HuaAn S&P Global Oil(SZ160416) Net Value

Please notice that using IXC to estimate this LOF is not accurate.

Official Est date 2018-08-16, calibration(Calibration History) on 2018-08-15 21:20:22. Future Realtime Est assume hf_CL 100% related, assume IXC and USO 100% related.
Symbol Official Est Official Premium Fair Est Fair Premium Realtime Est Realtime Premium
SZ160416 1.0846 -1.8% 1.0846 -1.8% 1.0846 -1.8%

Reference data
Symbol Price Change Date Time Name
SZ160416 1.065 -2.38% 2018-08-16 16:35 HuaAn S&P Global Oil
IXC 35.71 1.02% 2018-08-16 11:42 iShares Trust S&P Global Energy ETF
CL 65.34 0.51% 2018-08-16 23:47 NYMEX Oil Future
OIL 71.12 0.51% 2018-08-16 23:45 Brent Oil Future
DINIW 96.54 -0.17% 2018-08-16 23:47 USD Index
USCNY 6.895 0.13% 2018-08-16 09:15 USD/CNY Reference Rate

The Premium of Ask/Bid Price comparing with SZ160416 each Est net value 1.0846/1.0846/1.0846
Trading Price Num(100) Official PremiumFair PremiumRealtime Premium Arbitrage Quantity
Ask 5 1.07 169 -1.34%-1.34%-1.34% 411@35.26
Ask 4 1.069 50 -1.44%-1.44%-1.44% 411@35.23
Ask 3 1.068 20 -1.53%-1.53%-1.53% 412@35.2
Ask 2 1.067 120 -1.62%-1.62%-1.62% 412@35.16
Ask 1 1.066 40 -1.71%-1.71%-1.71% 412@35.13
Bid 1 1.065 292 -1.8%-1.8%-1.8% 413@35.1
Bid 2 1.063 422 -1.99%-1.99%-1.99% 414@35.03
Bid 3 1.062 487 -2.08%-2.08%-2.08% 414@35
Bid 4 1.06 585 -2.26%-2.26%-2.26% 415@34.93
Bid 5 1.024 10 -5.58%-5.58%-5.58% 429@33.75

Days of IXC trading range covered the SMA in past 100 trading days starting from 2018-08-15 History
SMA Est Premium Days T+1 Est SZ160416 EstT+1 Est Arbitrage Quantity
5 Days 36.31 -1.64% 27 36.13 1.10171.0967 399/401
10 Days 36.86 -3.11% 16 36.82 1.11761.1165 393/393
20 Days 37.17 -3.93% 20 37.18 1.12661.1269 390/390
Boll Up 38.51 -7.27% 8 38.86 1.16531.1755 376/373
Boll Down 35.83 -0.32% 5 35.49 1.08791.0782 404/408
5 Weeks 37.16 -3.9% 37.2 1.12631.1276 390/389
10 Weeks 37.19 -3.98% 37.24 1.12721.1286 390/389
20 Weeks 37.16 -3.9% 37.32 1.12641.1308 390/388
5 Months 37.45 -4.65% 37.59 1.13481.1388 387/385
10 Months 36.01 -0.83% 36.19 1.09321.0985 402/400
20 Months 34.13 4.61% 34.18 1.03921.0404 424/424
EMA200/50 35.95 -0.66% 37.11 1.09151.1248 403/390

The Premium history of SZ160416 Close price comparing with Net Value Net Value History
Date Close Net Value Premium IXC Change Official Est Est Time Error
2018-08-15 1.091 1.104 -1.18% 36.53 0.05% 1.1012 09:04:27 0.26%
2018-08-14 1.094 1.1 -0.55% 36.51 -0.87% 1.1019 05:10:08 -0.17%
2018-08-13 1.102 1.107 -0.45% 36.83 -0.62% 1.1054 09:45:22 0.14%
2018-08-10 1.1 1.111 -0.99% 37.06 -0.91% 1.1094 08:48:48 0.14%
2018-08-09 1.104 1.118 -1.25% 37.4 -0.58% 1.1193 08:52:04 -0.11%
2018-08-08 1.115 1.127 -1.06% 37.62 0.99% 1.1279 09:00:13 -0.08%
2018-08-07 1.119 1.12 -0.09% 37.25 0.22% 1.1198 09:19:25 0
2018-08-06 1.119 1.114 0.45% 37.17 -0.03% 1.1174 05:26:27 -0.31%

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