GuoTai NASDAQ-100(SH513100) Net Value

Official Est date 2018-06-19, calibration(Calibration History) on 2018-06-20 17:52:19.
Symbol Official Est Official Premium Fair Est Fair Premium Realtime Est Realtime Premium
SH513100 2.439 0.78% 2.452 0.26%

Reference data
Symbol Price Change Date Time Name
SH513100 2.458 0.66% 2018-06-20 15:00 GuoTai NASDAQ-100
^NDX 7228.04 -0.32% 2018-06-19 17:15 NASDAQ-100 Index
ES 2770.7 0.16% 2018-06-20 19:18 S&P 500 Future
DINIW 95.12 0.1% 2018-06-20 19:33 USD Index
USCNY 6.459 0.55% 2018-06-20 09:15 USD/CNY Reference Rate

The Premium of Ask/Bid Price comparing with SH513100 each Est net value 2.439/2.452
Trading Price Num(100) Official PremiumFair Premium Arbitrage Quantity
Ask 5 2.48 10 1.68%1.16% 2@7349.55
Ask 4 2.474 144 1.44%0.91% 2@7331.77
Ask 3 2.473 3 1.39%0.87% 2@7328.8
Ask 2 2.47 16 1.27%0.75% 2@7319.91
Ask 1 2.467 5 1.15%0.63% 2@7311.02
Bid 1 2.462 326 0.94%0.42% 2@7296.2
Bid 2 2.458 624 0.78%0.26% 2@7284.35
Bid 3 2.457 444 0.74%0.22% 2@7281.39
Bid 4 2.456 993 0.7%0.18% 2@7278.42
Bid 5 2.455 612 0.66%0.14% 2@7275.46

Days of ^NDX trading range covered the SMA in past 100 trading days starting from 2018-06-19 History
SMA Est Premium Days T+1 Est SH513100 EstT+1 Est Arbitrage Quantity
5 Days 7253.7 -0.35% 28 7245.07 2.4472.444 2/2
10 Days 7211.46 0.23% 22 7218.79 2.4342.436 2/2
20 Days 7118.02 1.55% 12 7127.15 2.4042.407 2/2
Boll Up 7392.23 -2.22% 6 7453.3 2.4922.511 2/2
Boll Down 6843.81 5.61% 10 6801 2.3162.302 2/2
5 Weeks 7113.31 1.61% 7164.1 2.4022.419 2/2
10 Weeks 6929.47 4.31% 6962.19 2.3432.354 2/2
20 Weeks 6817.27 6.03% 6839.75 2.3072.315 2/2
5 Months 6752.21 7.05% 6718.14 2.2862.276 2/2
10 Months 6549.85 10.35% 6621.17 2.2222.244 2/2
20 Months 5968.14 21.11% 6032.43 2.0352.056 2/2

The Premium history of SH513100 Close price comparing with Net Value Net Value History
Date Close Net Value Premium ^NDX Change Official Est Est Time Error
2018-06-20 2.458 2.439 0.78% 7228.04 -0.32% 2.441 16:06:58 0.06%
2018-06-15 2.472 2.447 1.02% 7279.59 1.03% 2.444 16:58:13 -0.13%
2018-06-14 2.436 2.427 0.37% 7205.26 -0.05% 2.428 18:32:50 0.04%
2018-06-13 2.451 2.428 0.95% 7209.18 0.57% 2.427 16:09:22 -0.04%
2018-06-12 2.438 2.412 1.08% 7168.48 0.22% 2.411 16:31:42 -0.03%
2018-06-11 2.431 2.404 1.12% 7152.62 -0% 2.403 15:33:07 -0.05%
2018-06-08 2.405 2.4 0.21% 7152.83 -0.79% 2.401 15:34:07 0.06%
2018-06-07 2.439 2.424 0.62% 7210.08 0.6% 2.423 16:48:15 -0.05%
2018-06-06 2.420 2.413 0.29% 7166.75 0.32% 2.413 17:41:28 0

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