截至2026年8月21日13时：9条豆粕ETF结构化事件

[ { "event_id": "mysteel-cn-20260821-beihai-spot-drop", "title": "北海渤海 43%豆粕出厂价报 3150 元/吨，较前一日跌 10 元", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-21T03:09:00Z", "event_type": "spot_basis", "asset_keys": [ "SOYMEAL_ETF" ], "direction_score": -1, "confidence": 96, "horizon": "days", "raw_facts": { "report_date": "2026-08-21", "region": "广西北海", "producer": "广西北海渤海油厂", "protein": "43%", "spot_price_yuan_per_ton": 3150, "change_yuan_per_ton": -10, "comparison_basis": "较前一日" }, "transmission_chain": "北海渤海 43%豆粕出厂价下调 10 元至 3150 元/吨，区域现货价格走弱会先削弱豆粕 ETF 的短线价格支撑；后续若其他销区同步下调，现货压力的传导范围才会扩大。", "invalidation_conditions": [ "北海渤海后续报价止跌并重新上调", "其他销区报价保持稳定，北海单点下调未扩散", "成交或提货增加使现货库存压力快速消化" ], "source_urls": [ "[https://ncp.[m.mysteel.com/a/26082111/39D31D9CFCE84074_abc.html](https://ncp.m.mysteel.com/a/26082111/39D31D9CFCE84074_abc.html)](https://m.mysteel.com/a/26082111/39D31D9CFCE84074_abc.html](https://ncp.m.mysteel.com/a/26082111/39D31D9CFCE84074_abc.html))" ], "source_tier": "B" }, { "event_id": "mysteel-cn-20260821-qinzhou-gangqing-basis-update", "title": "钦州港青 10—12 月基差报 M01+0，46 蛋白升水 130 元", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-21T03:11:00Z", "event_type": "spot_basis", "asset_keys": [ "SOYMEAL_ETF" ], "direction_score": 0, "confidence": 94, "horizon": "weeks", "raw_facts": { "report_date": "2026-08-21", "region": "广西钦州港", "producer": "广西钦州港青油厂", "basis_quotes_yuan_per_ton": [ { "delivery_period": "10 月至 12 月", "contract_code_as_reported": "M01", "basis_yuan_per_ton": 0 }, { "delivery_period": "次年 5 月至 7 月", "contract_code_as_reported": "M05", "basis_yuan_per_ton": 0 } ], "protein_premium_yuan_per_ton": 130, "comparison_basis": "页面未给出上述基差较前一报价的变动值" }, "transmission_chain": "钦州港青给出的 10 月至 12 月和次年 5 月至 7 月基差均为 0 元/吨，46 蛋白升水为 130 元/吨；远期基差保持在零附近提供中性期限结构信号，现货方向仍取决于区域报价和成交变化。", "invalidation_conditions": [ "钦州港青后续远期基差转为连续走弱", "广西现货报价继续下调并带动远期基差下移", "合约或交付月份口径发生变化，原报价失去可比性" ], "source_urls": [ "[https://ncp.[m.mysteel.com/a/26082111/4E21A98B05B32EBA_abc.html](https://ncp.m.mysteel.com/a/26082111/4E21A98B05B32EBA_abc.html)](https://m.mysteel.com/a/26082111/4E21A98B05B32EBA_abc.html](https://ncp.m.mysteel.com/a/26082111/4E21A98B05B32EBA_abc.html))" ], "source_tier": "B" }, { "event_id": "mysteel-cn-20260821-guangxi-spot-drop", "title": "广西三家油厂 43%豆粕报价较前一日均跌 10 元", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-21T03:13:00Z", "event_type": "spot_basis", "asset_keys": [ "SOYMEAL_ETF" ], "direction_score": -1, "confidence": 96, "horizon": "days", "raw_facts": { "report_date": "2026-08-21", "region": "广西", "protein": "43%", "spot_quotes_yuan_per_ton": [ { "producer": "钦州中粮", "price_yuan_per_ton": 3090, "change_yuan_per_ton": -10 }, { "producer": "防城港大海", "price_yuan_per_ton": 3120, "change_yuan_per_ton": -10 }, { "producer": "钦州港青", "price_yuan_per_ton": 3100, "change_yuan_per_ton": -10 } ], "comparison_basis": "较前一日" }, "transmission_chain": "广西三家油厂 43%豆粕报价同步下调 10 元/吨，报价区间为 3090 至 3120 元/吨；同一区域的同步走弱比单一油厂报价更能说明短线现货压力，但仍需观察成交与提货是否跟随。", "invalidation_conditions": [ "广西主流油厂报价止跌并连续回升", "成交和提货数据没有同步转弱", "其他主销区现货走强，广西下调未形成跨区域扩散" ], "source_urls": [ "[https://ncp.[m.mysteel.com/a/26082111/1B2E4BD7C605CCA6_abc.html](https://ncp.m.mysteel.com/a/26082111/1B2E4BD7C605CCA6_abc.html)](https://m.mysteel.com/a/26082111/1B2E4BD7C605CCA6_abc.html](https://ncp.m.mysteel.com/a/26082111/1B2E4BD7C605CCA6_abc.html))" ], "source_tier": "B" }, { "event_id": "mysteel-cn-20260821-qingdao-spot-flat", "title": "青岛渤海 43%豆粕报 3150 元/吨，较前一日持平", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-21T03:14:00Z", "event_type": "spot_basis", "asset_keys": [ "SOYMEAL_ETF" ], "direction_score": 0, "confidence": 95, "horizon": "days", "raw_facts": { "report_date": "2026-08-21", "region": "山东青岛", "producer": "青岛渤海油厂", "protein": "43%", "spot_price_yuan_per_ton": 3150, "change_yuan_per_ton": 0, "protein_46_premium_yuan_per_ton": 140, "supply_condition": "限量供应", "comparison_basis": "较前一日" }, "transmission_chain": "青岛渤海 43%豆粕现货报 3150 元/吨且较前一日持平，限量供应和 46 蛋白升水 140 元/吨使单点价格的方向信号保持中性；若华北和山东其他报价同步走弱，持平报价的支撑作用会减弱。", "invalidation_conditions": [ "青岛渤海后续报价转为下调", "限量供应使实际成交量明显低于常态", "山东其他油厂报价出现持续同向下跌" ], "source_urls": [ "[https://ncp.[m.mysteel.com/a/26082111/3DA89E985FC62318_abc.html](https://ncp.m.mysteel.com/a/26082111/3DA89E985FC62318_abc.html)](https://m.mysteel.com/a/26082111/3DA89E985FC62318_abc.html](https://ncp.m.mysteel.com/a/26082111/3DA89E985FC62318_abc.html))" ], "source_tier": "B" }, { "event_id": "mysteel-cn-20260821-sichuan-spot-drop", "title": "四川三家油厂 43%豆粕报价均跌 10 元至 3270 元/吨", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-21T03:20:00Z", "event_type": "spot_basis", "asset_keys": [ "SOYMEAL_ETF" ], "direction_score": -1, "confidence": 96, "horizon": "days", "raw_facts": { "report_date": "2026-08-21", "region": "四川", "protein": "43%", "spot_quotes_yuan_per_ton": [ { "producer": "成都中储粮", "price_yuan_per_ton": 3270, "change_yuan_per_ton": -10 }, { "producer": "广汉益海", "price_yuan_per_ton": 3270, "change_yuan_per_ton": -10 }, { "producer": "彭山中粮", "price_yuan_per_ton": 3270, "change_yuan_per_ton": -10 } ], "comparison_basis": "较前一交易日" }, "transmission_chain": "四川三家油厂 43%豆粕报价同步下调 10 元至 3270 元/吨，西南区域现货压力增加会压低豆粕 ETF 的短线支撑；后续要看重庆、两湖和其他销区是否出现同向变化。", "invalidation_conditions": [ "四川主流报价止跌并重新上调", "西南成交和提货回升，现货压力没有延续", "其他销区报价转强且四川下调未扩散" ], "source_urls": [ "[https://ncp.[m.mysteel.com/a/26082111/811E525AD034B53A_abc.html](https://ncp.m.mysteel.com/a/26082111/811E525AD034B53A_abc.html)](https://m.mysteel.com/a/26082111/811E525AD034B53A_abc.html](https://ncp.m.mysteel.com/a/26082111/811E525AD034B53A_abc.html))" ], "source_tier": "B" }, { "event_id": "mysteel-cn-20260821-chongqing-spot-drop", "title": "重庆两家油厂 43%豆粕报价均跌 10 元", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-21T03:21:00Z", "event_type": "spot_basis", "asset_keys": [ "SOYMEAL_ETF" ], "direction_score": -1, "confidence": 96, "horizon": "days", "raw_facts": { "report_date": "2026-08-21", "region": "重庆", "protein": "43%", "spot_quotes_yuan_per_ton": [ { "producer": "江津益海", "price_yuan_per_ton": 3210, "change_yuan_per_ton": -10 }, { "producer": "重庆一德", "price_yuan_per_ton": 3180, "change_yuan_per_ton": -10 } ], "comparison_basis": "较前一交易日" }, "transmission_chain": "重庆两家油厂 43%豆粕报价分别为 3210 元和 3180 元/吨，均较前一交易日下跌 10 元；西南现货报价同步走弱会增加豆粕 ETF 的短线压力，但单日报价变化仍需要成交和提货数据确认。", "invalidation_conditions": [ "重庆报价止跌并连续回升", "成交或提货增加，报价下调没有延续", "四川和其他西南市场没有同步走弱" ], "source_urls": [ "[https://ncp.[m.mysteel.com/a/26082111/AF642F09C9EB2246_abc.html](https://ncp.m.mysteel.com/a/26082111/AF642F09C9EB2246_abc.html)](https://m.mysteel.com/a/26082111/AF642F09C9EB2246_abc.html](https://ncp.m.mysteel.com/a/26082111/AF642F09C9EB2246_abc.html))" ], "source_tier": "B" }, { "event_id": "mysteel-cn-20260821-huabei-spot-drop", "title": "华北三家油厂 43%豆粕均报 3130 元/吨，较前日跌 10 元", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-21T03:42:00Z", "event_type": "spot_basis", "asset_keys": [ "SOYMEAL_ETF" ], "direction_score": -1, "confidence": 96, "horizon": "days", "raw_facts": { "report_date": "2026-08-21", "region": "华北", "protein": "43%", "spot_quotes_yuan_per_ton": [ { "producer": "天津九三", "price_yuan_per_ton": 3130, "change_yuan_per_ton": -10 }, { "producer": "北京汇福", "price_yuan_per_ton": 3130, "change_yuan_per_ton": -10 }, { "producer": "黄骅嘉好", "price_yuan_per_ton": 3130, "change_yuan_per_ton": -10 } ], "comparison_basis": "较前一交易日" }, "transmission_chain": "华北三家油厂 43%豆粕报价均为 3130 元/吨，较前一交易日下跌 10 元；华北主流报价同步走弱会削弱豆粕 ETF 的短线现货支撑，后续若沿海基差仍走强，现货与期限信号将继续分化。", "invalidation_conditions": [ "华北主流报价止跌并重新上调", "沿海或销区成交改善，现货跌幅没有延续", "华北下调没有扩散到其他主产销区" ], "source_urls": [ "[https://ncp.[m.mysteel.com/a/26082111/C3996B12DCFF6B80_abc.html](https://ncp.m.mysteel.com/a/26082111/C3996B12DCFF6B80_abc.html)](https://m.mysteel.com/a/26082111/C3996B12DCFF6B80_abc.html](https://ncp.m.mysteel.com/a/26082111/C3996B12DCFF6B80_abc.html))" ], "source_tier": "B" }, { "event_id": "mysteel-cn-20260821-national-basis-rise", "title": "全国豆粕 09 合约基差普涨 20 至 40 元/吨", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-21T03:46:00Z", "event_type": "spot_basis", "asset_keys": [ "SOYMEAL_ETF" ], "direction_score": 1, "confidence": 91, "horizon": "weeks", "raw_facts": { "report_date": "2026-08-21", "market_scope": "全国主要市场", "contract": "豆粕 09 合约", "basis_change_range_yuan_per_ton": [ 20, 40 ], "positive_basis_markets": [ "昆明", "成都", "西安" ], "highest_positive_basis_yuan_per_ton": { "market": "西安", "basis_yuan_per_ton": 90 }, "negative_basis_markets": [ "天津", "日照", "防城港" ], "lowest_basis_yuan_per_ton": [ { "market": "日照", "basis_yuan_per_ton": -100 }, { "market": "防城港", "basis_yuan_per_ton": -100 } ], "comparison_basis": "较前一日，页面概括各地涨幅为 20 至 40 元/吨" }, "transmission_chain": "全国主要市场豆粕 09 合约基差普遍上涨 20 至 40 元/吨，西安基差最高为+90 元、日照和防城港最低为-100 元；基差走强会改善豆粕 ETF 的期限结构支撑，但正负基差并存说明区域信号仍有分化。", "invalidation_conditions": [ "09 合约基差随后连续回落", "现货报价继续下调并抵消基差走强", "区域间正负基差差异继续扩大，导致全国汇总不再代表主流市场" ], "source_urls": [ "[https://ncp.[m.mysteel.com/a/26082111/11139E4A30C1B55B_abc.html](https://ncp.m.mysteel.com/a/26082111/11139E4A30C1B55B_abc.html)](https://m.mysteel.com/a/26082111/11139E4A30C1B55B_abc.html](https://ncp.m.mysteel.com/a/26082111/11139E4A30C1B55B_abc.html))" ], "source_tier": "B" }, { "event_id": "mysteel-cn-20260821-dongguan-zhongchuliang-basis", "title": "东莞中储粮 10 月至次年 1 月基差报+10 元/吨", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-21T03:46:00Z", "event_type": "spot_basis", "asset_keys": [ "SOYMEAL_ETF" ], "direction_score": 0, "confidence": 94, "horizon": "weeks", "raw_facts": { "report_date": "2026-08-21", "region": "广东东莞", "producer": "东莞中储粮油厂", "protein": "43%", "delivery_period": "10 月至次年 1 月", "contract_code_as_reported": "未披露具体合约代码", "basis_yuan_per_ton": 10, "comparison_basis": "页面公布当期基差，未给出较前一报价的变动值" }, "transmission_chain": "东莞中储粮 10 月至次年 1 月 43%豆粕基差报+10 元/吨，为华南远期定价提供一个可核验报价锚点；该报价本身没有披露变动方向，豆粕 ETF 的方向信号保持中性，仍需结合后续基差变化和现货成交判断。", "invalidation_conditions": [ "东莞中储粮后续基差明显下调", "华南其他油厂基差与+10 元/吨出现持续反向变化", "交付月份或合约口径改变，原报价失去可比性" ], "source_urls": [ "[https://ncp.[m.mysteel.com/a/26082111/5C7D2CD2F8316123_abc.html](https://ncp.m.mysteel.com/a/26082111/5C7D2CD2F8316123_abc.html)](https://m.mysteel.com/a/26082111/5C7D2CD2F8316123_abc.html](https://ncp.m.mysteel.com/a/26082111/5C7D2CD2F8316123_abc.html))" ], "source_tier": "B" } ]