GuoTai Commodity QDII-LOF-FOF Net Value

2017-06-28
Symbol Official Est Official Premium Fair Est Fair Premium Calibration Time Calibration History
SZ160216 0.3646 3.69% 0.3646 3.69% 2017-06-28 18:05:18 History

Symbol Realtime Est Realtime Premium Future Realtime Est Remark Calibration History
SZ160216 0.3657 3.35% Assume CL 100% related History

Reference data
Symbol Price Change Date Time Remark
USO 9.2 1.1% 2017-06-28 16:00 United States Oil
USO 9.21 1.21% 2017-06-28 20:00 Post-Market Trading
CL 44.92 0.4% 2017-06-29 09:51 NYMEX Oil Future
USCNY 6.805 -0.35% 2017-06-28 09:17 USD/CNY Reference Rate
SZ160216 0.378 -0.53% 2017-06-29 09:52 GuoTai Commodity QDII-LOF-FOF

The Premium of Ask/Bid Price comparing with SZ160216 Official/Fair/Realtime Est net value 0.3646/0.3646/0.3657
Trading Price(RMB) Num(100) Official Premium Fair Premium Realtime Premium
Ask 5 0.383 1208 5.06% 5.06% 4.72%
Ask 4 0.382 3109 4.78% 4.78% 4.45%
Ask 3 0.381 5353 4.51% 4.51% 4.18%
Ask 2 0.38 13965 4.23% 4.23% 3.9%
Ask 1 0.379 32237 3.96% 3.96% 3.63%
Bid 1 0.378 25253 3.69% 3.69% 3.35%
Bid 2 0.377 19241 3.41% 3.41% 3.08%
Bid 3 0.376 4511 3.14% 3.14% 2.81%
Bid 4 0.375 1633 2.86% 2.86% 2.53%
Bid 5 0.374 1262 2.59% 2.59% 2.26%

Days of USO trading range covered the SMA in past 100 trading days starting from 2017-06-28. SZ160216 current trading price 0.378 comparing with Est. History
SMA Est Premium Days SZ160216 Est SZ160216 Premium
5 Days 9.023 1.97% 19 0.3579 5.62%
10 Days 8.988 2.36% 15 0.3566 6.01%
20 Days 9.286 -0.92% 13 0.3678 2.78%
Boll Up 10.11 -8.97% 6 0.3987 -5.2%
Boll Down 8.465 8.69% 4 0.3369 12.21%
5 Weeks 9.363 -1.74% N/A 0.3707 1.97%
10 Weeks 9.784 -5.97% N/A 0.3866 -2.22%
20 Weeks 10.31 -10.8% N/A 0.4065 -7.01%
5 Months 10.57 -12.98% N/A 0.4162 -9.19%
10 Months 10.86 -15.27% N/A 0.427 -11.47%
20 Months 10.78 -14.67% N/A 0.4241 -10.88%

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
2017-06-29 0.378 0 9.2 1.1% 0.3646 09:52:32
2017-06-28 0.380 0.362 4.97% 9.1 1.9% 0.3628 17:38:00 0.22%
2017-06-27 0.382 0.356 7.3% 8.93 0.79% 0.3566 18:59:59 0.17%
2017-06-26 0.383 0.354 8.19% 8.86 0.91% 0.3542 16:50:57 0
2017-06-23 0.382 0.351 8.83% 8.78 0.8% 0.3517 17:47:10 0.2%
2017-06-22 0.383 0.349 9.74% 8.71 -2.68% 0.3494 18:47:27 0
2017-06-21 0.387 0.358 8.1% 8.95 -1.86% 0.3562 20:55:31 -0.5%
2017-06-20 0.390 0.362 7.73% 9.12 -1.3% 0.3614 17:50:34 -0.17%

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