Southern Oil(SH501018) Net Value

Official Est date 2017-10-17, calibration(History) on 2017-10-17 21:24:42. Future realtime Est assume CL(calibration History) 100% related.
Symbol Official Est Official Premium Fair Est Fair Premium Realtime Est Realtime Premium
SH501018 0.9264 -0.58% 0.9278 -0.74% 0.929 -0.86%

Reference data
Symbol Price Change Date Time Remark
USO 10.49 0.29% 2017-10-17 16:00 United States Oil
USO 10.49 0.29% 2017-10-17 20:00 Post-Market Trading
CL 52.07 0.37% 2017-10-18 13:23 NYMEX Oil Future
DXF 93.4 0.02% 2017-10-18 13:24 USD Future
USCNY 6.599 0.16% 2017-10-18 09:16 USD/CNY Reference Rate
SH501018 0.921 0.66% 2017-10-18 13:24 Southern Oil

The Premium of Ask/Bid Price comparing with SH501018 each Est net value 0.9264/0.9278/0.929
Trading Price(RMB¥) Num(100) Official Premium Fair Premium Realtime Premium Arbitrage Quantity
Ask 5 0.925 358 -0.15% -0.31% -0.43% 434@10.47
Ask 4 0.924 766 -0.26% -0.41% -0.54% 435@10.46
Ask 3 0.923 267 -0.37% -0.52% -0.65% 435@10.45
Ask 2 0.922 923 -0.48% -0.63% -0.76% 436@10.44
Ask 1 0.921 3122 -0.58% -0.74% -0.86% 436@10.43
Bid 1 0.92 3536 -0.69% -0.85% -0.97% 437@10.42
Bid 2 0.919 2999 -0.8% -0.95% -1.08% 437@10.4
Bid 3 0.918 4990 -0.91% -1.06% -1.19% 438@10.39
Bid 4 0.917 1090 -1.02% -1.17% -1.3% 438@10.38
Bid 5 0.916 2981 -1.12% -1.28% -1.4% 439@10.37

Days of USO trading range covered the SMA in past 100 trading days starting from 2017-10-17. SH501018 current trading price 0.921 comparing with Est. History
SMA Est Premium Days SH501018 Est Premium Arbitrage Quantity
5 Days 10.39 0.99% 1 0.9178 0.35% 438
10 Days 10.27 2.16% 0 0.9078 1.46% 443
20 Days 10.3 1.8% 0 0.9109 1.11% 441
Boll Up 10.69 -1.89% 0 0.9434 -2.37% 425
Boll Down 9.917 5.77% 0 0.8784 4.85% 459
5 Weeks 10.25 2.32% 0.9065 1.6% 444
10 Weeks 10.04 4.52% 0.8884 3.67% 453
20 Weeks 9.776 7.31% 0.8665 6.29% 465
5 Months 9.96 5.32% 0.8819 4.43% 457
10 Months 10.38 1.03% 0.9175 0.39% 438
20 Months 10.64 -1.39% 0.9388 -1.9% 428

The Premium history of SH501018 Close price comparing with Net Value All Records
Date Close Net Value Premium USO Change Official Est Est Time Error
2017-10-18 0.921 10.49 0.29% 0.9264 13:24:45
2017-10-17 0.915 0.9233 -0.9% 10.46 0.87% 0.9221 20:46:35 -0.13%
2017-10-16 0.916 0.9149 0.12% 10.37 1.37% 0.9156 20:56:40 0.08%
2017-10-13 0.910 0.9031 0.76% 10.23 -1.25% 0.8989 19:54:13 -0.47%
2017-10-12 0.911 0.9102 0.09% 10.36 0.78% 0.9143 20:42:49 0.45%
2017-10-11 0.910 0.9132 -0.35% 10.28 2.8% 0.9204 21:29:01 0.79%
2017-10-10 0.892 0.8994 -0.82% 10 0.3% 0.8945 21:17:33 -0.54%

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