截至2026年8月14日13时：5条豆粕ETF结构化事件

[ { "event_id": "mysteel-shanghai-20260814-soymeal-spot", "title": "上海东辰 43%豆粕报价 2990 至 3020 元/吨并下调", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-14T03:09:21Z", "event_type": "spot_basis", "asset_keys": ["SOYMEAL_ETF"], "direction_score": -1, "confidence": 98, "horizon": "intraday", "raw_facts": { "market": "上海", "producer": "上海东辰油厂", "protein": "43±0.5%", "quote_change": "下调", "price_cny_per_ton": { "70kg_fixed_weight_bag": [2990, 3020], "50kg_fixed_weight_bag": [3000, 3030] }, "delivery_period": "2026-08-20 至 2026-08-31", "quote_valid_until": "2026-08-14 14:50（北京时间）", "supply_terms": "限量供应，随盘调价" }, "transmission_chain": [ "上海油厂现货报价下调，华东现货成交价锚定下移。", "若低价扩散至其他区域或基差报价，豆粕 ETF 短线估值承压。" ], "invalidation_conditions": [ "报价仅对限量供应有效，且页面注明随盘调价。", "其他区域现货报价上调或基差转强。" ], "source_urls": [ "[https://ncp.[mysteel.com/a/26081411/B592E012A30CB9D5.html](https://ncp.mysteel.com/a/26081411/B592E012A30CB9D5.html)](https://mysteel.com/a/26081411/B592E012A30CB9D5.html](https://ncp.mysteel.com/a/26081411/B592E012A30CB9D5.html))" ], "source_tier": "B" }, { "event_id": "mysteel-northwest-20260814-soymeal-inventory", "title": "西北豆粕库存 0.3 万吨环比减少 0.55 万吨", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-14T03:25:20Z", "event_type": "supply_demand", "asset_keys": ["SOYMEAL_ETF"], "direction_score": 1, "confidence": 97, "horizon": "weeks", "raw_facts": { "scope": "西北市场 2 家主要油厂", "as_of_date": "2026-08-14", "soybean_inventory_10kt": { "current": 9.5, "week_over_week_change": -1.7, "year_over_year_change": -6.5 }, "soymeal_inventory_10kt": { "current": 0.3, "week_over_week_change": -0.55, "year_over_year_change": -0.3 }, "unexecuted_contracts_10kt": { "current": 5.7, "week_over_week_change": -2.6, "year_over_year_change": -2.7 } }, "transmission_chain": [ "西北油厂豆粕库存降至 0.3 万吨，区域现货可售库存收缩。", "若库存下降延续，现货供应端对豆粕价格形成支撑，并通过基差传导至豆粕 ETF。" ], "invalidation_conditions": [ "本次数据仅覆盖西北 2 家主要油厂，不能直接代表全国库存。", "全国其他区域库存回升或需求走弱，可能抵消区域库存下降的支撑。" ], "source_urls": [ "[https://ncp.[mysteel.com/a/26081411/464630CFBD211187.html](https://ncp.mysteel.com/a/26081411/464630CFBD211187.html)](https://mysteel.com/a/26081411/464630CFBD211187.html](https://ncp.mysteel.com/a/26081411/464630CFBD211187.html))" ], "source_tier": "B" }, { "event_id": "mysteel-northchina-20260814-soymeal-spot", "title": "华北 43%豆粕报价 3045 元/吨下跌 5 至 15 元", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-14T03:34:28Z", "event_type": "spot_basis", "asset_keys": ["SOYMEAL_ETF"], "direction_score": -1, "confidence": 98, "horizon": "intraday", "raw_facts": { "market": "华北", "protein": "43%", "quotes_cny_per_ton": [ { "producer": "天津九三", "price": 3045, "change_from_previous_day": -15 }, { "producer": "北京汇福", "price": 3045, "change_from_previous_day": -15 }, { "producer": "黄骅嘉好", "price": 3045, "change_from_previous_day": -5 } ], "unit": "元/吨" }, "transmission_chain": [ "华北 3 家油厂 43%豆粕报价同步低于前一日，区域现货价格重心下移。", "若华北弱势报价成为成交锚点，豆粕 ETF 短线价格压力增加。" ], "invalidation_conditions": [ "报价变化只代表华北 3 家油厂，其他区域现货可能不同步。", "后续现货报价回升或基差走强。" ], "source_urls": [ "[https://ncp.[mysteel.com/a/26081411/0CECF299FA65BD72.html](https://ncp.mysteel.com/a/26081411/0CECF299FA65BD72.html)](https://mysteel.com/a/26081411/0CECF299FA65BD72.html](https://ncp.mysteel.com/a/26081411/0CECF299FA65BD72.html))" ], "source_tier": "B" }, { "event_id": "mysteel-zhanjiang-20260814-soymeal-spot", "title": "湛江 43%豆粕报价 3060 元/吨保持稳定", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-14T04:00:03Z", "event_type": "spot_basis", "asset_keys": ["SOYMEAL_ETF"], "direction_score": 0, "confidence": 97, "horizon": "intraday", "raw_facts": { "market": "广东湛江", "producer": "湛江渤海油厂", "price_cny_per_ton": { "43_percent_soymeal": 3060, "46_percent_premium_over_43_percent": 130 }, "change": "持稳", "unit": "元/吨" }, "transmission_chain": [ "湛江 43%豆粕报价维持 3060 元/吨，华南现货暂未出现新的下行扩散。", "区域价格稳定对豆粕 ETF 形成中性锚定，无法抵消其他市场的走弱信号。" ], "invalidation_conditions": [ "该报价为湛江单一油厂报价，不能代表整个华南市场。", "后续报价随盘调整或华南其他油厂出现明显变动。" ], "source_urls": [ "[https://ncp.[mysteel.com/a/26081412/A4F57BB6417D21E4.html](https://ncp.mysteel.com/a/26081412/A4F57BB6417D21E4.html)](https://mysteel.com/a/26081412/A4F57BB6417D21E4.html](https://ncp.mysteel.com/a/26081412/A4F57BB6417D21E4.html))" ], "source_tier": "B" }, { "event_id": "mysteel-china-20260814-soymeal-basis", "title": "全国豆粕基差多数下跌，昆明 60 元上涨 10 元", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-14T04:04:14Z", "event_type": "spot_basis", "asset_keys": ["SOYMEAL_ETF"], "direction_score": -1, "confidence": 96, "horizon": "days", "raw_facts": { "as_of_date": "2026-08-14", "kunming_basis_cny_per_ton": { "current": 60, "change": 10 }, "changchun_chengdu_basis_cny_per_ton": { "reported_range": [30, 80], "change": -10 }, "fangchenggang_basis_cny_per_ton": { "current": -130, "change": 0 }, "rizhao_basis_cny_per_ton": { "current": -115, "change": -25 }, "other_markets": "天津、日照、湛江等沿海及内陆主要港口基差为负值或走弱" }, "transmission_chain": [ "除昆明外，来源覆盖的多数市场基差下跌或持稳，现货相对期货偏弱。", "基差走弱压低豆粕现货相对期货的溢价，豆粕 ETF 短线方向偏空。" ], "invalidation_conditions": [ "昆明基差逆势上涨 10 元，区域信号并不一致。", "后续沿海基差回升或现货价格上行，将削弱本次偏弱判断。" ], "source_urls": [ "[https://ncp.[mysteel.com/a/26081412/B7AACB5B4954FA05.html](https://ncp.mysteel.com/a/26081412/B7AACB5B4954FA05.html)](https://mysteel.com/a/26081412/B7AACB5B4954FA05.html](https://ncp.mysteel.com/a/26081412/B7AACB5B4954FA05.html))" ], "source_tier": "B" } ]