截至2026年8月21日15时：2条豆粕ETF结构化事件

[ { "event_id": "mysteel-cn-20260821-tianjin-forward-basis", "title": "天津九三远期基差报 M01+70 和 M05+50", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-21T06:50:30Z", "event_type": "spot_basis", "asset_keys": [ "SOYMEAL_ETF" ], "direction_score": 0, "confidence": 94, "horizon": "weeks", "raw_facts": { "report_date": "2026-08-21", "region": "天津", "protein": "43%", "quote_type": "远期基差", "basis_quotes": [ { "producer": "天津九三", "delivery_period_as_reported": "10-1 月", "contract_code_as_reported": "M01", "basis_yuan_per_ton": 70, "quote_as_reported": "10-1 月 M01+70" }, { "producer": "天津九三", "delivery_period_as_reported": "5-7 月", "contract_code_as_reported": "M05", "basis_yuan_per_ton": 50, "quote_as_reported": "5-7 月 M05+50" }, { "producer": "天津中粮佳悦", "delivery_period_as_reported": "2-4 月", "contract_code_as_reported": "M2701", "basis_yuan_per_ton": 50, "quote_as_reported": "2-4 月 M2701+50" }, { "producer": "天津中粮佳悦", "delivery_period_as_reported": "5-7 月", "contract_code_as_reported": "M2705", "basis_yuan_per_ton": 50, "quote_as_reported": "5-7 月 M2705+50" } ], "spot_price_status": "现货价格与涨跌未披露", "comparison_basis": "页面未披露较前次报价变动" }, "transmission_chain": "天津九三和天津中粮佳悦披露 43%豆粕远期正基差，形成北方交割月的现货升水锚点；页面未披露较前次的变动值，SOYMEAL_ETF 短线方向仍需结合现货价格和成交确认。", "invalidation_conditions": [ "天津九三或天津中粮佳悦后续下调上述远期基差", "天津现货报价与远期正基差同步走弱", "交付月份或期货合约口径发生变化，原报价失去可比性" ], "source_urls": [ "[https://ncp.[m.mysteel.com/doupo/m/26082114/FD12982F0BE95FDA_abc.html](https://ncp.m.mysteel.com/doupo/m/26082114/FD12982F0BE95FDA_abc.html)](https://m.mysteel.com/doupo/m/26082114/FD12982F0BE95FDA_abc.html](https://ncp.m.mysteel.com/doupo/m/26082114/FD12982F0BE95FDA_abc.html))" ], "source_tier": "B" }, { "event_id": "mysteel-cn-20260821-shandong-forward-basis", "title": "山东日照嘉吉 9 月基差报 M09+10", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-21T06:45:30Z", "event_type": "spot_basis", "asset_keys": [ "SOYMEAL_ETF" ], "direction_score": 0, "confidence": 94, "horizon": "weeks", "raw_facts": { "report_date": "2026-08-21", "region": "山东（日照、博兴、临沂等）", "protein": "43%", "quote_type": "远期基差与一口价", "basis_quotes": [ { "producer": "日照嘉吉", "delivery_period_as_reported": "8 月", "contract_code_as_reported": "M09", "basis_yuan_per_ton": -70, "quote_as_reported": "8 月 M09-70 限量" }, { "producer": "日照嘉吉", "delivery_period_as_reported": "9 月", "contract_code_as_reported": "M09", "basis_yuan_per_ton": 10, "quote_as_reported": "9 月 M09+10" }, { "producer": "日照嘉吉", "delivery_period_as_reported": "10-1 月", "contract_code_as_reported": "M01", "basis_yuan_per_ton": 40, "quote_as_reported": "10-1 月 M01+40" }, { "producer": "日照嘉吉", "delivery_period_as_reported": "10-11 月", "contract_code_as_reported": "M01", "basis_yuan_per_ton": 30, "quote_as_reported": "10-11 月 M01+30" }, { "producer": "日照嘉吉", "delivery_period_as_reported": "12-1 月", "contract_code_as_reported": "M01", "basis_yuan_per_ton": 50, "quote_as_reported": "12-1 月 M01+50" }, { "producer": "日照嘉吉", "delivery_period_as_reported": "2027 年 2-3 月", "contract_code_as_reported": "M01", "basis_yuan_per_ton": 50, "quote_as_reported": "27 年 2-3 月 M01+50" }, { "producer": "日照嘉吉", "delivery_period_as_reported": "2027 年 5-7 月", "contract_code_as_reported": "M05", "basis_yuan_per_ton": 40, "quote_as_reported": "27 年 5-7 月 M05+40" }, { "producer": "日照邦基", "delivery_period_as_reported": "10-1 月", "contract_code_as_reported": "M01", "basis_yuan_per_ton": 30, "quote_as_reported": "10-1 月 M01+30" }, { "producer": "日照邦基", "delivery_period_as_reported": "2027 年 5-7 月", "contract_code_as_reported": "M05", "basis_yuan_per_ton": 30, "quote_as_reported": "27 年 5-7 月 M05+30" }, { "producer": "日照象明", "delivery_period_as_reported": "8 月", "contract_code_as_reported": "M09", "basis_yuan_per_ton": -60, "quote_as_reported": "8 月 M09-60" }, { "producer": "日照象明", "delivery_period_as_reported": "9 月", "contract_code_as_reported": "M09", "basis_yuan_per_ton": 0, "quote_as_reported": "9 月 M09+0" }, { "producer": "日照象明", "delivery_period_as_reported": "10-1 月", "contract_code_as_reported": "M01", "basis_yuan_per_ton": 30, "quote_as_reported": "10-1 月 M01+30" }, { "producer": "日照象明", "delivery_period_as_reported": "2027 年 5-7 月", "contract_code_as_reported": "M05", "basis_yuan_per_ton": 20, "quote_as_reported": "27 年 5-7 月 M05+20" }, { "producer": "博兴香驰", "delivery_period_as_reported": "9 月", "contract_code_as_reported": "M09", "basis_yuan_per_ton": 30, "quote_as_reported": "9 月 M09+30" }, { "producer": "博兴香驰", "delivery_period_as_reported": "8-10 月", "contract_code_as_reported": "M01", "basis_yuan_per_ton": -20, "quote_as_reported": "8-10 月 M01-20" }, { "producer": "博兴香驰", "delivery_period_as_reported": "2027 年 2-4 月", "contract_code_as_reported": "M01", "basis_yuan_per_ton": 50, "quote_as_reported": "27 年 2-4 月 M01+50" }, { "producer": "博兴香驰", "delivery_period_as_reported": "2027 年 5-7 月", "contract_code_as_reported": "M05", "basis_yuan_per_ton": 50, "quote_as_reported": "5-7 月 M05+50" } ], "spot_quotes": [ { "producer": "临沂中阳", "delivery_period_as_reported": "9 月", "spot_price_yuan_per_ton": 3220, "quote_as_reported": "9 月 3220" } ], "comparison_basis": "页面未披露较前次报价变动" }, "transmission_chain": "山东页面披露日照、博兴等地 43%豆粕远期基差，近月报价同时出现 M09-70、M09-60、M09+0、M09+10 和 M09+30，交割月与油厂口径造成明显分化；临沂中阳另报 9 月一口价 3220 元/吨，单一报价的 SOYMEAL_ETF 方向信息有限。", "invalidation_conditions": [ "日照或博兴主要油厂后续调整上述远期基差", "临沂及周边 43%豆粕现货报价明显走弱", "交付月份、油厂或报价口径发生变化，当前报价失去横向可比性" ], "source_urls": [ "[https://ncp.[m.mysteel.com/doupo/m/26082114/11435DD807FF9B2F_abc.html](https://ncp.m.mysteel.com/doupo/m/26082114/11435DD807FF9B2F_abc.html)](https://m.mysteel.com/doupo/m/26082114/11435DD807FF9B2F_abc.html](https://ncp.m.mysteel.com/doupo/m/26082114/11435DD807FF9B2F_abc.html))" ], "source_tier": "B" } ]