8月24日13时：5条豆粕ETF结构化事件

[ { "event_id": "mysteel-cn-20260824-huabei-spot-drop", "title": "华北 43%豆粕现货报价稳中下调", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-24T03:08:00Z", "event_type": "spot_basis", "asset_keys": [ "SOYMEAL_ETF" ], "direction_score": -1, "confidence": 95, "horizon": "intraday", "raw_facts": { "report_date": "2026-08-24", "market": "华北", "protein_percent": 43, "quotes_yuan_per_ton": { "天津九三": { "price": 3120, "change": -10 }, "北京汇福": { "price": 3130, "change": 0 }, "黄骅嘉好": { "price": 3120, "change": -10 } }, "comparison": "天津九三与黄骅嘉好较前一交易日下跌 10 元/吨，北京汇福持平。" }, "transmission_chain": [ "我的钢铁网 11:08 发布的华北市场详情显示，天津九三报价 3120 元/吨、黄骅嘉好报价 3120 元/吨，均较前一交易日下跌 10 元/吨；北京汇福报价 3130 元/吨，持平。", "华北三家油厂呈现两家下调、一家持平，区域现货信号偏弱；若成交和提货同步下降，豆粕 ETF 盘中现货信号将继续偏空。" ], "invalidation_conditions": [ "华北后续现货报价普遍回升，或成交与提货数据没有跟随走弱。", "华东、华南等主要消费区现货上行，抵消华北报价下调。" ], "source_urls": [ "[https://ncp.[m.mysteel.com/a/26082411/A67FB808C5929C9A_abc.html](https://ncp.m.mysteel.com/a/26082411/A67FB808C5929C9A_abc.html)](https://m.mysteel.com/a/26082411/A67FB808C5929C9A_abc.html](https://ncp.m.mysteel.com/a/26082411/A67FB808C5929C9A_abc.html))" ], "source_tier": "B" }, { "event_id": "mysteel-cn-20260824-guangxi-spot-drop", "title": "广西三家油厂 43%豆粕报价下跌 10 元", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-24T03:25:00Z", "event_type": "spot_basis", "asset_keys": [ "SOYMEAL_ETF" ], "direction_score": -1, "confidence": 95, "horizon": "intraday", "raw_facts": { "report_date": "2026-08-24", "market": "广西", "protein_percent": 43, "quotes_yuan_per_ton": { "钦州中粮": { "price": 3090, "change": -10 }, "防城港大海": { "price": 3100, "change": -10 }, "钦州港青": { "price": 3090, "change": -10 } }, "comparison": "钦州中粮、防城港大海和钦州港青较前一交易日均下跌 10 元/吨。" }, "transmission_chain": [ "我的钢铁网 11:25 发布的广西市场详情显示，钦州中粮报价 3090 元/吨、防城港大海报价 3100 元/吨、钦州港青报价 3090 元/吨，三家较前一交易日均下跌 10 元/吨。", "广西现货报价同步下调，若华南其他市场和成交量出现同向变化，豆粕 ETF 的盘中现货信号偏空。" ], "invalidation_conditions": [ "广西后续现货报价普遍回升，或成交和提货没有跟随下调。", "其他主要消费区现货上行，抵消广西三家油厂的下调信号。" ], "source_urls": [ "[https://ncp.[m.mysteel.com/a/26082411/24BAE507533323AA_abc.html](https://ncp.m.mysteel.com/a/26082411/24BAE507533323AA_abc.html)](https://m.mysteel.com/a/26082411/24BAE507533323AA_abc.html](https://ncp.m.mysteel.com/a/26082411/24BAE507533323AA_abc.html))" ], "source_tier": "B" }, { "event_id": "mysteel-cn-20260824-qinzhou-gangqing-basis-stable", "title": "钦州港青豆粕远期基差报价保持稳定", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-24T03:23:00Z", "event_type": "spot_basis", "asset_keys": [ "SOYMEAL_ETF" ], "direction_score": 0, "confidence": 95, "horizon": "weeks", "raw_facts": { "report_date": "2026-08-24", "market": "广西钦州港青油厂", "protein_percent": 43, "basis_quotes_yuan_per_ton": { "10 月至 12 月合约": { "contract": "M01", "basis": 10 }, "2027 年 5 月至 7 月合约": { "contract": "M05", "basis": 10 } }, "protein_premium_yuan_per_ton": { "46_percent": 130 }, "comparison": "页面表述上述远期基差报价保持稳定。" }, "transmission_chain": [ "我的钢铁网 11:23 发布的钦州港青详情给出 10 月至 12 月合约 M01+10 元/吨、2027 年 5 月至 7 月合约 M05+10 元/吨，46%蛋白豆粕加价 130 元/吨，页面表述报价稳定。", "远期基差保持稳定，为同一时段广西现货报价下跌提供中性期限结构参照；豆粕 ETF 的短线方向仍取决于现货、成交和提货是否继续走弱。" ], "invalidation_conditions": [ "钦州港青后续调整 M01 或 M05 基差，或其他华南油厂远期基差出现同方向的大幅变化。", "现货、成交和提货形成持续单边走势，使稳定的远期基差失去参照意义。" ], "source_urls": [ "[https://ncp.[m.mysteel.com/a/26082411/7EC61031037A493A_abc.html](https://ncp.m.mysteel.com/a/26082411/7EC61031037A493A_abc.html)](https://m.mysteel.com/a/26082411/7EC61031037A493A_abc.html](https://ncp.m.mysteel.com/a/26082411/7EC61031037A493A_abc.html))" ], "source_tier": "B" }, { "event_id": "mysteel-cn-20260824-qingdao-spot-drop", "title": "青岛渤海 43%豆粕报价下跌 10 元", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-24T03:26:00Z", "event_type": "spot_basis", "asset_keys": [ "SOYMEAL_ETF" ], "direction_score": -1, "confidence": 96, "horizon": "intraday", "raw_facts": { "report_date": "2026-08-24", "market": "青岛渤海油厂", "protein_percent": 43, "price_yuan_per_ton": 3140, "change_yuan_per_ton": -10, "supply_condition": "限量供应", "protein_premium_yuan_per_ton": { "46_percent": 140 }, "comparison": "43%豆粕现货报价较前一日下跌 10 元/吨。" }, "transmission_chain": [ "我的钢铁网 11:26 发布的青岛渤海详情显示，43%豆粕现货报价 3140 元/吨，限量供应，较前一日下跌 10 元/吨；46%蛋白豆粕加价 140 元/吨。", "青岛沿海现货价格下调并伴随限量供应，若山东其他油厂报价和成交同步走弱，豆粕 ETF 盘中现货信号偏空。" ], "invalidation_conditions": [ "青岛及山东沿海后续现货报价回升，或成交与提货没有跟随走弱。", "华东、华南等主要消费区现货上行，抵消青岛报价下调。" ], "source_urls": [ "[https://ncp.[m.mysteel.com/a/26082411/D73A8E90073BAA62_abc.html](https://ncp.m.mysteel.com/a/26082411/D73A8E90073BAA62_abc.html)](https://m.mysteel.com/a/26082411/D73A8E90073BAA62_abc.html](https://ncp.m.mysteel.com/a/26082411/D73A8E90073BAA62_abc.html))" ], "source_tier": "B" }, { "event_id": "mysteel-cn-20260824-sichuan-spot-flat", "title": "四川三家油厂 43%豆粕报价持平", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-24T03:52:00Z", "event_type": "spot_basis", "asset_keys": [ "SOYMEAL_ETF" ], "direction_score": 0, "confidence": 96, "horizon": "intraday", "raw_facts": { "report_date": "2026-08-24", "market": "四川", "protein_percent": 43, "quotes_yuan_per_ton": { "成都中储粮": { "price": 3240, "change": 0 }, "广汉益海": { "price": 3240, "change": 0 }, "彭山中粮": { "price": 3240, "change": 0 } }, "comparison": "成都中储粮、广汉益海和彭山中粮较前一交易日均持平。" }, "transmission_chain": [ "我的钢铁网 11:52 发布的四川市场详情显示，成都中储粮、广汉益海和彭山中粮 43%豆粕报价均为 3240 元/吨，三家较前一交易日均持平。", "四川三家油厂报价没有继续下调，为西南现货市场提供中性对照；若华南和华东走弱未扩散至西南，豆粕 ETF 的区域现货偏空信号会受限。" ], "invalidation_conditions": [ "四川三家油厂后续报价同步下调或上调。", "川渝成交、提货或其他西南油厂报价出现持续同方向变化。" ], "source_urls": [ "[https://ncp.[m.mysteel.com/a/26082411/06DCAE480F07ABBB_abc.html](https://ncp.m.mysteel.com/a/26082411/06DCAE480F07ABBB_abc.html)](https://m.mysteel.com/a/26082411/06DCAE480F07ABBB_abc.html](https://ncp.m.mysteel.com/a/26082411/06DCAE480F07ABBB_abc.html))" ], "source_tier": "B" } ]