截至2026年8月17日13时：2条豆粕ETF结构化事件

[ { "event_id": "mysteel-cn-20260817-zhangjiagang-dafu-basis", "title": "张家港达孚豆粕基差报 2609 减 60 至 2705 平水", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-17T03:15:39Z", "event_type": "spot_basis", "asset_keys": ["SOYMEAL_ETF"], "direction_score": 0, "confidence": 99, "horizon": "weeks", "raw_facts": { "report_date": "2026-08-17", "market": "张家港达孚油厂", "quote_status": "豆粕基差报价坚挺", "unit": "元/吨", "quotes": [ { "delivery_window": "2026-08-17 至 2026-08-31 提货", "contract": "M2609", "basis_quote": -60, "raw_quote": "2609-60" }, { "delivery_window": "2026-08-17 至 2026-09-15 提货", "contract": "M2609", "basis_quote": -30, "raw_quote": "2609-30" }, { "delivery_window": "2026-09 提货", "contract": "M2609", "basis_quote": 0, "raw_quote": "2609+0" }, { "delivery_window": "2027-05 至 2027-07 提货", "contract": "M2705", "basis_quote": 0, "raw_quote": "2705+0" } ], "change_vs_previous_report": "页面表述为报价坚挺，未披露具体较前次变动值" }, "transmission_chain": "张家港达孚近月提货基差报在 M2609 减 60 至平水，远月 M2705 报平水；报价本身未给出新的涨跌幅，因此对豆粕 ETF 只提供中性的基差锚点，后续方向仍取决于现货成交和期货合约价格变化。", "invalidation_conditions": [ "张家港达孚更新近月提货基差并改变 M2609 减 60、减 30 或平水报价", "M2705 远月报价从平水发生可核验调整" ], "source_urls": [ "[https://ncp.[m.mysteel.com/a/26081711/22CAA3630578B16B_abc.html](https://ncp.m.mysteel.com/a/26081711/22CAA3630578B16B_abc.html)](https://m.mysteel.com/a/26081711/22CAA3630578B16B_abc.html](https://ncp.m.mysteel.com/a/26081711/22CAA3630578B16B_abc.html))" ], "source_tier": "B" }, { "event_id": "mysteel-cn-20260817-east-china-bangji-basis", "title": "华东邦基豆粕基差报 2609 减 30、2701 加 50", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-17T03:14:55Z", "event_type": "spot_basis", "asset_keys": ["SOYMEAL_ETF"], "direction_score": 0, "confidence": 99, "horizon": "weeks", "raw_facts": { "report_date": "2026-08-17", "market": "华东邦基油厂", "quote_status": "豆粕基差报价保持稳定", "unit": "元/吨", "quotes": [ { "delivery_window": "2026-09-15 前提货", "contract": "M2609", "basis_quote": -30, "raw_quote": "M2609-30" }, { "delivery_window": "2026-10 至 2027-01 提货", "contract": "M2701", "basis_quote": 50, "raw_quote": "M2701+50" }, { "delivery_window": "2027-05 至 2027-07 提货", "contract": "M2705", "basis_quote": 30, "raw_quote": "M2705+30" } ], "change_vs_previous_report": "页面表述为报价保持稳定，未披露具体较前次变动值" }, "transmission_chain": "华东邦基近月 M2609 基差为负 30 元/吨，M2701 和 M2705 分别为正 50 元和正 30 元/吨，近远月报价分层清晰；页面同时表述报价稳定，因此该条对豆粕 ETF 暂不给方向性加分，需等待基差实际调整或现货成交配合。", "invalidation_conditions": [ "华东邦基更新 M2609 减 30 元/吨报价", "M2701 加 50 元或 M2705 加 30 元报价发生可核验调整" ], "source_urls": [ "[https://ncp.[m.mysteel.com/a/26081711/475E13271D3E0203_abc.html](https://ncp.m.mysteel.com/a/26081711/475E13271D3E0203_abc.html)](https://m.mysteel.com/a/26081711/475E13271D3E0203_abc.html](https://ncp.m.mysteel.com/a/26081711/475E13271D3E0203_abc.html))" ], "source_tier": "B" } ]