GuoTai Commodity(SZ160216) Net Value

Official Est date 2018-10-19, calibration(Calibration History) on 2018-10-19 17:08:45. Future Realtime Est assume hf_CL 100% related.
Symbol Official Est Official Premium Fair Est Fair Premium Realtime Est Realtime Premium
SZ160216 0.5778 0.72% 0.5778 0.72% 0.5778 0.72%

Reference data
Symbol Price Change Date Time Name
SZ160216 0.582 0.69% 2018-10-19 15:28 GuoTai Commodity
USO 14.72 1.1% 2018-10-19 16:00 United States Oil
USO 14.78 1.51% 2018-10-19 20:00 Post-Market Trading
CL 69.37 1.05% 2018-10-20 04:59 NYMEX Oil Future
OIL 80.03 0.93% 2018-10-20 05:59 Brent Oil Future
DINIW 95.67 -0.29% 2018-10-20 05:24 USD Index
USCNY 6.939 0.16% 2018-10-19 09:15 USD/CNY Reference Rate

The Premium of Ask/Bid Price comparing with SZ160216 each Est net value 0.5778/0.5778/0.5778
Trading Price Num(100) Official PremiumFair PremiumRealtime Premium Arbitrage Quantity
Ask 5 0.586 96 1.41%1.41%1.41% 966@14.92
Ask 4 0.585 89 1.24%1.24%1.24% 967@14.89
Ask 3 0.584 232 1.06%1.06%1.07% 969@14.87
Ask 2 0.583 2139 0.89%0.89%0.89% 971@14.84
Ask 1 0.582 1019 0.72%0.72%0.72% 972@14.82
Bid 1 0.581 391 0.55%0.55%0.55% 974@14.79
Bid 2 0.58 1092 0.37%0.37%0.37% 976@14.77
Bid 3 0.579 750 0.2%0.2%0.2% 977@14.74
Bid 4 0.578 1000 000 979@14.71
Bid 5 0.577 200 -0.15%-0.15%-0.15% 981@14.69

USO 2018-10-19 4 History
SMA Est Premium T+1 Est Premium SZ160216 EstT+1 Est Arbitrage Quantity
5 Days 14.82 -0.69% 14.7 0.14% 0.58170.5771 972/980
10 Days 15.08 -2.37% 14.98 -1.76% 0.59120.5877 955/961
20 Days 15.36 -4.17% 15.37 -4.2% 0.60180.602 938/937
Boll Up 16.35 -9.94% 16.6 -11.34% 0.63850.6481 881/868
Boll Down 14.38 2.39% 14.13 4.18% 0.56510.5558 1002/1019
5 Weeks 15.26 -3.55% 15.18 -3.01% 0.59810.5949 944/949
10 Weeks 14.88 -1.08% 14.94 -1.46% 0.58390.586 968/964
20 Weeks 14.53 1.33% 14.61 0.76% 0.57060.5737 992/986
5 Months 14.89 -1.16% 14.84 -0.79% 0.58430.5822 967/971
10 Months 13.93 5.68% 14.05 4.79% 0.54830.5528 1034/1025
20 Months 12.13 21.36% 12.21 20.54% 0.48120.4842 1188/1180

The Premium history of SZ160216 Close price comparing with Net Value Net Value History
Date Close Net Value Premium USO Change Official Est Est Time Error
2018-10-19 0.582 0.571 1.93% 14.56 -1.75% 0.5707 04:35:08 0
2018-10-18 0.578 0.579 -0.17% 14.82 -2.44% 0.5762 05:12:41 0.48%
2018-10-17 0.593 0.59 0.51% 15.19 0.4% 0.5899 03:27:44 0
2018-10-16 0.591 0.588 0.51% 15.13 0.07% 0.5894 04:25:17 -0.23%
2018-10-15 0.591 0.587 0.68% 15.12 1.14% 0.5885 05:42:06 -0.25%
2018-10-12 0.585 0.582 0.52% 14.95 -2.8% 0.5814 04:01:09 0.11%
2018-10-11 0.586 0.597 -1.84% 15.38 -2.78% 0.5953 04:12:53 0.29%
2018-10-10 0.612 0.611 0.16% 15.82 0.89% 0.6117 05:06:46 -0.11%
2018-10-09 0.615 0.606 1.49% 15.68 -0.06% 0.6075 13:00:01 -0.25%

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