8月27日09时：11条豆粕ETF结构化事件

[ { "event_id": "usda-us-20260826-soybean-china-sales", "title": "USDA：中国采购美豆 33.3 万吨", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": null, "event_type": "usda_report", "asset_keys": ["SOYMEAL_ETF"], "direction_score": 2, "confidence": 98, "horizon": "weeks", "raw_facts": { "report_date": "2026-08-26", "announcement_id": "FAS-ESR-073-26", "commodity": "soybeans", "destination": "China", "quantity_metric_tons": 333000, "marketing_year": "2026/2027", "comparison": "USDA FAS 于 2026 年 8 月 26 日公告私人出口商报告向中国销售 33.3 万吨大豆，交货期为 2026/2027 营销年度。" }, "transmission_chain": [ "USDA FAS 出口销售公告披露 2026/2027 营销年度对华销售 33.3 万吨美豆。", "对华大单强化美豆出口需求预期，支撑美豆复合盘成本，进而对国内豆粕与 SOYMEAL_ETF 形成偏多传导。" ], "invalidation_conditions": [ "USDA 修订或撤回 FAS-ESR-073-26 中的数量、目的地或营销年度。", "后续周度出口销售显示该批次取消、改船或实际装运显著低于公告量。" ], "source_urls": [ "[https://www.[fas.usda.gov/newsroom/export-sales-china-103](https://www.fas.usda.gov/newsroom/export-sales-china-103)](https://fas.usda.gov/newsroom/export-sales-china-103](https://www.fas.usda.gov/newsroom/export-sales-china-103))" ], "source_tier": "A" }, { "event_id": "mysteel-cn-20260826-national-pickup", "title": "全国油厂豆粕提货 20.11 万吨，减 2700 吨", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-26T10:16:00Z", "event_type": "supply_demand", "asset_keys": ["SOYMEAL_ETF"], "direction_score": -1, "confidence": 94, "horizon": "days", "raw_facts": { "report_date": "2026-08-26", "region": "全国", "pickup_tons": 201100, "pickup_change_tons": -2700, "regional_notes": { "northeast_pickup_tons": 28900, "northeast_change_tons": -1000, "huabei_pickup_tons": 34300, "huabei_change_tons": -400, "guangdong_pickup_tons": 28100, "guangdong_change_tons": 100 }, "comparison": "页面披露 2026 年 8 月 26 日全国主要油厂豆粕总提货量 201100 吨，较前一日减少 2700 吨；东北减少 1000 吨至 28900 吨，华北减少 400 吨至 34300 吨，广东增加 100 吨至 28100 吨。" }, "transmission_chain": [ "我的钢铁网北京时间 8 月 26 日 18:16 发布全国主要油厂豆粕提货量统计，全国总提货 20.11 万吨、较前一日减少 2700 吨。", "提货继续小幅回落显示下游拿货节奏偏谨慎，短期现货去库压力仍在，SOYMEAL_ETF 方向评分为-1。" ], "invalidation_conditions": [ "我的钢铁网修订 2026 年 8 月 26 日全国提货总量或较前一日变动。", "后续提货量连续回升并覆盖本次减量。" ], "source_urls": [ "[https://ncp.[m.mysteel.com/a/26082618/4463ED9F13B05AA7_abc.html](https://ncp.m.mysteel.com/a/26082618/4463ED9F13B05AA7_abc.html)](https://m.mysteel.com/a/26082618/4463ED9F13B05AA7_abc.html](https://ncp.m.mysteel.com/a/26082618/4463ED9F13B05AA7_abc.html))" ], "source_tier": "B" }, { "event_id": "mysteel-cn-20260826-national-crush-trade", "title": "全国油厂豆粕成交 12.31 万吨，开机率 65.48%", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-26T10:22:00Z", "event_type": "supply_demand", "asset_keys": ["SOYMEAL_ETF"], "direction_score": -1, "confidence": 93, "horizon": "days", "raw_facts": { "report_date": "2026-08-26", "region": "全国", "trade_tons": 123100, "operating_rate_percent": 65.48, "spot_samples_yuan_per_ton": [ {"market": "天津", "price": 3160, "change": 50}, {"market": "山东", "price": 3140, "change": 55}, {"market": "江苏", "price": 3150, "change": 70}, {"market": "广东", "price": 3150, "change": 50} ], "comparison": "页面披露 8 月 26 日全国主要油厂豆粕成交 12.31 万吨、开机率 65.48%；同日样本现货天津 3160 元/吨涨 50 元，山东 3140 元/吨涨 55 元，江苏 3150 元/吨涨 70 元，广东 3150 元/吨涨 50 元。正文环比增量字段被截断，仅采用完整绝对数。" }, "transmission_chain": [ "我的钢铁网北京时间 8 月 26 日 18:22 发布全国油厂开机及豆粕成交量统计，成交 12.31 万吨、开机率 65.48%。", "全国成交量较前一统计日 20.11 万吨明显回落，尽管样本现货普遍上调，成交端偏弱仍对 SOYMEAL_ETF 形成短线-1 方向评分。" ], "invalidation_conditions": [ "我的钢铁网修订 2026 年 8 月 26 日全国成交量或开机率。", "后续全国成交量显著回升并覆盖本次回落。" ], "source_urls": [ "[https://ncp.[m.mysteel.com/a/26082618/7B8C8885FA7A5F98_abc.html](https://ncp.m.mysteel.com/a/26082618/7B8C8885FA7A5F98_abc.html)](https://m.mysteel.com/a/26082618/7B8C8885FA7A5F98_abc.html](https://ncp.m.mysteel.com/a/26082618/7B8C8885FA7A5F98_abc.html))" ], "source_tier": "B" }, { "event_id": "mysteel-cn-20260826-huabei-supply-report", "title": "华北开机率 78.18%，豆粕成交 1.1 万吨", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-26T09:32:00Z", "event_type": "supply_demand", "asset_keys": ["SOYMEAL_ETF"], "direction_score": 1, "confidence": 94, "horizon": "days", "raw_facts": { "report_date": "2026-08-26", "region": "华北", "spot_price_yuan_per_ton": { "protein_percent": 43, "markets": [ {"market": "华北主流成交", "range": [3130, 3130]} ] }, "spot_direction": null, "trade_tons": 11000, "trade_price_range_yuan_per_ton": [3130, 3130], "spot_trade_tons": null, "forward_trade_tons": null, "crush_tons_per_day": null, "operating_rate_percent": 78.18, "comparison": "页面披露 2026 年 8 月 26 日华北油厂开机率 78.18%，油厂主流成交价 3130 元/吨，当日总成交量 11000 吨；天津中粮、达孚、京粮、九三，秦皇岛金海及三河汇福开机，天津邦基与唐山中储粮停机。" }, "transmission_chain": [ "我的钢铁网北京时间 8 月 26 日 17:32 发布华北油厂开机及豆粕成交量统计，开机率 78.18%、主流成交价 3130 元/吨、总成交 1.1 万吨。", "华北成交量高于前一统计日早报的 6000 吨，区域成交信号偏强，SOYMEAL_ETF 短线方向评分为+1。" ], "invalidation_conditions": [ "我的钢铁网修订 2026 年 8 月 26 日华北开机率、主流成交价或成交量。", "华北后续成交量回落至低位且开机率显著上行。" ], "source_urls": [ "[https://ncp.[m.mysteel.com/a/26082617/1788B740A4816086_abc.html](https://ncp.m.mysteel.com/a/26082617/1788B740A4816086_abc.html)](https://m.mysteel.com/a/26082617/1788B740A4816086_abc.html](https://ncp.m.mysteel.com/a/26082617/1788B740A4816086_abc.html))" ], "source_tier": "B" }, { "event_id": "mysteel-cn-20260826-shandong-supply-report", "title": "山东豆粕上调，日照 3130—3140，成交 3.65 万吨", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-27T00:44:00Z", "event_type": "supply_demand", "asset_keys": ["SOYMEAL_ETF"], "direction_score": 1, "confidence": 95, "horizon": "days", "raw_facts": { "report_date": "2026-08-26", "region": "山东", "spot_price_yuan_per_ton": { "protein_percent": 43, "markets": [ {"market": "日照", "range": [3130, 3140]}, {"market": "青岛", "range": [3150, 3150]} ] }, "spot_direction": "上调", "trade_tons": 36500, "trade_price_range_yuan_per_ton": [3140, 3140], "spot_trade_tons": null, "forward_trade_tons": null, "crush_tons_per_day": null, "operating_rate_percent": null, "comparison": "页面披露上一交易日山东 43%豆粕现货价格上调，日照 3130—3140 元/吨，青岛 3150 元/吨，油厂主流成交 3140 元/吨，总成交 3.65 万吨。" }, "transmission_chain": [ "我的钢铁网北京时间 8 月 27 日 08:44 发布的山东早报，披露日照 3130—3140 元/吨、青岛 3150 元/吨上调，主流成交 3140 元/吨，总成交 3.65 万吨。", "现货上调且成交保持活跃，区域现货信号偏强，SOYMEAL_ETF 短线方向评分为+1。" ], "invalidation_conditions": [ "我的钢铁网修订 2026 年 8 月 26 日山东早报中的现货、成交价或成交量。", "山东后续现货报价回落并伴随成交量明显收缩。" ], "source_urls": [ "[https://ncp.[m.mysteel.com/a/26082708/4C155A0DF8CA841F_abc.html](https://ncp.m.mysteel.com/a/26082708/4C155A0DF8CA841F_abc.html)](https://m.mysteel.com/a/26082708/4C155A0DF8CA841F_abc.html](https://ncp.m.mysteel.com/a/26082708/4C155A0DF8CA841F_abc.html))" ], "source_tier": "B" }, { "event_id": "mysteel-cn-20260826-guangdong-supply-report", "title": "广东豆粕上调至 3140—3160 元，成交 1.7 万吨", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-27T00:42:00Z", "event_type": "spot_basis", "asset_keys": ["SOYMEAL_ETF"], "direction_score": 1, "confidence": 94, "horizon": "days", "raw_facts": { "report_date": "2026-08-26", "region": "广东", "spot_price_yuan_per_ton": { "protein_percent": 43, "markets": [ {"market": "东莞", "range": [3150, 3160]}, {"market": "湛江", "range": [3140, 3160]} ] }, "spot_direction": "上调", "trade_tons": 17000, "trade_price_range_yuan_per_ton": [3140, 3200], "spot_trade_tons": null, "forward_trade_tons": null, "crush_tons_per_day": null, "operating_rate_percent": null, "comparison": "页面披露上一交易日广东现货价格上调，东莞 3150—3160 元/吨、湛江 3140—3160 元/吨；油厂总成交 17000 吨，成交价 3140—3200 元/吨。" }, "transmission_chain": [ "我的钢铁网北京时间 8 月 27 日 08:42 发布的广东早报，披露东莞 3150—3160 元/吨、湛江 3140—3160 元/吨上调，油厂总成交 1.7 万吨。", "现货明显上调，区域价格信号偏强，SOYMEAL_ETF 短线方向评分为+1。" ], "invalidation_conditions": [ "我的钢铁网修订 2026 年 8 月 26 日广东早报中的现货区间、成交量或成交价。", "广东后续现货回落并伴随成交量方向改变。" ], "source_urls": [ "[https://ncp.[m.mysteel.com/a/26082708/1624312F245DF89B_abc.html](https://ncp.m.mysteel.com/a/26082708/1624312F245DF89B_abc.html)](https://m.mysteel.com/a/26082708/1624312F245DF89B_abc.html](https://ncp.m.mysteel.com/a/26082708/1624312F245DF89B_abc.html))" ], "source_tier": "B" }, { "event_id": "mysteel-cn-20260826-northeast-supply-report", "title": "东北油厂成交 0 吨，开机率 65.84%", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-27T00:42:00Z", "event_type": "supply_demand", "asset_keys": ["SOYMEAL_ETF"], "direction_score": -1, "confidence": 94, "horizon": "days", "raw_facts": { "report_date": "2026-08-26", "region": "东北", "spot_price_yuan_per_ton": { "protein_percent": 43, "markets": [ {"market": "辽宁", "range": [3250, 3260]}, {"market": "吉林", "range": [3280, 3280]} ] }, "spot_direction": null, "trade_tons": 0, "trade_price_range_yuan_per_ton": [3250, 3280], "spot_trade_tons": null, "forward_trade_tons": null, "crush_tons_per_day": 31800, "operating_rate_percent": 65.84, "comparison": "页面披露前一交易日东北油厂成交 0 吨，成交价 3250—3280 元/吨；辽宁 3250—3260 元/吨、吉林 3280 元/吨；开机率 65.84%，日压榨量 31800 吨。" }, "transmission_chain": [ "我的钢铁网北京时间 8 月 27 日 08:42 发布的东北早报，披露成交 0 吨、成交价 3250—3280 元/吨、开机率 65.84%、日压榨 3.18 万吨。", "成交量由前一统计日 2.8 万吨回落至 0 吨，区域需求信号偏弱，SOYMEAL_ETF 短线方向评分为-1。" ], "invalidation_conditions": [ "我的钢铁网修订 2026 年 8 月 26 日东北早报中的成交量、成交价、开机率或日压榨量。", "东北后续出现可核验的成交恢复。" ], "source_urls": [ "[https://ncp.[m.mysteel.com/a/26082708/D385E61AC64CF342_abc.html](https://ncp.m.mysteel.com/a/26082708/D385E61AC64CF342_abc.html)](https://m.mysteel.com/a/26082708/D385E61AC64CF342_abc.html](https://ncp.m.mysteel.com/a/26082708/D385E61AC64CF342_abc.html))" ], "source_tier": "B" }, { "event_id": "mysteel-cn-20260826-eastchina-supply-report", "title": "华东油厂开机率 66.73%，开机量 7.20 万吨", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-27T00:42:00Z", "event_type": "supply_demand", "asset_keys": ["SOYMEAL_ETF"], "direction_score": 0, "confidence": 96, "horizon": "days", "raw_facts": { "report_date": "2026-08-26", "region": "华东", "spot_price_yuan_per_ton": null, "spot_direction": null, "trade_tons": null, "trade_price_range_yuan_per_ton": null, "spot_trade_tons": null, "forward_trade_tons": null, "crush_tons_per_day": 72000, "operating_rate_percent": 66.73, "comparison": "页面披露上一交易日华东油厂开工率 66.73%、开机量 7.20 万吨。" }, "transmission_chain": [ "我的钢铁网北京时间 8 月 27 日 08:42 发布的华东早报，披露上一交易日开工率 66.73%和开机量 7.20 万吨。", "华东开机率与开机量均为供应端指标，页面未给出对应现货价格变动，SOYMEAL_ETF 方向保持中性观察。" ], "invalidation_conditions": [ "我的钢铁网修订 2026 年 8 月 26 日华东早报中的开工率或开机量。", "华东后续开机率和开机量出现同口径的明显回落或上升。" ], "source_urls": [ "[https://ncp.[m.mysteel.com/a/26082708/0AA59E263123B6F2_abc.html](https://ncp.m.mysteel.com/a/26082708/0AA59E263123B6F2_abc.html)](https://m.mysteel.com/a/26082708/0AA59E263123B6F2_abc.html](https://ncp.m.mysteel.com/a/26082708/0AA59E263123B6F2_abc.html))" ], "source_tier": "B" }, { "event_id": "mysteel-cn-20260826-two-lakes-supply-report", "title": "两湖豆粕上调，武汉 3200—3210，成交 300 吨", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-27T00:45:00Z", "event_type": "supply_demand", "asset_keys": ["SOYMEAL_ETF"], "direction_score": 1, "confidence": 93, "horizon": "days", "raw_facts": { "report_date": "2026-08-26", "region": "两湖", "spot_price_yuan_per_ton": { "protein_percent": 43, "markets": [ {"market": "武汉", "range": [3200, 3210]}, {"market": "岳阳", "range": [3180, 3190]} ] }, "spot_direction": "上调", "trade_tons": 300, "trade_price_range_yuan_per_ton": null, "spot_trade_tons": null, "forward_trade_tons": null, "crush_tons_per_day": null, "operating_rate_percent": 68, "comparison": "页面披露上个交易日两湖豆粕现货价格上调，武汉 3200—3210 元/吨，岳阳 3180—3190 元/吨，油厂总成交 300 吨，开机率 68%，黄冈、荆州停机。" }, "transmission_chain": [ "我的钢铁网北京时间 8 月 27 日 08:45 发布的两湖早报，披露武汉 3200—3210 元/吨、岳阳 3180—3190 元/吨上调，总成交 300 吨、开机率 68%。", "现货上调为主，成交虽低但价格信号偏强，SOYMEAL_ETF 区域方向评分为+1。" ], "invalidation_conditions": [ "我的钢铁网修订 2026 年 8 月 26 日两湖早报中的现货区间、成交量或开机率。", "两湖后续现货回落并伴随成交量进一步萎缩。" ], "source_urls": [ "[https://ncp.[m.mysteel.com/a/26082708/5F15BCB5CCE05DF9_abc.html](https://ncp.m.mysteel.com/a/26082708/5F15BCB5CCE05DF9_abc.html)](https://m.mysteel.com/a/26082708/5F15BCB5CCE05DF9_abc.html](https://ncp.m.mysteel.com/a/26082708/5F15BCB5CCE05DF9_abc.html))" ], "source_tier": "B" }, { "event_id": "mysteel-cn-20260826-chuanyu-supply-report", "title": "川渝豆粕上调至 3150—3250 元，开机率 47%", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-27T00:59:00Z", "event_type": "supply_demand", "asset_keys": ["SOYMEAL_ETF"], "direction_score": 1, "confidence": 95, "horizon": "days", "raw_facts": { "report_date": "2026-08-26", "region": "川渝", "spot_price_yuan_per_ton": { "protein_percent": 43, "markets": [ {"market": "重庆贸易商", "range": [3150, 3200]}, {"market": "四川贸易商", "range": [3240, 3250]} ] }, "spot_direction": "上调", "trade_tons": null, "trade_price_range_yuan_per_ton": null, "spot_trade_tons": null, "forward_trade_tons": null, "crush_tons_per_day": 10800, "operating_rate_percent": 47, "comparison": "页面披露昨日川渝市场豆粕现货价格上调，在 3150—3250 元/吨区间；重庆贸易商 3150—3200 元/吨，四川贸易商 3240—3250 元/吨；开机率 47%，压榨量 1.08 万吨/日。" }, "transmission_chain": [ "我的钢铁网北京时间 8 月 27 日 08:59 发布的川渝早报，披露前一交易日现货 3150—3250 元/吨上调、开机率 47%、日压榨 1.08 万吨。", "川渝现货由前一日下调转为上调，区域现货信号偏强，SOYMEAL_ETF 短线方向评分为+1。" ], "invalidation_conditions": [ "我的钢铁网修订 2026 年 8 月 26 日川渝早报中的现货区间、开机率或日压榨量。", "川渝后续现货报价回落并伴随开机率明显变化。" ], "source_urls": [ "[https://ncp.[m.mysteel.com/a/26082708/B5D7D832DB02E4BA_abc.html](https://ncp.m.mysteel.com/a/26082708/B5D7D832DB02E4BA_abc.html)](https://m.mysteel.com/a/26082708/B5D7D832DB02E4BA_abc.html](https://ncp.m.mysteel.com/a/26082708/B5D7D832DB02E4BA_abc.html))" ], "source_tier": "B" }, { "event_id": "mysteel-cn-20260826-guangxi-yungui-supply-report", "title": "广西豆粕成交 3130 涨 20，昆明 3210 涨 30", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-27T00:38:00Z", "event_type": "spot_basis", "asset_keys": ["SOYMEAL_ETF"], "direction_score": 1, "confidence": 93, "horizon": "days", "raw_facts": { "report_date": "2026-08-26", "region": "广西及云贵", "spot_price_yuan_per_ton": { "protein_percent": 43, "markets": [ {"market": "广西主流成交", "range": [3130, 3130], "change": 20}, {"market": "云南昆明主流", "range": [3210, 3210], "change": 30} ] }, "spot_direction": "上涨", "trade_tons": null, "trade_price_range_yuan_per_ton": null, "spot_trade_tons": null, "forward_trade_tons": null, "crush_tons_per_day": null, "operating_rate_percent": null, "comparison": "页面披露广西主流成交价 3130 元/吨、涨 20 元/吨，云南昆明主流价 3210 元/吨、涨 30 元/吨；页面另写开机率约 67%，因非精确值未写入开机率字段。" }, "transmission_chain": [ "我的钢铁网北京时间 8 月 27 日 08:38 发布的广西及云贵早报，披露广西主流成交 3130 元/吨涨 20 元、昆明主流 3210 元/吨涨 30 元。", "两地现货明确上涨，区域价格信号偏强，SOYMEAL_ETF 短线方向评分为+1。" ], "invalidation_conditions": [ "我的钢铁网修订 2026 年 8 月 26 日广西及云贵早报中的成交价或涨跌金额。", "广西及云贵后续现货报价回落。" ], "source_urls": [ "[https://ncp.[m.mysteel.com/a/26082708/48C7F3E9A294C800_abc.html](https://ncp.m.mysteel.com/a/26082708/48C7F3E9A294C800_abc.html)](https://m.mysteel.com/a/26082708/48C7F3E9A294C800_abc.html](https://ncp.m.mysteel.com/a/26082708/48C7F3E9A294C800_abc.html))" ], "source_tier": "B" } ]