GuoTai Commodity(SZ160216) Net Value

Official Est date 2018-08-17, calibration(Calibration History) on 2018-08-17 17:06:23. Future Realtime Est assume hf_CL 100% related.
Symbol Official Est Official Premium Fair Est Fair Premium Realtime Est Realtime Premium
SZ160216 0.5379 -1.27% 0.5379 -1.27% 0.5387 -1.43%

Reference data
Symbol Price Change Date Time Name
SZ160216 0.531 0.57% 2018-08-17 15:05 GuoTai Commodity
USO 13.69 0.44% 2018-08-17 16:00 United States Oil
USO 13.7 0.51% 2018-08-17 16:22 Post-Market Trading
CL 65.94 0.73% 2018-08-18 04:42 NYMEX Oil Future
OIL 71.79 0.5% 2018-08-18 04:42 Brent Oil Future
DINIW 96.12 -0.5% 2018-08-18 04:43 USD Index
USCNY 6.889 -0.08% 2018-08-17 09:15 USD/CNY Reference Rate

The Premium of Ask/Bid Price comparing with SZ160216 each Est net value 0.5379/0.5379/0.5387
Trading Price Num(100) Official PremiumFair PremiumRealtime Premium Arbitrage Quantity
Ask 5 0.535 145 -0.53%-0.53%-0.69% 1066@13.61
Ask 4 0.534 6662 -0.72%-0.72%-0.87% 1068@13.59
Ask 3 0.533 3262 -0.9%-0.9%-1.06% 1070@13.56
Ask 2 0.532 1884 -1.09%-1.09%-1.24% 1072@13.54
Ask 1 0.531 874 -1.27%-1.27%-1.43% 1074@13.51
Bid 1 0.53 3 -1.46%-1.46%-1.61% 1076@13.49
Bid 2 0.529 417 -1.65%-1.65%-1.8% 1078@13.46
Bid 3 0.528 80 -1.83%-1.83%-1.98% 1080@13.44
Bid 4 0.526 180 -2.2%-2.2%-2.36% 1084@13.39
Bid 5 0.525 450 -2.39%-2.39%-2.54% 1086@13.36

Days of USO trading range covered the SMA in past 100 trading days starting from 2018-08-16 History
SMA Est Premium Days T+1 Est SZ160216 EstT+1 Est Arbitrage Quantity
5 Days 13.79 -0.69% 26 13.71 0.54140.5386 1052/1058
10 Days 13.96 -1.96% 18 13.92 0.54810.5464 1039/1042
20 Days 14.14 -3.21% 8 14.15 0.55480.5549 1026/1026
Boll Up 14.77 -7.29% 9 14.93 0.5780.5841 982/972
Boll Down 13.52 1.24% 9 13.36 0.53160.5257 1073/1086
5 Weeks 14.21 -3.63% 14.22 0.55710.5578 1021/1020
10 Weeks 14.26 -4.03% 14.42 0.55930.565 1017/1006
20 Weeks 13.94 -1.8% 14.02 0.54720.5502 1041/1035
5 Months 14.17 -3.4% 14.3 0.55590.5605 1024/1015
10 Months 13.18 3.88% 13.39 0.51880.5267 1101/1083
20 Months 11.74 16.65% 11.76 0.46490.4658 1236/1234

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
2018-08-17 0.531 0.536 -0.93% 13.63 0.89% 0.5361 04:22:52 0
2018-08-16 0.528 0.531 -0.56% 13.51 -3.43% 0.5284 05:00:25 0.49%
2018-08-15 0.542 0.545 -0.55% 13.99 -0.14% 0.5458 04:00:21 -0.14%
2018-08-14 0.545 0.546 -0.18% 14.01 -0.5% 0.5465 05:10:08 -0.09%
2018-08-13 0.544 0.546 -0.37% 14.08 1.44% 0.547 04:44:37 -0.18%
2018-08-10 0.536 0.539 -0.56% 13.88 -0.14% 0.5383 04:50:59 0.13%
2018-08-09 0.541 0.539 0.37% 13.9 -3.2% 0.5382 05:09:11 0.15%
2018-08-08 0.553 0.556 -0.54% 14.36 0.35% 0.5552 05:54:40 0.14%
2018-08-07 0.556 0.554 0.36% 14.31 0.28% 0.5536 04:57:37 0

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