8月24日11时：3条豆粕ETF结构化事件

[ { "event_id": "mysteel-cn-20260824-northeast-spot-update", "title": "东北 43%豆粕报价多数下调 10 至 20 元", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-24T02:02:00Z", "event_type": "spot_basis", "asset_keys": [ "SOYMEAL_ETF" ], "direction_score": -2, "confidence": 95, "horizon": "intraday", "raw_facts": { "report_date": "2026-08-24", "market": "东北", "protein_percent": 43, "quotes_yuan_per_ton": { "营口益海": { "change": -10 }, "盘锦汇福": { "change": -10 }, "大连九三": { "change": -10 }, "铁岭九三": { "change": -10 }, "盘锦中储粮大片": { "change": -20 }, "丹东九三": { "change": -20 }, "长春九三": { "change": 0 } }, "quote_range_yuan_per_ton": [ 3200, 3360 ], "comparison": "营口益海、盘锦汇福、大连九三和铁岭九三较前一交易日下跌 10 元/吨，盘锦中储粮大片和丹东九三下跌 20 元/吨，长春九三持平。" }, "transmission_chain": [ "8 月 24 日 10:02 发布的东北市场详情显示，7 家油厂中 6 家 43%豆粕报价下调 10 至 20 元/吨，报价区间为 3200 至 3360 元/吨。", "区域现货报价多数走弱，若成交、提货和基差同步转弱，豆粕 ETF 的盘中现货信号偏空。" ], "invalidation_conditions": [ "东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，抵消东北报价下调。" ], "source_urls": [ "[https://ncp.[m.mysteel.com/a/26082410/1CDE208F05C0485D_abc.html](https://ncp.m.mysteel.com/a/26082410/1CDE208F05C0485D_abc.html)](https://m.mysteel.com/a/26082410/1CDE208F05C0485D_abc.html](https://ncp.m.mysteel.com/a/26082410/1CDE208F05C0485D_abc.html))" ], "source_tier": "B" }, { "event_id": "mysteel-cn-20260824-huadong-bangji-basis-stable", "title": "华东邦基豆粕远期基差报价保持稳定", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-24T02:36:00Z", "event_type": "spot_basis", "asset_keys": [ "SOYMEAL_ETF" ], "direction_score": 0, "confidence": 95, "horizon": "weeks", "raw_facts": { "report_date": "2026-08-24", "market": "华东邦基油厂", "basis_quotes_yuan_per_ton": { "9 月合约": { "contract": "M2701", "basis": -40 }, "10 月至次年 1 月": { "contract": "M2701", "basis": 30 }, "2027 年 5 月至 7 月": { "contract": "M2705", "basis": 20 } }, "comparison": "页面表述豆粕基差报价保持稳定。" }, "transmission_chain": [ "8 月 24 日 10:36 发布的华东邦基详情给出 9 月合约 M2701-40 元/吨、10 月至次年 1 月 M2701+30 元/吨和 2027 年 5 月至 7 月 M2705+20 元/吨。", "远期基差报价保持稳定，为现货报价下调提供中性期限结构参照，豆粕 ETF 的短线方向信号取决于现货与成交是否继续走弱。" ], "invalidation_conditions": [ "华东邦基后续调整上述合约基差，或其他主销区基差出现同方向的大幅变化。", "现货、成交和提货数据形成持续单边走势，使稳定的远期基差失去参照意义。" ], "source_urls": [ "[https://ncp.[m.mysteel.com/a/26082410/48D4FE9026DCA244_abc.html](https://ncp.m.mysteel.com/a/26082410/48D4FE9026DCA244_abc.html)](https://m.mysteel.com/a/26082410/48D4FE9026DCA244_abc.html](https://ncp.m.mysteel.com/a/26082410/48D4FE9026DCA244_abc.html))" ], "source_tier": "B" }, { "event_id": "mysteel-cn-20260824-shanghai-dongchen-spot-drop", "title": "上海东辰 43%豆粕现货报价下调", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-24T02:37:00Z", "event_type": "spot_basis", "asset_keys": [ "SOYMEAL_ETF" ], "direction_score": -1, "confidence": 96, "horizon": "intraday", "raw_facts": { "report_date": "2026-08-24", "market": "上海东辰油厂", "protein_percent": "43±0.5", "quotes_yuan_per_ton": { "70 公斤定量包": { "range": [ 3070, 3100 ] }, "50 公斤定量包": { "range": [ 3080, 3110 ] } }, "pickup_period": "2026-08-31 至 2026-09-09", "quote_valid_until": "2026-08-24 14:50（北京时间）", "comparison": "页面表述上海东辰油厂豆粕现货报价下跌。" }, "transmission_chain": [ "8 月 24 日 10:37 发布的上海东辰详情显示，43±0.5%蛋白 70 公斤定量包出厂价为 3070 至 3100 元/吨，50 公斤定量包为 3080 至 3110 元/吨，页面表述报价下跌。", "上海现货报价下调，若华东其他油厂和成交价格同步走弱，豆粕 ETF 的盘中现货信号偏空。" ], "invalidation_conditions": [ "上海及华东后续现货报价回升，或成交和提货没有跟随报价下调。", "其他主要消费区现货上行，抵消上海东辰报价的下调信号。" ], "source_urls": [ "[https://ncp.[m.mysteel.com/a/26082410/E1495F5ACEF703B2_abc.html](https://ncp.m.mysteel.com/a/26082410/E1495F5ACEF703B2_abc.html)](https://m.mysteel.com/a/26082410/E1495F5ACEF703B2_abc.html](https://ncp.m.mysteel.com/a/26082410/E1495F5ACEF703B2_abc.html))" ], "source_tier": "B" } ]