GuoTai Commodity(SZ160216) Net Value

Official Est date 2018-01-17, calibration(History) on 2018-01-18 19:12:02. Future realtime Est assume CL(calibration History) 100% related.
Symbol Official Est Official Premium Fair Est Fair Premium Realtime Est Realtime Premium
SZ160216 0.476 -0.63% 0.476 -0.63% 0.4771 -0.87%

Reference data
Symbol Price Change Date Time Remark
USO 12.78 0.16% 2018-01-17 16:01 United States Oil
USO 12.81 0.39% 2018-01-18 08:22 Pre-Market Trading
CL 64.02 0.08% 2018-01-18 21:43 NYMEX Oil Future
DXF 90.36 -0.32% 2018-01-18 21:43 USD Future
USCNY 6.627 0.1% 2017-10-24 09:22 USD/CNY Reference Rate
SZ160216 0.473 -0.21% 2018-01-18 15:05 GuoTai Commodity

The Premium of Ask/Bid Price comparing with SZ160216 each Est net value 0.476/0.476/0.4771
Trading Price(RMB¥) Num(100) Official Premium Fair Premium Realtime Premium Arbitrage Quantity
Ask 5 0.478 596 0.42% 0.42% 0.18% 363@12.83
Ask 4 0.477 2094 0.21% 0.21% -0.03% 364@12.81
Ask 3 0.476 660 0% 0% -0.24% 364@12.78
Ask 2 0.475 4499 -0.21% -0.21% -0.45% 365@12.75
Ask 1 0.474 1026 -0.42% -0.42% -0.66% 366@12.73
Bid 1 0.473 7990 -0.63% -0.63% -0.87% 367@12.7
Bid 2 0.472 486 -0.84% -0.84% -1.08% 367@12.67
Bid 3 0.47 45 -1.26% -1.26% -1.49% 369@12.62
Bid 4 0.468 84 -1.68% -1.68% -1.91% 371@12.57
Bid 5 0.451 1 -5.25% -5.25% -5.48% 385@12.11

Days of USO trading range covered the SMA in past 100 trading days starting from 2018-01-17. SZ160216 current trading price 0.473 comparing with Est. History
SMA Est Premium Days SZ160216 Est Premium Arbitrage Quantity
5 Days 12.82 -0.31% 30 0.4774 -0.92% 363
10 Days 12.66 0.97% 22 0.4717 0.28% 368
20 Days 12.34 3.53% 16 0.4606 2.7% 377
Boll Up 13.17 -2.99% 11 0.4899 -3.45% 353
Boll Down 11.51 11% 0 0.4312 9.69% 404
5 Weeks 12.21 4.65% 0.4559 3.75% 381
10 Weeks 11.85 7.89% 0.4429 6.79% 393
20 Weeks 11.13 14.85% 0.4175 13.29% 419
5 Months 11.21 14.01% 0.4204 12.5% 415
10 Months 10.49 21.78% 0.3951 19.71% 444
20 Months 10.72 19.23% 0.4031 17.35% 435

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
2018-01-18 0.473 0.476 -0.63% 12.78 0.16% 0.4764 18:56:23 0
2018-01-17 0.474 0.476 -0.42% 12.76 -0.85% 0.4761 15:49:11 0
2018-01-16 0.478 12.87 0% 0.4815 22:09:13
2018-01-15 0.478 0.484 -1.24% 12.87 1.34% 0.4846 15:15:06 0.12%
2018-01-12 0.474 0.48 -1.25% 12.7 0.16% 0.4803 15:58:22 0
2018-01-11 0.477 0.48 -0.63% 12.68 0.88% 0.4806 20:51:22 0.13%
2018-01-10 0.475 0.475 0% 12.57 1.53% 0.4737 17:27:52 -0.27%
2018-01-09 0.465 0.466 -0.21% 12.38 0.57% 0.4658 16:49:40 0

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