Bosera S&P 500(SH513500) Net Value

Official Est date 2018-01-17, calibration(History) on 2018-01-17 21:18:23. Fair Est calibration History.
Symbol Official Est Official Premium Fair Est Fair Premium Realtime Est Realtime Premium
SH513500 1.6729 0.48% 1.6731 0.47%

Reference data
Symbol Price Change Date Time Remark
^GSPC 2802.56 0.94% 2018-01-17 16:54 S&P 500 Index
SPY 279.61 0.95% 2018-01-17 16:00 SPDR S&P 500 ETF
SPY 279.62 0.96% 2018-01-18 06:11 Pre-Market Trading
^SPY-IV 279.58 0.94% 2018-01-17 16:29 Net Value
DXF 90.38 -0.3% 2018-01-18 19:28 USD Future
USCNY 6.627 0.1% 2017-10-24 09:22 USD/CNY Reference Rate
SH513500 1.681 0.72% 2018-01-18 15:00 Bosera S&P 500

The Premium of Ask/Bid Price comparing with SH513500 each Est net value 1.6729/1.6731
Trading Price(RMB¥) Num(100) Official Premium Fair Premium Realtime Premium Arbitrage Quantity
Ask 5 1.686 173 0.78% 0.77% 16@281.64
Ask 4 1.685 222 0.72% 0.71% 16@281.47
Ask 3 1.684 564 0.66% 0.65% 16@281.3
Ask 2 1.683 860 0.6% 0.59% 16@281.14
Ask 1 1.682 293 0.54% 0.53% 16@280.97
Bid 1 1.681 4 0.48% 0.47% 16@280.8
Bid 2 1.68 19 0.42% 0.41% 16@280.64
Bid 3 1.679 120 0.36% 0.35% 16@280.47
Bid 4 1.678 120 0.3% 0.29% 16@280.3
Bid 5 1.677 1004 0.24% 0.23% 16@280.14

Days of SPY trading range covered the SMA in past 100 trading days starting from 2018-01-17. SH513500 current trading price 1.681 comparing with Est. History
SMA Est Premium Days SH513500 Est Premium Arbitrage Quantity
5 Days 277.66 0.7% 29 1.662 1.14% 16
10 Days 275.36 1.54% 18 1.6489 1.94% 16
20 Days 271.37 3.04% 7 1.6262 3.37% 17
Boll Up 281.03 -0.51% 17 1.6812 -0.01% 16
Boll Down 261.7 6.84% 0 1.5713 6.98% 17
5 Weeks 271.43 3.01% 1.6266 3.35% 17
10 Weeks 266.71 4.84% 1.5998 5.08% 17
20 Weeks 259.81 7.62% 1.5605 7.72% 17
5 Months 260.06 7.52% 1.5619 7.62% 17
10 Months 249.72 11.97% 1.5031 11.83% 18
20 Months 232.8 20.11% 1.4069 19.48% 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
2018-01-18 1.681 279.61 0.95% 1.6729 19:28:49
2018-01-17 1.669 1.659 0.6% 276.97 -0.34% 1.6597 15:49:11 0.04%
2018-01-15 1.682 1.679 0.18% 277.92 0.65% 1.6785 21:50:08 0
2018-01-12 1.675 1.6731 0.11% 276.12 0.73% 1.6725 22:09:23 -0.04%
2018-01-11 1.657 1.6629 -0.35% 274.12 -0.15% 1.6629 20:51:22 0
2018-01-10 1.657 1.6589 -0.11% 274.54 0.23% 1.6583 20:47:31 -0.04%
2018-01-09 1.652 1.653 -0.06% 273.92 0.18% 1.653 20:40:26 0
2018-01-08 1.652 1.6524 -0.02% 273.42 0.67% 1.652 20:56:00 0

Discussions and Suggestions

Development Record

Related software:
S&P 500 - ES SPY UVXY SZ161125
NASDAQ-100 - SH513100 SZ159941
Hang Seng Index - SZ150169 SH513660 SZ159920 SZ160924
Bosera Fund - SZ159937
ADR Tools Future ETF Gold ETF Graded Fund LOF Tools HK LOF Pair Trading Stock Groups
My Portfolio

More options? Please login or register account. metropolitan-tundra