GuoTai Commodity(SZ160216) Net Value

Official Est date 2017-10-17, calibration(History) on 2017-10-17 17:49:13. Future realtime Est assume CL(calibration History) 100% related.
Symbol Official Est Official Premium Fair Est Fair Premium Realtime Est Realtime Premium
SZ160216 0.4003 -0.34% 0.401 -0.49% 0.4015 -0.62%

Reference data
Symbol Price Change Date Time Remark
USO 10.49 0.29% 2017-10-17 16:00 United States Oil
USO 10.49 0.29% 2017-10-17 20:00 Post-Market Trading
CL 52.07 0.37% 2017-10-18 13:23 NYMEX Oil Future
DXF 93.4 0.02% 2017-10-18 13:23 USD Future
USCNY 6.599 0.16% 2017-10-18 09:16 USD/CNY Reference Rate
SZ160216 0.399 0.5% 2017-10-18 13:23 GuoTai Commodity

The Premium of Ask/Bid Price comparing with SZ160216 each Est net value 0.4003/0.401/0.4015
Trading Price(RMB¥) Num(100) Official Premium Fair Premium Realtime Premium Arbitrage Quantity
Ask 5 0.404 860 0.91% 0.76% 0.63% 430@10.58
Ask 4 0.403 2014 0.66% 0.51% 0.38% 431@10.56
Ask 3 0.402 8296 0.41% 0.26% 0.13% 432@10.53
Ask 2 0.401 35207 0.16% 0.01% -0.12% 433@10.51
Ask 1 0.4 51411 -0.09% -0.24% -0.37% 434@10.48
Bid 1 0.399 16711 -0.34% -0.49% -0.62% 435@10.45
Bid 2 0.398 20755 -0.58% -0.74% -0.87% 436@10.43
Bid 3 0.397 4107 -0.83% -0.99% -1.12% 437@10.4
Bid 4 0.396 678 -1.08% -1.24% -1.36% 438@10.37
Bid 5 0.395 624 -1.33% -1.49% -1.61% 440@10.35

Days of USO trading range covered the SMA in past 100 trading days starting from 2017-10-17. SZ160216 current trading price 0.399 comparing with Est. History
SMA Est Premium Days SZ160216 Est Premium Arbitrage Quantity
5 Days 10.39 0.99% 1 0.3966 0.6% 438
10 Days 10.27 2.16% 0 0.3923 1.71% 443
20 Days 10.3 1.8% 0 0.3936 1.37% 441
Boll Up 10.69 -1.89% 0 0.4077 -2.13% 425
Boll Down 9.917 5.77% 0 0.3796 5.12% 459
5 Weeks 10.25 2.32% 0.3917 1.86% 444
10 Weeks 10.04 4.52% 0.3839 3.93% 453
20 Weeks 9.776 7.31% 0.3744 6.56% 465
5 Months 9.96 5.32% 0.3811 4.69% 457
10 Months 10.38 1.03% 0.3965 0.64% 438
20 Months 10.64 -1.39% 0.4057 -1.65% 428

The Premium history of SZ160216 Close price comparing with Net Value All Records
Date Close Net Value Premium USO Change Official Est Est Time Error
2017-10-18 0.399 10.49 0.29% 0.4003 13:23:35
2017-10-17 0.397 0.399 -0.5% 10.46 0.87% 0.3981 16:43:31 -0.23%
2017-10-16 0.395 0.395 0% 10.37 1.37% 0.3944 16:44:42 -0.15%
2017-10-13 0.392 0.389 0.77% 10.23 -1.25% 0.3891 16:35:36 0
2017-10-12 0.390 0.394 -1.02% 10.36 0.78% 0.3945 18:52:45 0.13%
2017-10-11 0.390 0.394 -1.02% 10.28 2.8% 0.394 20:34:20 0
2017-10-10 0.386 0.385 0.26% 10 0.3% 0.3874 15:50:56 0.62%

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