GuoTai Commodity QDII-LOF-FOF Net Value

2017-04-28
Symbol Official Est Official Premium Fair Est Fair Premium Calibration Time Calibration History
SZ160216 0.4062 2.17% 0.4062 2.17% 2017-04-28 17:15:07 History

Symbol Realtime Est Realtime Premium Future Realtime Est Remark Calibration History
SZ160216 0.4061 2.18% Assume CL 100% related History

Reference data
Symbol Price Change Date Time Remark
USO 10.24 0% 2017-04-28 16:00 United States Oil
USO 10.3 0.59% 2017-04-28 20:00 Post-Market Trading
CL 49.19 0.45% 2017-04-29 04:59 NYMEX Oil Future
USCNY 6.893 0.05% 2017-04-28 09:16 USD/CNY Reference Rate
SZ160216 0.415 1.22% 2017-04-28 16:35 GuoTai Commodity QDII-LOF-FOF

The Premium of Ask/Bid Price comparing with SZ160216 Official/Fair/Realtime Est net value 0.4062/0.4062/0.4061
Trading Price(RMB) Num(100) Official Premium Fair Premium Realtime Premium
Ask 5 0.419 5601 3.15% 3.15% 3.16%
Ask 4 0.418 3272 2.91% 2.91% 2.92%
Ask 3 0.417 3110 2.66% 2.66% 2.67%
Ask 2 0.416 12020 2.41% 2.41% 2.43%
Ask 1 0.415 10226 2.17% 2.17% 2.18%
Bid 1 0.414 3572 1.92% 1.92% 1.93%
Bid 2 0.413 15294 1.68% 1.68% 1.69%
Bid 3 0.412 3166 1.43% 1.43% 1.44%
Bid 4 0.411 60851 1.18% 1.18% 1.19%
Bid 5 0.41 1434 0.94% 0.94% 0.95%

Days of USO trading range covered the SMA in past 100 trading days starting from 2017-04-28. SZ160216 current trading price 0.415 comparing with Est. History
SMA Est Premium Days SZ160216 Est SZ160216 Premium
5 Days 10.28 -0.34% 35 0.4075 1.84%
10 Days 10.43 -1.82% 32 0.4134 0.4%
20 Days 10.7 -4.27% 24 0.4234 -1.99%
Boll Up 11.49 -10.88% 9 0.4533 -8.45%
Boll Down 9.904 3.39% 6 0.3935 5.46%
5 Weeks 10.66 -3.96% N/A 0.4221 -1.69%
10 Weeks 10.59 -3.28% N/A 0.4193 -1.03%
20 Weeks 11.07 -7.5% N/A 0.4375 -5.14%
5 Months 10.91 -6.16% N/A 0.4315 -3.83%
10 Months 10.9 -6.07% N/A 0.4312 -3.75%
20 Months 11.04 -7.22% N/A 0.4362 -4.87%

The Premium history of SZ160216 Close price comparing with Net Value All Records
Date Close Net Value Premium USO Change Official Est Est Time
2017-04-28 0.415 0.406 2.22% 10.24 -0.19% 0.4055 16:27:36
2017-04-27 0.410 0.406 0.99% 10.26 -0.97% 0.4063 20:52:56
2017-04-26 0.411 0.41 0.24% 10.36 1.07% 0.41 18:57:01
2017-04-25 0.411 0.405 1.48% 10.25 -0.68% 0.4055 16:36:43
2017-04-24 0.412 0.409 0.73% 10.32 -2.09% 0.4089 16:45:23
2017-04-21 0.418 0.417 0.24% 10.54 -0.75% 0.4167 18:07:24
2017-04-20 0.420 0.419 0.24% 10.62 -3.8% 0.4201 19:35:13

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