Southern Oil(SH501018) Net Value

Official Est date 2017-12-15, calibration(History) on 2017-12-15 22:17:08. Future realtime Est assume CL(calibration History) 100% related.
Symbol Official Est Official Premium Fair Est Fair Premium Realtime Est Realtime Premium
SH501018 1.0037 -0.87% 1.0037 -0.87% 1.0046 -0.95%

Reference data
Symbol Price Change Date Time Remark
USO 11.46 0.26% 2017-12-15 16:00 United States Oil
USO 11.4 -0.26% 2017-12-15 20:00 Post-Market Trading
CL 57.36 0.56% 2017-12-16 05:59 NYMEX Oil Future
DXF 93.5 0.34% 2017-12-16 06:27 USD Future
USCNY 6.627 0.1% 2017-10-24 09:22 USD/CNY Reference Rate
SH501018 0.995 0.61% 2017-12-15 15:00 Southern Oil

The Premium of Ask/Bid Price comparing with SH501018 each Est net value 1.0037/1.0037/1.0046
Trading Price(RMB¥) Num(100) Official Premium Fair Premium Realtime Premium Arbitrage Quantity
Ask 5 0.999 508 -0.47% -0.47% -0.55% 397@11.4
Ask 4 0.998 201 -0.57% -0.57% -0.65% 398@11.39
Ask 3 0.997 98 -0.67% -0.67% -0.75% 398@11.38
Ask 2 0.996 200 -0.77% -0.77% -0.85% 399@11.37
Ask 1 0.995 4255 -0.87% -0.87% -0.95% 399@11.36
Bid 1 0.989 4 -1.47% -1.47% -1.55% 401@11.29
Bid 2 0.988 13 -1.57% -1.57% -1.65% 402@11.28
Bid 3 0.987 25 -1.67% -1.67% -1.75% 402@11.27
Bid 4 0.986 500 -1.77% -1.77% -1.85% 403@11.26
Bid 5 0.985 1001 -1.87% -1.87% -1.95% 403@11.24

Days of USO trading range covered the SMA in past 100 trading days starting from 2017-12-15. SH501018 current trading price 0.995 comparing with Est. History
SMA Est Premium Days SH501018 Est Premium Arbitrage Quantity
5 Days 11.42 0.39% 10 1 -0.5% 397
10 Days 11.42 0.36% 8 1.0003 -0.53% 397
20 Days 11.49 -0.29% 3 1.0065 -1.14% 394
Boll Up 11.79 -2.82% 5 1.0314 -3.53% 384
Boll Down 11.19 2.37% 0 0.9816 1.36% 405
5 Weeks 11.6 -1.23% 1.0156 -2.03% 391
10 Weeks 11.29 1.49% 0.9898 0.53% 401
20 Weeks 10.63 7.82% 0.9346 6.46% 426
5 Months 10.62 7.96% 0.9334 6.6% 427
10 Months 10.34 10.81% 0.9107 9.25% 438
20 Months 10.71 6.99% 0.9415 5.69% 423

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
2017-12-15 0.995 1.0001 -0.51% 11.43 0.88% 1.0015 21:48:01 0.14%
2017-12-14 0.989 0.9963 -0.73% 11.33 -0.96% 1.0017 19:55:51 0.54%
2017-12-13 1.009 1.0096 -0.06% 11.44 -1.38% 1.006 20:56:39 -0.36%
2017-12-12 1.015 1.0192 -0.41% 11.6 0.96% 1.0161 20:43:17 -0.3%
2017-12-11 0.997 1.0097 -1.26% 11.49 1.41% 1.0071 16:33:33 -0.26%
2017-12-08 0.986 0.9934 -0.74% 11.33 1.16% 0.9892 21:51:46 -0.42%
2017-12-07 0.971 0.9874 -1.66% 11.2 -2.95% 0.979 16:53:26 -0.85%

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