GuoTai Commodity(SZ160216) Net Value

Official Est date 2019-02-15, calibration(Calibration History) on 2019-02-18 17:42:43. Future Realtime Est assume hf_CL 100% related.
Symbol Official Est Official Premium Fair Est Fair Premium Realtime Est Realtime Premium
SZ160216 0.461 -0.43% 0.4612 -0.48% 0.4632 -0.9%

Reference data
Symbol Price Change Date Time Name
SZ160216 0.459 2% 2019-02-18 15:00 GuoTai Commodity
USO 11.71 2% 2019-02-15 16:00 United States Oil
USO 11.75 2.35% 2019-02-15 20:00 Post-Market Trading
CL 55.98 0.7% 2019-02-19 07:07 NYMEX Oil Future
OIL 66.5 0.38% 2019-02-19 07:06 Brent Oil Future
DINIW 96.78 -0.02% 2019-02-19 07:07 USD Index
USCNY 6.766 0.05% 2019-02-18 09:15 USD/CNY Reference Rate

The Premium of Ask/Bid Price comparing with SZ160216 each Est net value 0.461/0.4612/0.4632
Trading Price Num(100) Official PremiumFair PremiumRealtime Premium Arbitrage Quantity
Ask 5 0.463 313 0.43%0.38%0 1257@11.76
Ask 4 0.462 603 0.22%0.17%-0.25% 1260@11.74
Ask 3 0.461 46 00-0.47% 1262@11.71
Ask 2 0.46 614 -0.22%-0.27%-0.68% 1265@11.68
Ask 1 0.459 2743 -0.43%-0.48%-0.9% 1268@11.66
Bid 1 0.458 6201 -0.65%-0.7%-1.11% 1271@11.63
Bid 2 0.457 774 -0.87%-0.92%-1.33% 1273@11.61
Bid 3 0.456 1491 -1.08%-1.13%-1.55% 1276@11.58
Bid 4 0.455 23 -1.3%-1.35%-1.76% 1279@11.56
Bid 5 0.454 300 -1.52%-1.57%-1.98% 1282@11.53

USO 2019-02-15 4 History
SMA Est Premium T+1 Est Premium SZ160216 EstT+1 Est Arbitrage Quantity
5 Days 11.42 2.52% 11.51 1.74% 0.45020.4535 1294/1284
10 Days 11.27 3.87% 11.27 3.89% 0.44470.4446 1311/1311
20 Days 11.27 3.95% 11.27 3.87% 0.44440.4447 1312/1311
Boll Up 11.74 -0.25% 11.86 -1.28% 0.46210.4667 1259/1246
Boll Down 10.79 8.52% 10.68 9.6% 0.42660.4226 1370/1384
5 Weeks 11.42 2.56% 11.47 2.06% 0.45010.4521 1295/1288
10 Weeks 10.8 8.47% 10.95 6.95% 0.42680.4325 1369/1350
20 Weeks 11.73 -0.18% 11.54 1.44% 0.46180.4548 1260/1281
5 Months 11.38 2.88% 10.58 10.68% 0.44880.4187 1299/1397
10 Months 13.18 -11.18% 13.14 -10.87% 0.51610.5144 1121/1125
20 Months 12.4 -5.58% 12.52 -6.47% 0.48690.4913 1192/1181

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
2019-02-18 0.459 0.461 -0.43% 11.71 2% 0.4598 05:30:06 0.26%
2019-02-15 0.45 0.452 -0.44% 11.48 1.23% 0.4527 06:09:58 -0.15%
2019-02-14 0.447 0.447 0 11.34 1.61% 0.4462 06:11:50 0.18%
2019-02-13 0.441 0.44 0.23% 11.16 1.36% 0.4403 05:14:23 0
2019-02-12 0.434 0.433 0.23% 11.01 -0.63% 0.4319 05:39:58 0.27%
2019-02-01 0.44 0.441 -0.23% 11.35 -0.44% 0.4412 05:48:22 0
2019-01-31 0.443 0.445 -0.45% 11.4 2.15% 0.4458 06:01:57 -0.19%
2019-01-30 0.436 0.437 -0.23% 11.16 1.92% 0.4371 06:36:17 0
2019-01-29 0.43 0.43 0 10.95 -2.67% 0.4309 06:58:12 -0.21%

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