Bosera S&P 500 QDII-ETF Net Value

2017-03-30
Symbol Official Est Official Premium Fair Est Fair Premium Calibration Time Calibration History
SH513500 1.5073 2.64% 1.5073 2.63% 2017-03-30 21:25:30 History

Reference data
Symbol Price Change Date Time Remark
^GSPC 2368.06 0.29% 2017-03-30 16:46 S&P 500 Index
SPY 236.27 0.31% 2017-03-30 16:00 SPDR S&P 500 ETF
SPY 236.37 0.35% 2017-03-30 18:34 Post-Market Trading
^SPY-IV 236.26 0.31% 2017-03-30 16:29 Net Value
USCNY 6.889 -0.04% 2017-03-30 09:16 USD/CNY Reference Rate
SH513500 1.547 -0.39% 2017-03-30 15:00 Bosera S&P 500 QDII-ETF

The Premium of Ask/Bid Price comparing with SH513500 Official/Fair/Realtime Est net value 1.5073/1.5073
Trading Price(RMB) Num(100) Official Premium Fair Premium Realtime Premium
Ask 5 1.551 620 2.9% 2.9%
Ask 4 1.55 642 2.84% 2.83%
Ask 3 1.549 274 2.77% 2.77%
Ask 2 1.548 283 2.7% 2.7%
Ask 1 1.547 35 2.64% 2.63%
Bid 1 1.546 634 2.57% 2.57%
Bid 2 1.544 7 2.44% 2.43%
Bid 3 1.543 8 2.37% 2.37%
Bid 4 1.542 46 2.31% 2.3%
Bid 5 1.541 77 2.24% 2.23%

The Premium of current trading price 1.547 comparing with SPY Est of SH513500 Val value and the Days in past 100 trading days starting from 2017-03-30 did the estimated SMA value fitted in the trading range History
SMA SPY Est Days SH513500 Val Premium Val Premium
5 Days 235.2 20 1.501 3.06%
10 Days 234.83 17 1.499 3.2%
20 Days 235.75 5 1.504 2.86%
Boll Up 238.69 31 1.522 1.64%
Boll Down 232.8 5 1.486 4.1%
5 Weeks 236.23 -1 1.507 2.65%
10 Weeks 233.51 -1 1.491 3.76%
20 Weeks 227.8 -1 1.456 6.25%
5 Months 225.67 -1 1.443 7.21%
10 Months 217.93 -1 1.396 10.82%
20 Months 206.67 -1 1.328 16.49%

The Premium history of SH513500 Close price comparing with Net Value All Records
Date Close Net Value Premium SPY Change Official Est Est Time
2017-03-30 1.547 1.5036 2.89% 235.59 0.11% 1.5047 19:29:42
2017-03-29 1.553 1.4987 3.62% 235.32 0.73% 1.4966 20:29:17
2017-03-28 1.538 1.4864 3.47% 233.62 -0.1% 1.4856 20:31:38
2017-03-27 1.521 1.4912 2% 233.86 -0.07% 1.4911 21:28:57
2017-03-24 1.542 1.4925 3.32% 234.03 -0.11% 1.4926 05:17:32
2017-03-23 1.555 1.4948 4.03% 234.28 0.24% 1.495 21:24:52
2017-03-22 1.555 1.4961 3.94% 233.73 -1.28% 1.4967 19:01:04

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Development Record

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