截至2026年8月21日11时：3条豆粕ETF结构化事件

[ { "event_id": "mysteel-cn-20260821-shanghai-dongchen-spot-drop", "title": "上海东辰 43±0.5%豆粕报价下调", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-21T02:42:00Z", "event_type": "spot_basis", "asset_keys": [ "SOYMEAL_ETF" ], "direction_score": -1, "confidence": 95, "horizon": "days", "raw_facts": { "report_date": "2026-08-21", "region": "上海", "producer": "上海东辰油厂", "protein": "43±0.5%", "packaging_quotes_yuan_per_ton": [ { "package": "70 公斤定量包", "price_range_yuan_per_ton": [ 3100, 3130 ] }, { "package": "50 公斤定量包", "price_range_yuan_per_ton": [ 3110, 3140 ] } ], "delivery_period": "2026-08-31 至 2026-09-07，需均衡提完", "quote_validity": "2026-08-21 14:50 前有效，限量供应，随盘调价", "comparison_basis": "页面明确表述为报价下调，但未给出较前一交易日的具体跌幅" }, "transmission_chain": "上海东辰现货报价下调，70 公斤定量包报 3100 至 3130 元/吨、50 公斤定量包报 3110 至 3140 元/吨；现货报价走弱先削弱豆粕 ETF 的短线价格支撑，限量供应和随盘调价使后续信号仍取决于区域成交与报价延续性。", "invalidation_conditions": [ "上海东辰后续报价止跌并连续上调", "限量供应导致实际成交量不足以代表区域现货", "华东其他油厂报价与上海东辰出现明显反向变化" ], "source_urls": [ "[https://ncp.[m.mysteel.com/a/26082110/DB628999581186DE_abc.html](https://ncp.m.mysteel.com/a/26082110/DB628999581186DE_abc.html)](https://m.mysteel.com/a/26082110/DB628999581186DE_abc.html](https://ncp.m.mysteel.com/a/26082110/DB628999581186DE_abc.html))" ], "source_tier": "B" }, { "event_id": "mysteel-cn-20260821-northeast-spot-drop", "title": "东北 43%豆粕七家油厂报价下调 10 至 30 元/吨", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-21T02:22:00Z", "event_type": "spot_basis", "asset_keys": [ "SOYMEAL_ETF" ], "direction_score": -1, "confidence": 96, "horizon": "days", "raw_facts": { "report_date": "2026-08-21", "region": "东北", "protein": "43%", "spot_quotes_yuan_per_ton": [ { "producer": "营口益海", "price_yuan_per_ton": 3220, "change_yuan_per_ton": -20 }, { "producer": "盘锦汇福", "price_yuan_per_ton": 3220, "change_yuan_per_ton": -10 }, { "producer": "盘锦中储粮大片", "price_yuan_per_ton": 3380, "change_yuan_per_ton": -20 }, { "producer": "大连九三", "price_yuan_per_ton": 3210, "change_yuan_per_ton": -20 }, { "producer": "丹东九三", "price_yuan_per_ton": 3220, "change_yuan_per_ton": -20 }, { "producer": "铁岭九三", "price_yuan_per_ton": 3230, "change_yuan_per_ton": -30 }, { "producer": "长春九三", "price_yuan_per_ton": 3260, "change_yuan_per_ton": -20 } ], "comparison_basis": "七家报价均较前一交易日下调，跌幅为 10 至 30 元/吨" }, "transmission_chain": "东北七家油厂 43%豆粕报价全部下调 10 至 30 元/吨，现货区间为 3210 至 3380 元/吨；区域报价同步走弱扩大豆粕 ETF 的短线现货压力，后续需要成交和提货数据确认这次下调是否会传导为更广泛的基差走弱。", "invalidation_conditions": [ "东北主流油厂报价止跌并重新上调", "成交和提货增加使现货压力快速消化", "其他主产销区报价转强且东北跌价未扩散" ], "source_urls": [ "[https://ncp.[m.mysteel.com/a/26082110/CE96239EAE0A2A4C_abc.html](https://ncp.m.mysteel.com/a/26082110/CE96239EAE0A2A4C_abc.html)](https://m.mysteel.com/a/26082110/CE96239EAE0A2A4C_abc.html](https://ncp.m.mysteel.com/a/26082110/CE96239EAE0A2A4C_abc.html))" ], "source_tier": "B" }, { "event_id": "mysteel-cn-20260821-huadong-bangji-basis-stable", "title": "华东邦基豆粕基差报价维持稳定", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-08-21T02:41:00Z", "event_type": "spot_basis", "asset_keys": [ "SOYMEAL_ETF" ], "direction_score": 0, "confidence": 93, "horizon": "weeks", "raw_facts": { "report_date": "2026-08-21", "region": "华东", "producer": "华东邦基油厂", "basis_quotes_yuan_per_ton": [ { "delivery_contract": "9 月合约", "contract_code_as_reported": "M2701", "basis_yuan_per_ton": -40 }, { "delivery_contract": "10 月至次年 1 月合约", "contract_code_as_reported": "M2701", "basis_yuan_per_ton": 30 }, { "delivery_contract": "2027 年 5 月至 7 月合约", "contract_code_as_reported": "M2705", "basis_yuan_per_ton": 20 } ], "comparison_basis": "页面表述上述基差报价保持稳定，未给出较前一报价的具体变动值" }, "transmission_chain": "华东邦基远月豆粕基差报价维持稳定，页面列示的基差为-40、+30 和+20 元/吨；基差没有继续走弱，为豆粕 ETF 的短线现货压力提供一个中性的期限结构参照，不能单独抵消现货报价下调。", "invalidation_conditions": [ "华东邦基基差报价转为连续下调", "华东现货报价继续下跌并带动基差同步走弱", "华东邦基调整合约口径后原报价不再具有可比性" ], "source_urls": [ "[https://ncp.[m.mysteel.com/a/26082110/2EF06A45A32326F8_abc.html](https://ncp.m.mysteel.com/a/26082110/2EF06A45A32326F8_abc.html)](https://m.mysteel.com/a/26082110/2EF06A45A32326F8_abc.html](https://ncp.m.mysteel.com/a/26082110/2EF06A45A32326F8_abc.html))" ], "source_tier": "B" } ]