Bosera S&P 500 QDII-ETF Net Value

2017-05-23
Symbol Official Est Official Premium Fair Est Fair Premium Calibration Time Calibration History
SH513500 1.5228 0.08% 1.5253 -0.09% 2017-05-23 23:13:16 History

Reference data
Symbol Price Change Date Time Remark
^GSPC 2398.42 0.18% 2017-05-23 16:38 S&P 500 Index
SPY 240.05 0.22% 2017-05-23 16:00 SPDR S&P 500 ETF
SPY 239.97 0.19% 2017-05-23 20:00 Post-Market Trading
^SPY-IV 239.98 0.18% 2017-05-23 16:29 Net Value
USCNY 6.876 0.14% 2017-05-24 09:21 USD/CNY Reference Rate
SH513500 1.524 0.07% 2017-05-24 11:30 Bosera S&P 500 QDII-ETF

The Premium of Ask/Bid Price comparing with SH513500 Official/Fair/Realtime Est net value 1.5228/1.5253
Trading Price(RMB) Num(100) Official Premium Fair Premium Realtime Premium
Ask 5 1.528 190 0.34% 0.17%
Ask 4 1.527 1430 0.28% 0.11%
Ask 3 1.526 1880 0.21% 0.04%
Ask 2 1.525 1665 0.14% -0.02%
Ask 1 1.524 1403 0.08% -0.09%
Bid 1 1.522 1485 -0.05% -0.22%
Bid 2 1.521 418 -0.12% -0.29%
Bid 3 1.52 133 -0.18% -0.35%
Bid 4 1.519 112 -0.25% -0.42%
Bid 5 1.518 628 -0.32% -0.48%

Days of SPY trading range covered the SMA in past 100 trading days starting from 2017-05-23. SH513500 current trading price 1.524 comparing with Est. History
SMA Est Premium Days SH513500 Est SH513500 Premium
5 Days 238.66 0.58% 37 1.5149 0.6%
10 Days 238.8 0.52% 28 1.5158 0.54%
20 Days 238.91 0.48% 15 1.5164 0.5%
Boll Up 241.45 -0.58% 21 1.5318 -0.51%
Boll Down 236.36 1.56% 6 1.501 1.53%
5 Weeks 238.77 0.54% N/A 1.5156 0.56%
10 Weeks 236.33 1.57% N/A 1.5009 1.54%
20 Weeks 234.03 2.57% N/A 1.487 2.49%
5 Months 233.95 2.61% N/A 1.4865 2.52%
10 Months 223.9 7.21% N/A 1.4259 6.88%
20 Months 211.8 13.34% N/A 1.353 12.64%

The Premium history of SH513500 Close price comparing with Net Value All Records
Date Close Net Value Premium SPY Change Official Est Est Time
2017-05-24 1.524 0 -100% 240.05 0.22% 1.5228 12:17:12
2017-05-23 1.523 1.5204 0.17% 239.52 0.51% 1.5203 21:08:20
2017-05-22 1.520 1.5152 0.32% 238.31 0.65% 1.5146 20:18:25
2017-05-19 1.506 1.5013 0.31% 236.76 0.4% 1.5012 20:53:20
2017-05-18 1.507 1.4964 0.71% 235.82 -1.77% 1.4973 20:46:58
2017-05-17 1.533 1.5269 0.4% 240.08 -0.09% 1.5268 20:39:38
2017-05-16 1.552 1.5291 1.5% 240.3 0.55% 1.5289 20:42:34
2017-05-15 1.544 1.524 1.31% 238.98 -0.17% 1.5243 20:43:13

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