GuoTai NASDAQ-100(SH513100) Net Value

Official Est date 2017-10-17, calibration(History) on 2017-10-17 19:00:35. Fair Est calibration History.
Symbol Official Est Official Premium Fair Est Fair Premium Realtime Est Realtime Premium
SH513100 2.124 -0.09% 2.127 -0.25%

Reference data
Symbol Price Change Date Time Remark
^NDX 6122.61 0.13% 2017-10-17 17:16 NASDAQ-100 Index
QQQ 149.04 0.13% 2017-10-17 16:00 PowerShares Exchange-Traded Fund
QQQ 149.12 0.18% 2017-10-17 20:00 Post-Market Trading
^QQQ-IV 141.9 0.47% 2017-06-01 17:15 Net Value
DXF 93.39 0.01% 2017-10-18 13:35 USD Future
USCNY 6.599 0.16% 2017-10-18 09:16 USD/CNY Reference Rate
SH513100 2.122 0% 2017-10-18 13:35 GuoTai NASDAQ-100

The Premium of Ask/Bid Price comparing with SH513100 each Est net value 2.124/2.127
Trading Price(RMB¥) Num(100) Official Premium Fair Premium Realtime Premium Arbitrage Quantity
Ask 5 2.127 1315 0.14% -0.01% 30@149.24
Ask 4 2.126 1272 0.09% -0.06% 30@149.17
Ask 3 2.125 1810 0.05% -0.11% 30@149.1
Ask 2 2.124 539 -0% -0.15% 30@149.03
Ask 1 2.123 191 -0.05% -0.2% 30@148.96
Bid 1 2.122 489 -0.09% -0.25% 30@148.89
Bid 2 2.121 198 -0.14% -0.29% 30@148.82
Bid 3 2.12 4192 -0.19% -0.34% 30@148.75
Bid 4 2.119 1076 -0.24% -0.39% 30@148.68
Bid 5 2.118 1131 -0.28% -0.43% 30@148.61

Days of QQQ trading range covered the SMA in past 100 trading days starting from 2017-10-17. SH513100 current trading price 2.122 comparing with Est. History
SMA Est Premium Days SH513100 Est Premium Arbitrage Quantity
5 Days 148.5 0.36% 30 2.117 0.25% 30
10 Days 148.03 0.68% 26 2.11 0.56% 30
20 Days 146.25 1.91% 24 2.086 1.72% 31
Boll Up 150.6 -1.04% 7 2.145 -1.08% 30
Boll Down 141.9 5.03% 7 2.027 4.67% 32
5 Weeks 146.44 1.77% 2.089 1.59% 31
10 Weeks 144.85 2.89% 2.067 2.65% 31
20 Weeks 142.67 4.46% 2.038 4.13% 31
5 Months 142.9 4.3% 2.041 3.98% 31
10 Months 136.9 8.87% 1.9595 8.29% 33
20 Months 123.94 20.25% 1.7841 18.94% 36

The Premium history of SH513100 Close price comparing with Net Value All Records
Date Close Net Value Premium QQQ Change Official Est Est Time Error
2017-10-18 2.122 149.04 0.13% 2.124 13:35:51
2017-10-17 2.122 2.12 0.09% 148.85 0.34% 2.119 16:43:31 -0.03%
2017-10-16 2.112 2.113 -0.05% 148.34 0.39% 2.113 16:44:42 0
2017-10-13 2.102 2.104 -0.1% 147.77 -0.18% 2.104 16:07:37 0
2017-10-12 2.104 2.109 -0.24% 148.04 0.3% 2.109 18:49:19 0
2017-10-11 2.101 2.116 -0.71% 147.6 0.07% 2.116 20:34:20 0
2017-10-10 2.092 2.121 -1.37% 147.49 -0.12% 2.12 15:50:56 -0.05%

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