GuoTai Commodity(SZ160216) Net Value

Official Est date 2018-12-10, calibration(Calibration History) on 2018-12-07 17:35:15. Future Realtime Est assume hf_CL 100% related.
Symbol Official Est Official Premium Fair Est Fair Premium Realtime Est Realtime Premium
SZ160216 0.4331 2.98% 0.4331 2.98% 0.4331 2.98%

Reference data
Symbol Price Change Date Time Name
SZ160216 0.446 1.59% 2018-12-10 15:22 GuoTai Commodity
USO 10.74 -3.36% 2018-12-10 15:13 United States Oil
CL 50.72 -3.59% 2018-12-11 04:13 NYMEX Oil Future
OIL 59.73 -3.15% 2018-12-11 04:12 Brent Oil Future
DINIW 97.2 0.46% 2018-12-11 04:12 USD Index
USCNY 6.869 0.04% 2018-12-10 09:15 USD/CNY Reference Rate

The Premium of Ask/Bid Price comparing with SZ160216 each Est net value 0.4331/0.4331/0.4331
Trading Price Num(100) Official PremiumFair PremiumRealtime Premium Arbitrage Quantity
Ask 5 0.45 144 3.9%3.9%3.9% 1302@11.17
Ask 4 0.449 422 3.67%3.67%3.67% 1305@11.15
Ask 3 0.448 538 3.44%3.44%3.44% 1308@11.12
Ask 2 0.447 136 3.21%3.21%3.21% 1311@11.1
Ask 1 0.446 3852 2.98%2.98%2.98% 1314@11.07
Bid 1 0.445 58 2.75%2.75%2.75% 1317@11.05
Bid 2 0.444 4455 2.52%2.52%2.52% 1320@11.02
Bid 3 0.443 3701 2.29%2.29%2.29% 1323@11
Bid 4 0.442 5345 2.06%2.06%2.06% 1326@10.97
Bid 5 0.441 200 1.83%1.83%1.83% 1329@10.95

USO 2018-12-07 2 History
SMA Est Premium T+1 Est Premium SZ160216 EstT+1 Est Arbitrage Quantity
5 Days 11.13 -3.49% 11.08 -3.07% 0.4480.4461 1308/1314
10 Days 10.96 -2.05% 10.96 -2.07% 0.44170.4418 1328/1327
20 Days 11.44 -6.11% 11.37 -5.53% 0.45980.4572 1272/1280
Boll Up 12.83 -16.34% 12.9 -16.75% 0.51330.5157 1134/1128
Boll Down 10.04 6.96% 9.835 9.17% 0.40640.3986 1450/1480
5 Weeks 11.19 -4.01% 10.89 -1.41% 0.45020.439 1301/1336
10 Weeks 12.77 -15.92% 12.48 -13.94% 0.51080.4996 1140/1166
20 Weeks 13.74 -21.86% 13.71 -21.69% 0.5480.5469 1059/1061
5 Months 13.69 -21.56% 13.35 -19.56% 0.5460.533 1063/1090
10 Months 13.84 -22.4% 13.93 -22.92% 0.55170.5553 1052/1045
20 Months 12.32 -12.86% 12.45 -13.77% 0.49370.4987 1181/1169

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
2018-12-10 0.446 0.446 0 11.11 1.55% 0.4469 06:04:58 -0.2%
2018-12-07 0.439 0.44 -0.23% 10.94 -2.15% 0.4397 04:31:05 0
2018-12-05 0.449 0.451 -0.44% 11.18 -0.8% 0.4495 05:49:06 0.33%
2018-12-04 0.454 0.456 -0.44% 11.27 5.03% 0.4567 05:42:01 -0.15%
2018-12-03 0.455 0.437 4.12% 10.73 -1.29% 0.4356 07:51:48 0.31%
2018-11-30 0.44 0.441 -0.23% 10.87 1.97% 0.4423 05:55:57 -0.28%
2018-11-29 0.435 0.435 0 10.66 -2.65% 0.435 05:30:54 0
2018-11-28 0.448 0.446 0.45% 10.95 0.09% 0.4454 05:24:19 0.12%

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