Bosera S&P 500(SH513500) Net Value

Official Est date 2017-11-17, calibration(History) on 2017-11-18 00:33:09. Fair Est calibration History.
Symbol Official Est Official Premium Fair Est Fair Premium Realtime Est Realtime Premium
SH513500 1.5853 -0.08% 1.5851 -0.07%

Reference data
Symbol Price Change Date Time Remark
^GSPC 2578.85 -0.26% 2017-11-17 16:52 S&P 500 Index
SPY 257.86 -0.29% 2017-11-17 16:00 SPDR S&P 500 ETF
SPY 257.64 -0.38% 2017-11-17 20:00 Post-Market Trading
^SPY-IV 257.9 -0.23% 2017-11-17 16:29 Net Value
DXF 93.61 -0.23% 2017-11-18 06:00 USD Future
USCNY 6.627 0.1% 2017-10-24 09:22 USD/CNY Reference Rate
SH513500 1.584 0.76% 2017-11-17 15:00 Bosera S&P 500

The Premium of Ask/Bid Price comparing with SH513500 each Est net value 1.5853/1.5851
Trading Price(RMB¥) Num(100) Official Premium Fair Premium Realtime Premium Arbitrage Quantity
Ask 5 1.588 891 0.17% 0.18% 17@258.37
Ask 4 1.587 1037 0.11% 0.12% 17@258.21
Ask 3 1.586 626 0.04% 0.06% 17@258.05
Ask 2 1.585 195 -0.02% -0% 17@257.89
Ask 1 1.584 21 -0.08% -0.07% 17@257.72
Bid 1 1.583 955 -0.15% -0.13% 17@257.56
Bid 2 1.582 2 -0.21% -0.19% 17@257.4
Bid 3 1.581 15 -0.27% -0.26% 17@257.23
Bid 4 1.58 157 -0.34% -0.32% 17@257.07
Bid 5 1.579 132 -0.4% -0.38% 17@256.91

Days of SPY trading range covered the SMA in past 100 trading days starting from 2017-11-17. SH513500 current trading price 1.584 comparing with Est. History
SMA Est Premium Days SH513500 Est Premium Arbitrage Quantity
5 Days 257.66 0.08% 33 1.5839 0% 17
10 Days 258.12 -0.1% 29 1.5866 -0.16% 17
20 Days 257.61 0.1% 10 1.5836 0.03% 17
Boll Up 260.01 -0.83% 8 1.5976 -0.85% 17
Boll Down 255.2 1.04% 7 1.5695 0.92% 17
5 Weeks 258.03 -0.06% 1.5861 -0.13% 17
10 Weeks 255.47 0.94% 1.5711 0.82% 17
20 Weeks 250.58 2.91% 1.5426 2.69% 18
5 Months 250.66 2.87% 1.543 2.65% 18
10 Months 243.39 5.94% 1.5006 5.56% 18
20 Months 227.05 13.57% 1.4052 12.73% 19

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
2017-11-17 1.584 1.5895 -0.35% 258.62 0.85% 1.5884 21:21:12 -0.07%
2017-11-16 1.572 1.5756 -0.23% 256.44 -0.5% 1.5758 20:48:13 0
2017-11-15 1.574 1.5872 -0.83% 257.73 -0.23% 1.5872 19:35:34 0
2017-11-14 1.585 1.5895 -0.28% 258.33 0.09% 1.5896 14:45:32 0
2017-11-13 1.583 1.5866 -0.23% 258.09 -0.03% 1.5863 21:55:55 0
2017-11-10 1.583 1.5886 -0.35% 258.17 -0.36% 1.5885 19:17:43 0
2017-11-09 1.593 1.5931 -0.01% 259.11 0.16% 1.5931 20:58:27 0

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