截至2026年8月18日14时:2条豆粕ETF结构化事件

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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