc.html))"], "source_tier": "B" }, { "event_id": "mysteel-cn-20260819-guangzhou-basis", "title": "广州植之元远期基差报 01-50 至 01+20", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-19T03:36:54Z", "event_type": "spot_basis", "asset_keys": ["SOYMEAL_ETF"], "direction_score": 0, "confidence": 95, "horizon": "weeks", "raw_facts": { "report_date": "2026-08-19", "region": "广州", "producer": "广州东凌粮油/植之元", "basis_quotes_yuan_per_ton": { "2026 年 9 月合约": "01-50", "2026 年 10 月 1 日至 10 月 15 日交货": "01-30", "2026 年 10 月至 2027 年 1 月": "01+20" }, "comparison_basis": "页面披露各交货期基差报价，未披露较前一交易日变动" }, "transmission_chain": "广州植之元远期豆粕基差按交货期从 01-50、01-30 到 01+20 分层报价，页面未给出前一日对比，因此该条信息反映远期定价水平，方向信号暂定中性。", "invalidation_conditions": [ "同交货期基差报价明显下调", "远期成交确认与当前报价方向相反" ], "source_urls": ["[https://ncp.[m.mysteel.com/a/26081911/E73A964CB01C3E30_abc.html](https://ncp.m.mysteel.com/a/26081911/E73A964CB01C3E30_abc.html)](https://m.mysteel.com/a/26081911/E73A964CB01C3E30_abc.html](https://ncp.m.mysteel.com/a/26081911/E73A964CB01C3E30_abc.html))"], "source_tier": "B" }, { "event_id": "mysteel-cn-20260819-cargill-basis", "title": "嘉吉华南豆粕远期基差报 09-70 至 05+20", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-19T03:35:27Z", "event_type": "spot_basis", "asset_keys": ["SOYMEAL_ETF"], "direction_score": 0, "confidence": 90, "horizon": "weeks", "raw_facts": { "report_date": "2026-08-19", "region": "华南阳江、麻涌", "producer": "嘉吉华南油厂", "basis_quotes_yuan_per_ton": { "2026 年 8 月阳江": "09-60", "2026 年 8 月麻涌": "09-70", "2026 年 9 月": "09+0", "2026 年 10 月至 2027 年 1 月": "01+20", "2027 年 5 月至 7 月": "05+20" }, "sales_condition": "麻涌 8 月报价限量", "comparison_basis": "页面同时出现 8 月 18 日发布表述和 8 月 19 日当前报价，未披露较前一交易日变动" }, "transmission_chain": "嘉吉华南豆粕近月基差从阳江 09-60、麻涌 09-70 到 9 月 09+0，远月 10 月至次年 1 月报 01+20、2027 年 5 月至 7 月报 05+20；页面没有变动值，该远期定价结构对豆粕 ETF 方向暂定中性。", "invalidation_conditions": [ "同期限基差报价出现连续同向调整", "后续成交价格与当前限量报价明显偏离" ], "source_urls": ["[https://ncp.[m.mysteel.com/a/26081911/A296F8979437DC41_abc.html](https://ncp.m.mysteel.com/a/26081911/A296F8979437DC41_abc.html)](https://m.mysteel.com/a/26081911/A296F8979437DC41_abc.html](https://ncp.m.mysteel.com/a/26081911/A296F8979437DC41_abc.html))"], "source_tier": "B" }, { "event_id": "mysteel-cn-20260819-zhanjiang-spot", "title": "湛江渤海 43%豆粕 3130 元涨 50 元", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-19T03:34:10Z", "event_type": "spot_basis", "asset_keys": ["SOYMEAL_ETF"], "direction_score": 1, "confidence": 82, "horizon": "days", "raw_facts": { "report_date": "2026-08-19", "region": "广东湛江", "producer": "湛江渤海油厂", "product": "43%豆粕现货", "quote_yuan_per_ton": 3130, "change_vs_previous_quote_yuan_per_ton": 50, "46_percent_premium_yuan_per_ton": 130, "comparison_basis": "正文明确称 43%豆粕出厂价上调 50 元/吨；页面标题写为「出厂价稳定」，方向存在页面内冲突" }, "transmission_chain": "湛江渤海正文报价显示 43%豆粕为 3130 元/吨并较前一报价上调 50 元，华南现货报价出现边际走强；若实际成交确认涨幅，豆粕 ETF 近端现货信号偏多。", "invalidation_conditions": [ "后续页面或成交确认出厂价维持稳定而非上涨", "湛江现货报价回落并收回本次 50 元涨幅" ], "source_urls": ["[https://ncp.[m.mysteel.com/a/26081911/A728E7116BCB7B6F_abc.html](https://ncp.m.mysteel.com/a/26081911/A728E7116BCB7B6F_abc.html)](https://m.mysteel.com/a/26081911/A728E7116BCB7B6F_abc.html](https://ncp.m.mysteel.com/a/26081911/A728E7116BCB7B6F_abc.html))"], "source_tier": "B" } ]