GuoTai Commodity QDII-LOF-FOF(SZ160216) Net Value

Official Est date 2017-08-18, calibration(History) on 2017-08-18 18:02:36. Future realtime Est assume CL(calibration History) 100% related.
Symbol Official Est Official Premium Fair Est Fair Premium Realtime Est Realtime Premium
SZ160216 0.384 -3.13% 0.384 -3.13% 0.3841 -3.16%

Reference data
Symbol Price Change Date Time Remark
USO 9.97 3.64% 2017-08-18 16:00 United States Oil
USO 9.97 3.64% 2017-08-18 20:00 Post-Market Trading
CL 48.73 3.48% 2017-08-19 05:00 NYMEX Oil Future
DXF 93.36 -0.31% 2017-08-19 04:58 USD Future
USCNY 6.674 0.05% 2017-08-18 09:19 USD/CNY Reference Rate
SZ160216 0.372 -0.27% 2017-08-18 15:15 GuoTai Commodity QDII-LOF-FOF

The Premium of Ask/Bid Price comparing with SZ160216 each Est net value 0.384/0.384/0.3841
Trading Price(RMB¥) Num(100) Official Premium Fair Premium Realtime Premium Arbitrage Quantity
Ask 5 0.377 2039 -1.83% -1.83% -1.86% 1533@9.77
Ask 4 0.376 37627 -2.09% -2.09% -2.12% 1537@9.745
Ask 3 0.375 43763 -2.35% -2.35% -2.38% 1541@9.719
Ask 2 0.374 6785 -2.61% -2.61% -2.64% 1545@9.693
Ask 1 0.373 4730 -2.87% -2.87% -2.9% 1549@9.667
Bid 1 0.372 25466 -3.13% -3.13% -3.16% 1554@9.641
Bid 2 0.371 5476 -3.39% -3.39% -3.42% 1558@9.615
Bid 3 0.37 966 -3.65% -3.65% -3.68% 1562@9.589
Bid 4 0.369 46 -3.91% -3.91% -3.94% 1566@9.563
Bid 5 0.368 146 -4.17% -4.17% -4.2% 1570@9.537

Days of USO trading range covered the SMA in past 100 trading days starting from 2017-08-18. SZ160216 current trading price 0.372 comparing with Est. History
SMA Est Premium Days SZ160216 Est Premium Arbitrage Quantity
5 Days 9.728 2.49% 5 0.3751 -0.83% 1540
10 Days 9.86 1.12% 4 0.38 -2.1% 1519
20 Days 9.974 -0.04% 3 0.3841 -3.16% 1502
Boll Up 10.42 -4.28% 4 0.4004 -7.08% 1438
Boll Down 9.532 4.6% 1 0.3679 1.1% 1571
5 Weeks 10.07 -0.94% 0.3875 -4% 1488
10 Weeks 9.628 3.55% 0.3715 0.14% 1556
20 Weeks 9.858 1.14% 0.3799 -2.08% 1519
5 Months 9.995 -0.25% 0.3849 -3.36% 1498
10 Months 10.67 -6.57% 0.4097 -9.21% 1404
20 Months 10.56 -5.62% 0.4058 -8.32% 1418

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
2017-08-18 0.372 0.371 0.27% 9.62 0.52% 0.3715 16:57:03 0.13%
2017-08-17 0.373 0.37 0.81% 9.57 -1.85% 0.3699 16:49:32 0
2017-08-16 0.377 0.376 0.27% 9.75 0.31% 0.3756 20:33:30 0
2017-08-15 0.378 0.374 1.07% 9.72 -2.7% 0.3749 17:50:09 0.24%
2017-08-14 0.382 0.385 -0.78% 9.99 0.81% 0.3852 16:57:32 0
2017-08-11 0.381 0.383 -0.52% 9.91 -2.36% 0.3835 16:45:26 0.13%
2017-08-10 0.391 0.394 -0.76% 10.15 0.89% 0.3927 16:35:39 -0.33%

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