Southern Oil QDII-FOF(SH501018) Net Value

Official Est date 2017-08-18, calibration(History) on 2017-08-18 23:12:13. Future realtime Est assume CL(calibration History) 100% related.
Symbol Official Est Official Premium Fair Est Fair Premium Realtime Est Realtime Premium
SH501018 0.8794 -3% 0.8794 -3% 0.8797 -3.03%

Reference data
Symbol Price Change Date Time Remark
USO 9.97 3.64% 2017-08-18 16:00 United States Oil
USO 9.97 3.64% 2017-08-18 20:00 Post-Market Trading
CL 48.73 3.48% 2017-08-19 05:00 NYMEX Oil Future
DXF 93.36 -0.31% 2017-08-19 04:58 USD Future
USCNY 6.674 0.05% 2017-08-18 09:19 USD/CNY Reference Rate
SH501018 0.853 0.47% 2017-08-18 15:00 Southern Oil QDII-FOF

The Premium of Ask/Bid Price comparing with SH501018 each Est net value 0.8794/0.8794/0.8797
Trading Price(RMB¥) Num(100) Official Premium Fair Premium Realtime Premium Arbitrage Quantity
Ask 5 0.857 100 -2.55% -2.55% -2.58% 1544@9.699
Ask 4 0.856 100 -2.66% -2.66% -2.69% 1546@9.687
Ask 3 0.855 196 -2.78% -2.78% -2.81% 1548@9.676
Ask 2 0.854 1277 -2.89% -2.89% -2.92% 1550@9.665
Ask 1 0.853 541 -3% -3% -3.03% 1552@9.653
Bid 1 0.852 1232 -3.12% -3.12% -3.15% 1553@9.642
Bid 2 0.851 1238 -3.23% -3.23% -3.26% 1555@9.631
Bid 3 0.85 1771 -3.34% -3.34% -3.37% 1557@9.619
Bid 4 0.849 419 -3.46% -3.46% -3.49% 1559@9.608
Bid 5 0.848 857 -3.57% -3.57% -3.6% 1561@9.597

Days of USO trading range covered the SMA in past 100 trading days starting from 2017-08-18. SH501018 current trading price 0.853 comparing with Est. History
SMA Est Premium Days SH501018 Est Premium Arbitrage Quantity
5 Days 9.728 2.49% 5 0.859 -0.7% 1540
10 Days 9.86 1.12% 4 0.8702 -1.97% 1519
20 Days 9.974 -0.04% 3 0.8797 -3.04% 1502
Boll Up 10.42 -4.28% 4 0.9168 -6.96% 1438
Boll Down 9.532 4.6% 1 0.8426 1.23% 1571
5 Weeks 10.07 -0.94% 0.8874 -3.87% 1488
10 Weeks 9.628 3.55% 0.8507 0.27% 1556
20 Weeks 9.858 1.14% 0.87 -1.95% 1519
5 Months 9.995 -0.25% 0.8815 -3.23% 1498
10 Months 10.67 -6.57% 0.9383 -9.09% 1404
20 Months 10.56 -5.62% 0.9292 -8.2% 1418

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
2017-08-18 0.853 0.8496 0.4% 9.62 0.52% 0.8569 21:03:01 0.86%
2017-08-17 0.849 0.8535 -0.53% 9.57 -1.85% 0.8439 21:10:28 -1.12%
2017-08-16 0.860 0.8579 0.24% 9.75 0.31% 0.8675 21:03:51 1.12%
2017-08-15 0.857 0.8639 -0.8% 9.72 -2.7% 0.8535 21:22:53 -1.2%
2017-08-14 0.873 0.8765 -0.4% 9.99 0.81% 0.8852 21:23:22 0.99%
2017-08-11 0.868 0.8801 -1.37% 9.91 -2.36% 0.8703 21:13:03 -1.11%
2017-08-10 0.891 0.8942 -0.36% 10.15 0.89% 0.8995 20:50:40 0.59%

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