GF Fund NASDAQ-100(SZ159941) Net Value

Official Est date 2018-05-21, calibration(Calibration History) on 2018-05-21 22:30:09. Fair Est Calibration History.
Symbol Official Est Official Premium Fair Est Fair Premium Realtime Est Realtime Premium
SZ159941 1.4617 1.18% 1.4639 1.03%

Reference data
Symbol Price Change Date Time Name
^NDX 6905.53 0.57% 2018-05-21 17:16 NASDAQ-100 Index
QQQ 168.4 0.56% 2018-05-21 16:00 PowerShares Exchange-Traded Fund
QQQ 168.39 0.56% 2018-05-21 19:57 Post-Market Trading
DINIW 93.56 0.04% 2018-05-22 08:07 USD Index
USCNY 6.385 0.14% 2018-05-21 09:15 USD/CNY Reference Rate
SZ159941 1.479 0.89% 2018-05-21 16:00 GF Fund NASDAQ-100

The Premium of Ask/Bid Price comparing with SZ159941 each Est net value 1.4617/1.4639
Trading Price Num(100) Official PremiumFair Premium Arbitrage Quantity
Ask 5 1.532 20 4.81%4.65% 88@176.16
Ask 4 1.499 229 2.55%2.4% 90@172.37
Ask 3 1.489 10 1.87%1.72% 91@171.22
Ask 2 1.48 21 1.25%1.1% 92@170.18
Ask 1 1.479 18 1.18%1.03% 92@170.07
Bid 1 1.474 2 0.84%0.69% 92@169.49
Bid 2 1.47 26 0.57%0.42% 92@169.03
Bid 3 1.466 70 0.29%0.14% 92@168.57
Bid 4 1.461 3 -0.05%-0.2% 93@168
Bid 5 1.46 3 -0.12%-0.27% 93@167.88

Days of QQQ trading range covered the SMA in past 100 trading days starting from 2018-05-21 History
SMA Est Premium Days T+1 Est SZ159941 EstT+1 Est Arbitrage Quantity
5 Days 168.29 0.06% 19 168.06 1.4631.4611 93/93
10 Days 168.64 -0.14% 15 168.73 1.46591.4666 92/92
20 Days 165.53 1.74% 10 165.91 1.44011.4433 94/94
Boll Up 173.42 -2.89% 7 174.65 1.50531.5155 90/89
Boll Down 157.63 6.83% 6 157.16 1.37491.3711 99/99
5 Weeks 165.97 1.46% 167.26 1.44381.4545 94/93
10 Weeks 162.54 3.61% 163.04 1.41541.4196 96/96
20 Weeks 164.66 2.27% 164.67 1.4331.4331 95/95
5 Months 164.42 2.42% 162.76 1.4311.4173 95/96
10 Months 156.9 7.33% 158.27 1.36881.3802 99/98
20 Months 142.24 18.39% 143.71 1.24781.2599 110/108

The Premium history of SZ159941 Close price comparing with Net Value Net Value History
Date Close Net Value Premium QQQ Change Official Est Est Time Error
2018-05-21 1.479 1.4519 1.87% 167.46 -0.52% 1.4531 20:54:53 0.08%
2018-05-18 1.466 1.4584 0.52% 168.33 -0.38% 1.4597 20:42:27 0.09%
2018-05-17 1.469 1.4668 0.15% 168.98 0.66% 1.4641 20:45:19 -0.18%
2018-05-16 1.460 1.4502 0.68% 167.87 -1.11% 1.4534 21:15:50 0.22%
2018-05-15 1.472 1.4655 0.44% 169.75 0.17% 1.4654 20:11:07 0
2018-05-14 1.466 1.467 -0.07% 169.46 -0.09% 1.4669 20:54:05 0
2018-05-11 1.465 1.4745 -0.64% 169.62 1.04% 1.4722 20:40:04 -0.16%
2018-05-10 1.440 1.4573 -1.19% 167.88 1.09% 1.4544 19:00:49 -0.2%
2018-05-09 1.425 1.4375 -0.87% 166.07 -0.1% 1.4377 19:40:25 0

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