Bosera S&P 500(SH513500) Net Value

Official Est date 2018-09-18, calibration(Calibration History) on 2018-09-19 09:05:04.
Symbol Official Est Official Premium Fair Est Fair Premium Realtime Est Realtime Premium
SH513500 1.8483 -0.18% 1.8487 -0.2%

Reference data
Symbol Price Change Date Time Name
SH513500 1.845 0.49% 2018-09-19 15:00 Bosera S&P 500
^GSPC 2904.31 0.54% 2018-09-18 16:48 S&P 500 Index
ES 2911.3 -0.02% 2018-09-19 16:27 S&P 500 Future
DINIW 94.33 -0.3% 2018-09-19 16:44 USD Index
USCNY 6.857 0.02% 2018-09-19 09:15 USD/CNY Reference Rate

ETF List
Symbol Price Change Date Time Follow SymbolRatioFactor
SH 27.5 -0.47% 2018-09-18 16:00 ^GSPC-1105.65
SPY 290.91 0.54% 2018-09-18 16:00 ^GSPC19.986
SPXU 32.7 -1.59% 2018-09-18 16:00 ^GSPC-388.78
UPRO 56.85 1.61% 2018-09-18 16:00 ^GSPC351.1

The Premium of Ask/Bid Price comparing with SH513500 each Est net value 1.8483/1.8487
Trading Price Num(100) Official PremiumFair Premium Arbitrage Quantity
Ask 5 1.85 2367 0.09%0.07% 5@2906.07
Ask 4 1.849 4096 0.04%0 5@2904.5
Ask 3 1.848 2741 0-0.04% 5@2902.93
Ask 2 1.847 2691 -0.07%-0.09% 5@2901.36
Ask 1 1.846 838 -0.13%-0.15% 5@2899.78
Bid 1 1.845 8 -0.18%-0.2% 5@2898.21
Bid 2 1.844 672 -0.23%-0.25% 5@2896.64
Bid 3 1.842 2110 -0.34%-0.36% 5@2893.5
Bid 4 1.84 1158 -0.45%-0.47% 5@2890.36
Bid 5 1.839 3013 -0.5%-0.53% 5@2888.79

Days of ^GSPC trading range covered the SMA in past 100 trading days starting from 2018-09-18 History
SMA Est Premium Days T+1 Est SH513500 EstT+1 Est Arbitrage Quantity
5 Days 2900.57 0.13% 35 2899.36 1.84611.8453 5/5
10 Days 2889.55 0.51% 31 2890.99 1.83941.8403 5/5
20 Days 2889.25 0.52% 16 2890.77 1.83921.8401 5/5
Boll Up 2924.28 -0.68% 12 2930.65 1.86041.8643 4/4
Boll Down 2854.21 1.76% 3 2850.89 1.8181.816 5/5
5 Weeks 2888.22 0.56% 2892.73 1.83861.8413 5/5
10 Weeks 2855.25 1.72% 2861.93 1.81871.8227 5/5
20 Weeks 2799.32 3.75% 2803.29 1.78481.7872 5/5
5 Months 2785.36 4.27% 2812.06 1.77641.7925 5/5
10 Months 2737.96 6.08% 2746 1.74771.7526 5/5
20 Months 2593.24 12% 2605.99 1.66021.6679 5/5
EMA50 2848.96 1.94% 1.8149 5
EMA200 2734.22 6.22% 1.7455 5

SMA Est Premium Days T+1 Est SH EstT+1 Est
5 Days 2900.57 0.13% 35 2899.36 27.5327.54
10 Days 2889.55 0.51% 31 2890.99 27.6327.62
20 Days 2889.25 0.52% 16 2890.77 27.6327.62
Boll Up 2924.28 -0.68% 12 2930.65 27.327.24
Boll Down 2854.21 1.76% 3 2850.89 27.9628
5 Weeks 2888.22 0.56% 2892.73 27.6427.6
10 Weeks 2855.25 1.72% 2861.93 27.9527.89
20 Weeks 2799.32 3.75% 2803.29 28.4828.45
5 Months 2785.36 4.27% 2812.06 28.6228.36
10 Months 2737.96 6.08% 2746 29.0628.99
20 Months 2593.24 12% 2605.99 30.4330.31
EMA50 2848.96 1.94% 28.01
EMA200 2734.22 6.22% 29.1

SMA Est Premium Days T+1 Est SPY EstT+1 Est
5 Days 2900.57 0.13% 35 2899.36 290.48290.36
10 Days 2889.55 0.51% 31 2890.99 289.37289.52
20 Days 2889.25 0.52% 16 2890.77 289.34289.5
Boll Up 2924.28 -0.68% 12 2930.65 292.85293.49
Boll Down 2854.21 1.76% 3 2850.89 285.83285.5
5 Weeks 2888.22 0.56% 2892.73 289.24289.69
10 Weeks 2855.25 1.72% 2861.93 285.94286.61
20 Weeks 2799.32 3.75% 2803.29 280.34280.73
5 Months 2785.36 4.27% 2812.06 278.94281.61
10 Months 2737.96 6.08% 2746 274.19275
20 Months 2593.24 12% 2605.99 259.7260.98
EMA50 2848.96 1.94% 285.31
EMA200 2734.22 6.22% 273.82

SMA Est Premium Days T+1 Est SPXU EstT+1 Est
5 Days 2900.57 0.13% 35 2899.36 32.8432.88
10 Days 2889.55 0.51% 31 2890.99 33.2133.16
20 Days 2889.25 0.52% 16 2890.77 33.2233.17
Boll Up 2924.28 -0.68% 12 2930.65 32.0431.82
Boll Down 2854.21 1.76% 3 2850.89 34.434.52
5 Weeks 2888.22 0.56% 2892.73 33.2633.1
10 Weeks 2855.25 1.72% 2861.93 34.3734.14
20 Weeks 2799.32 3.75% 2803.29 36.2636.13
5 Months 2785.36 4.27% 2812.06 36.7335.83
10 Months 2737.96 6.08% 2746 38.3338.06
20 Months 2593.24 12% 2605.99 43.2242.79
EMA50 2848.96 1.94% 34.58
EMA200 2734.22 6.22% 38.46

SMA Est Premium Days T+1 Est UPRO EstT+1 Est
5 Days 2900.57 0.13% 35 2899.36 56.6156.54
10 Days 2889.55 0.51% 31 2890.99 55.9756.05
20 Days 2889.25 0.52% 16 2890.77 55.9556.04
Boll Up 2924.28 -0.68% 12 2930.65 5858.38
Boll Down 2854.21 1.76% 3 2850.89 53.8953.7
5 Weeks 2888.22 0.56% 2892.73 55.8956.15
10 Weeks 2855.25 1.72% 2861.93 53.9554.34
20 Weeks 2799.32 3.75% 2803.29 50.6750.9
5 Months 2785.36 4.27% 2812.06 49.8551.42
10 Months 2737.96 6.08% 2746 47.0747.54
20 Months 2593.24 12% 2605.99 38.5739.32
EMA50 2848.96 1.94% 53.58
EMA200 2734.22 6.22% 46.85

The Premium history of SH513500 Close price comparing with Net Value Net Value History
Date Close Net Value Premium ^GSPC Change Official Est Est Time Error
2018-09-18 1.836 1.8378 -0.1% 2888.8 -0.56% 1.8383 12:00:03 0
2018-09-17 1.85 1.8443 0.31% 2904.98 0.03% 1.8442 04:02:18 0
2018-09-14 1.85 1.8469 0.17% 2904.18 0.53% 1.8461 04:11:41 0.04%
2018-09-13 1.839 1.8384 0.03% 2888.92 0.04% 1.8384 05:32:12 0
2018-09-12 1.844 1.8363 0.42% 2887.89 0.37% 1.8359 04:36:57 0
2018-09-11 1.835 1.8269 0.44% 2877.13 0.19% 1.8268 04:05:43 0
2018-09-10 1.829 1.819 0.55% 2871.68 -0.22% 1.819 05:13:40 0
2018-09-07 1.821 1.823 -0.11% 2878.05 -0.37% 1.8229 05:25:38 0
2018-09-06 1.826 1.8305 -0.25% 2888.6 -0.28% 1.8306 04:56:20 0

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