
截至2026年8月21日14时:3条豆粕ETF结构化事件
截至北京时间2026年8月21日14:00,13:00至14:00新增陕西、四川、重庆三地油厂43%豆粕远期基差报价,分别报m01+80、09+50和09+120/0,页面均未披露较前次报价变动。
[
{
"event_id": "mysteel-cn-20260821-shaanxi-forward-basis",
"title": "陕西邦淇 9 月基差报 m01+80",
"event_time_utc": null,
"event_time_quality": "day_only",
"published_at_utc": "2026-08-21T05:55:30Z",
"event_type": "spot_basis",
"asset_keys": [
"SOYMEAL_ETF"
],
"direction_score": 0,
"confidence": 94,
"horizon": "weeks",
"raw_facts": {
"report_date": "2026-08-21",
"region": "陕西西安",
"producer": "邦淇油脂",
"protein": "43%",
"quote_type": "远期基差",
"delivery_period_as_reported": "9 月",
"contract_code_as_reported": "m01",
"basis_yuan_per_ton": 80,
"quote_as_reported": "9 月基差 m01+80",
"comparison_basis": "页面未披露较前次报价变动"
},
"transmission_chain": "陕西西安邦淇 43%豆粕远期报价报 9 月基差 m01+80,正基差水平显示现货相对期货保持升水;页面未给出较前次报价的变动值,短线 ETF 方向仍需结合现货价格、成交和其他销区基差判断。",
"invalidation_conditions": [
"邦淇后续远期基差下调或转负",
"陕西现货报价与该远期基差同步走弱",
"其他销区基差明显走弱,区域正基差未形成扩散"
],
"source_urls": [
"[https://ncp.[m.mysteel.com/doupo/m/26082113/C88157284EBE9A1A_abc.html](https://ncp.m.mysteel.com/doupo/m/26082113/C88157284EBE9A1A_abc.html)](https://m.mysteel.com/doupo/m/26082113/C88157284EBE9A1A_abc.html](https://ncp.m.mysteel.com/doupo/m/26082113/C88157284EBE9A1A_abc.html))"
],
"source_tier": "B"
},
{
"event_id": "mysteel-cn-20260821-sichuan-forward-basis",
"title": "四川新津中储粮 43%豆粕报 09+50",
"event_time_utc": null,
"event_time_quality": "day_only",
"published_at_utc": "2026-08-21T05:55:30Z",
"event_type": "spot_basis",
"asset_keys": [
"SOYMEAL_ETF"
],
"direction_score": 0,
"confidence": 94,
"horizon": "weeks",
"raw_facts": {
"report_date": "2026-08-21",
"region": "四川成都及周边",
"producer": "新津中储粮",
"protein": "43%",
"quote_type": "远期基差",
"contract_code_as_reported": "09",
"basis_yuan_per_ton": 50,
"quote_as_reported": "09+50",
"comparison_basis": "页面未披露较前次报价变动"
},
"transmission_chain": "四川新津中储粮 43%豆粕远期报价报 09+50,正基差水平为西南区域现货相对期货的升水锚点;页面未披露报价较前次的变动,ETF 短线方向仍需等待现货成交与周边市场报价确认。",
"invalidation_conditions": [
"新津中储粮后续远期基差下调或转负",
"四川现货价格与该远期报价同步走弱",
"重庆和其他西南销区没有出现同向的基差支撑"
],
"source_urls": [
"[https://ncp.[m.mysteel.com/doupo/m/26082113/07DE014F4C876074_abc.html](https://ncp.m.mysteel.com/doupo/m/26082113/07DE014F4C876074_abc.html)](https://m.mysteel.com/doupo/m/26082113/07DE014F4C876074_abc.html](https://ncp.m.mysteel.com/doupo/m/26082113/07DE014F4C876074_abc.html))"
],
"source_tier": "B"
},
{
"event_id": "mysteel-cn-20260821-chongqing-forward-basis",
"title": "重庆中粮 09+120,重庆一德 09+0",
"event_time_utc": null,
"event_time_quality": "day_only",
"published_at_utc": "2026-08-21T05:55:30Z",
"event_type": "spot_basis",
"asset_keys": [
"SOYMEAL_ETF"
],
"direction_score": 0,
"confidence": 94,
"horizon": "weeks",
"raw_facts": {
"report_date": "2026-08-21",
"region": "重庆及江津",
"protein": "43%",
"quote_type": "远期基差",
"basis_quotes": [
{
"producer": "中粮重庆",
"delivery_period_as_reported": "9 月",
"contract_code_as_reported": "09",
"basis_yuan_per_ton": 120,
"quote_as_reported": "9 月 09+120"
},
{
"producer": "重庆一德",
"contract_code_as_reported": "09",
"basis_yuan_per_ton": 0,
"quote_as_reported": "09+0"
}
],
"comparison_basis": "页面未披露较前次报价变动"
},
"transmission_chain": "重庆页面同时给出中粮重庆 9 月 09+120 和重庆一德 09+0,区域内远期基差相差 120 元/吨;同一区域报价分化意味着单个报价的 ETF 方向信息有限,后续要看现货价格和成交是否向其中一侧收敛。",
"invalidation_conditions": [
"两家油厂后续远期基差同步下调",
"重庆现货成交没有跟随正基差报价改善",
"区域报价口径或交付月份发生变化,原有差异失去可比性"
],
"source_urls": [
"[https://ncp.[m.mysteel.com/doupo/m/26082113/4FC351803E876B71_abc.html](https://ncp.m.mysteel.com/doupo/m/26082113/4FC351803E876B71_abc.html)](https://m.mysteel.com/doupo/m/26082113/4FC351803E876B71_abc.html](https://ncp.m.mysteel.com/doupo/m/26082113/4FC351803E876B71_abc.html))"
],
"source_tier": "B"
}
]
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