截至2026年8月14日15时：4条豆粕ETF结构化事件

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"元/吨；基差相对对应期货合约" }, "transmission_chain": [ "广西油厂给出 M09-60、M1+10 及 3040 至 3060 元/吨的一口价或基差报价，构成区域现货与远期交割的价格锚。", "报价本身未给出较前期变化，短线对豆粕 ETF 方向保持中性，后续基差变化仍取决于现货成交和供应节奏。" ], "invalidation_conditions": [ "报价含限量、提货期或停报条件，不能直接外推为全广西连续现货价格。", "后续油厂调价、基差切换或对应期货合约变动。" ], "source_urls": [ "[https://ncp.[m.mysteel.com/doupo/m/26081414/F9B868FDF89D3C8A_abc.html](https://ncp.m.mysteel.com/doupo/m/26081414/F9B868FDF89D3C8A_abc.html)](https://m.mysteel.com/doupo/m/26081414/F9B868FDF89D3C8A_abc.html](https://ncp.m.mysteel.com/doupo/m/26081414/F9B868FDF89D3C8A_abc.html))" ], "source_tier": "B" }, { "event_id": "mysteel-cn-20260814-shanghai-forward-quote", "title": "上海东辰 8 月 20—31 日远期报价 2990 至 3000 元/吨", "event_time_utc": "2026-08-14T06:45:30Z", "event_time_quality": "exact", "published_at_utc": "2026-08-14T06:45:31Z", "event_type": "spot_basis", "asset_keys": ["SOYMEAL_ETF"], "direction_score": 0, "confidence": 96, "horizon": "days", "raw_facts": { "market": "上海", "producer": "上海东辰油厂", "protein": "43%", "source_display_time_beijing": "2026-08-14 14:45:30", "current_price_cny_per_ton": null, "change_cny_per_ton": null, "forward_quote_cny_per_ton": [2990, 3000], "delivery_period": "2026-08-20 至 2026-08-31", "quote_type": "一口价区间", "unit": "元/吨" }, "transmission_chain": [ "上海东辰披露 8 月 20 日至 31 日 43%豆粕一口价区间为 2990 至 3000 元/吨，提供华东远期现货价格参考。", "页面未披露当前价及较前期变化，单凭该远期区间不足以给出豆粕 ETF 方向信号。" ], "invalidation_conditions": [ "页面当前价与涨跌字段未披露，远期区间不能替代当日现货成交价。", "后续远期报价被调整或对应交付期结束。" ], "source_urls": [ "[https://ncp.[m.mysteel.com/doupo/m/26081414/8D66462D3B54719E_abc.html](https://ncp.m.mysteel.com/doupo/m/26081414/8D66462D3B54719E_abc.html)](https://m.mysteel.com/doupo/m/26081414/8D66462D3B54719E_abc.html](https://ncp.m.mysteel.com/doupo/m/26081414/8D66462D3B54719E_abc.html))" ], "source_tier": "B" }, { "event_id": "mysteel-cn-20260814-jiangsu-forward-basis", "title": "江苏油厂报出 M09-30 至 M09 等远期基差", "event_time_utc": "2026-08-14T06:45:30Z", "event_time_quality": "exact", "published_at_utc": "2026-08-14T06:45:31Z", "event_type": "spot_basis", "asset_keys": ["SOYMEAL_ETF"], "direction_score": 0, "confidence": 95, "horizon": "days", "raw_facts": { "market": "江苏", "protein": "43%", "source_display_time_beijing": "2026-08-14 14:45:30", "current_price_cny_per_ton": null, "quotes": [ {"producer": "张家港达孚", "delivery_period": "2026-08-15 至 2026-09-15", "basis": "M09-30"}, {"producer": "张家港达孚", "delivery_period": "2026-09", "basis": "M09+0"}, {"producer": "南京邦基", "delivery_period": "2026-08-15 至 2026-09-15", "basis": "M09-30"}, {"producer": "南京邦基", "delivery_period": "2026-10 至 2027-01", "basis": "M01+50"}, {"producer": "南京邦基", "delivery_period": "2027-05 至 2027-07", "basis": "M05+30"} ], "unit": "基差点位，相对对应期货合约" }, "transmission_chain": [ "张家港达孚和南京邦基披露多档远期基差，江苏现货定价继续围绕 M09、M01 和 M05 合约展开。", "页面未披露当前一口价及较前期变化，远期基差结构对豆粕 ETF 的即时方向信号为中性。" ], "invalidation_conditions": [ "报价页面的多数当前价格字段未披露，远期基差不能替代当日成交价格。", "后续基差报价切换、对应合约价格变化或交付条件变化。" ], "source_urls": [ "[https://ncp.[m.mysteel.com/doupo/m/26081414/8CBC4C75CE2ECCF2_abc.html](https://ncp.m.mysteel.com/doupo/m/26081414/8CBC4C75CE2ECCF2_abc.html)](https://m.mysteel.com/doupo/m/26081414/8CBC4C75CE2ECCF2_abc.html](https://ncp.m.mysteel.com/doupo/m/26081414/8CBC4C75CE2ECCF2_abc.html))" ], "source_tier": "B" }, { "event_id": "mysteel-cn-20260814-zhejiang-forward-basis", "title": "浙江舟山良海 8 月报 M09-50 远期基差", "event_time_utc": "2026-08-14T06:45:30Z", "event_time_quality": "exact", "published_at_utc": "2026-08-14T06:45:30Z", "event_type": "spot_basis", "asset_keys": ["SOYMEAL_ETF"], "direction_score": 0, "confidence": 95, "horizon": "days", "raw_facts": { "market": "浙江", "producer": "舟山良海", "protein": "43%", "source_display_time_beijing": "2026-08-14 14:45:30", "current_price_cny_per_ton": null, "forward_basis": "M09-50", "delivery_period": "2026-08 月", "other_listed_producers": ["浙江新市", "宁波金光", "舟山中海"], "unit": "基差点位，相对 M09 合约" }, "transmission_chain": [ "舟山良海披露 8 月 M09-50 远期基差，为浙江沿海豆粕远期定价提供单点参考。", "页面未披露当前一口价及较前期变化，单一油厂远期基差对豆粕 ETF 方向保持中性。" ], "invalidation_conditions": [ "该报价只对应舟山良海和 8 月交付期，不能代表整个浙江市场。", "后续报价调整、交付期结束或其他浙江油厂报价出现明显变化。" ], "source_urls": [ "[https://ncp.[m.mysteel.com/doupo/m/26081414/ABBB35925A6FB988_abc.html](https://ncp.m.mysteel.com/doupo/m/26081414/ABBB35925A6FB988_abc.html)](https://m.mysteel.com/doupo/m/26081414/ABBB35925A6FB988_abc.html](https://ncp.m.mysteel.com/doupo/m/26081414/ABBB35925A6FB988_abc.html))" ], "source_tier": "B" } ]