
截至2026年8月18日14时:2条豆粕ETF结构化事件
截至北京时间2026年8月18日14:00,13:00至14:00新增荆州中粮43%豆粕现货上涨与全国主要市场09合约基差走弱两条事件。
[
{
"event_id": "mysteel-cn-20260818-national-basis",
"title": "昆明、长春豆粕 09 基差分别降 30、40 元",
"event_time_utc": null,
"event_time_quality": "day_only",
"published_at_utc": "2026-08-18T05:34:24Z",
"event_type": "spot_basis",
"asset_keys": [
"SOYMEAL_ETF"
],
"direction_score": -1,
"confidence": 98,
"horizon": "days",
"raw_facts": {
"report_date": "2026-08-18",
"contract": "豆粕 09 合约",
"unit": "元/吨",
"quotes": [
{
"market": "云南昆明",
"basis": 30,
"change_vs_previous": -30
},
{
"market": "吉林长春",
"basis": 40,
"change_vs_previous": -40
}
],
"coastal_basis_snapshot": {
"山东日照": -120,
"广东湛江": -100,
"广东东莞": -100,
"广西防城港": -160
},
"unchanged_markets": [
"四川成都",
"湖北武汉",
"重庆",
"陕西西安"
],
"reported_direction": "全国主要市场豆粕 09 合约基差普遍下跌;沿海地区基差多为负值。"
},
"transmission_chain": "全国主要市场豆粕 09 合约基差走弱,昆明和长春分别下降 30 元/吨和 40 元/吨,沿海日照、湛江、东莞和防城港报负基差;基差下移削弱现货相对期货的价格支撑,短线对豆粕 ETF 偏空,后续需观察现货报价和成交承接。",
"invalidation_conditions": [
"全国主要市场豆粕 09 合约基差由普遍下跌转为普遍上行",
"昆明或长春回补本次基差降幅,且沿海主要市场同步收窄负基差"
],
"source_urls": [
"[https://ncp.[m.mysteel.com/a/26081813/B52F12F4C3B52FB7_abc.html](https://ncp.m.mysteel.com/a/26081813/B52F12F4C3B52FB7_abc.html)](https://m.mysteel.com/a/26081813/B52F12F4C3B52FB7_abc.html](https://ncp.m.mysteel.com/a/26081813/B52F12F4C3B52FB7_abc.html))"
],
"source_tier": "B"
},
{
"event_id": "mysteel-cn-20260818-jingzhou-spot-basis",
"title": "荆州中粮 9 月 43%豆粕报 3260 元涨 60 元",
"event_time_utc": null,
"event_time_quality": "day_only",
"published_at_utc": "2026-08-18T05:42:30Z",
"event_type": "spot_basis",
"asset_keys": [
"SOYMEAL_ETF"
],
"direction_score": 1,
"confidence": 99,
"horizon": "days",
"raw_facts": {
"report_date": "2026-08-18",
"market": "湖北荆州",
"market_entity": "荆州中粮油厂",
"product": "43%豆粕现货",
"delivery_month": "2026-09",
"spot_price": 3260,
"change_vs_previous": 60,
"unit": "元/吨",
"basis_quotes": [
{
"contract": "M2609",
"basis": 70
},
{
"delivery_period": "2026-10 至 2027-01、2027-05 至 2027-07",
"basis": 60,
"basis_contract_expression": "M2701+60 或 M2705+60"
},
{
"delivery_period": "2027-02 至 2027-04",
"basis": 50,
"basis_contract_expression": "M2701+50"
}
],
"comparison": "较此前报价"
},
"transmission_chain": "荆州中粮 9 月 43%豆粕一口价报 3260 元/吨,较此前报价上涨 60 元;华中现货价格上调为豆粕 ETF 提供短线支撑,但支撑能否延续取决于涨价后的成交承接和周边报价是否跟随。",
"invalidation_conditions": [
"荆州中粮 9 月 43%豆粕报价回吐本次 60 元/吨涨幅",
"湖北及华中同口径 43%豆粕现货报价转为下跌,或涨价后成交承接明显减弱"
],
"source_urls": [
"[https://ncp.[m.mysteel.com/a/26081813/793B0541A364440E_abc.html](https://ncp.m.mysteel.com/a/26081813/793B0541A364440E_abc.html)](https://m.mysteel.com/a/26081813/793B0541A364440E_abc.html](https://ncp.m.mysteel.com/a/26081813/793B0541A364440E_abc.html))"
],
"source_tier": "B"
}
]
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