Bosera S&P 500(SH513500) Net Value

Official Est date 2017-09-25, calibration(History) on 2017-09-25 22:24:46. Fair Est calibration History.
Symbol Official Est Official Premium Fair Est Fair Premium Realtime Est Realtime Premium
SH513500 1.5262 -0.67% 1.5289 -0.84%

Reference data
Symbol Price Change Date Time Remark
^GSPC 2496.66 -0.22% 2017-09-25 16:40 S&P 500 Index
SPY 248.93 -0.2% 2017-09-25 16:00 SPDR S&P 500 ETF
SPY 249.23 -0.08% 2017-09-25 20:00 Post-Market Trading
^SPY-IV 248.69 -0.33% 2017-09-25 15:23 Net Value
DXF 92.46 0% 2017-09-26 13:32 USD Future
USCNY 6.608 0.2% 2017-09-26 09:21 USD/CNY Reference Rate
SH513500 1.516 0% 2017-09-26 13:33 Bosera S&P 500

The Premium of Ask/Bid Price comparing with SH513500 each Est net value 1.5262/1.5289
Trading Price(RMB¥) Num(100) Official Premium Fair Premium Realtime Premium Arbitrage Quantity
Ask 5 1.521 309 -0.34% -0.52% 18@248.13
Ask 4 1.52 260 -0.41% -0.58% 18@247.97
Ask 3 1.519 149 -0.47% -0.65% 18@247.8
Ask 2 1.518 919 -0.54% -0.71% 18@247.64
Ask 1 1.517 157 -0.6% -0.78% 18@247.48
Bid 1 1.516 161 -0.67% -0.84% 18@247.31
Bid 2 1.515 1895 -0.74% -0.91% 18@247.15
Bid 3 1.514 6 -0.8% -0.97% 18@246.99
Bid 4 1.513 536 -0.87% -1.04% 18@246.82
Bid 5 1.512 1152 -0.93% -1.1% 18@246.66

Days of SPY trading range covered the SMA in past 100 trading days starting from 2017-09-25. SH513500 current trading price 1.516 comparing with Est. History
SMA Est Premium Days SH513500 Est Premium Arbitrage Quantity
5 Days 249.46 -0.21% 39 1.5291 -0.85% 18
10 Days 249.66 -0.29% 35 1.5303 -0.93% 18
20 Days 248.36 0.23% 15 1.5227 -0.44% 18
Boll Up 252.18 -1.29% 9 1.5449 -1.87% 18
Boll Down 244.53 1.8% 7 1.5004 1.04% 18
5 Weeks 248.26 0.27% 1.5221 -0.4% 18
10 Weeks 246.53 0.97% 1.512 0.26% 18
20 Weeks 244.41 1.85% 1.4997 1.09% 18
5 Months 244.08 1.99% 1.4978 1.22% 18
10 Months 236.56 5.23% 1.454 4.27% 19
20 Months 220.72 12.78% 1.3617 11.33% 20

The Premium history of SH513500 Close price comparing with Net Value All Records
Date Close Net Value Premium SPY Change Official Est Est Time Error
2017-09-26 1.516 248.93 -0.2% 1.5262 13:33:45
2017-09-25 1.516 1.5276 -0.76% 249.44 0.02% 1.5276 21:17:02 0
2017-09-22 1.521 1.5268 -0.38% 249.39 -0.27% 1.5268 20:49:29 0
2017-09-21 1.522 1.5269 -0.32% 250.06 0.04% 1.5267 20:50:27 0
2017-09-20 1.518 1.5227 -0.31% 249.97 0.1% 1.5226 20:00:45 0
2017-09-19 1.515 1.5185 -0.23% 249.72 0.21% 1.5185 20:48:11 0
2017-09-18 1.512 1.5165 -0.3% 249.19 -0.36% 1.5162 20:52:27 0
2017-09-15 1.507 1.5145 -0.5% 250.09 -0.03% 1.5141 19:10:21 0

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