HuaAn S&P Global Oil(SZ160416) Net Value

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

Official Est date 2018-04-24, calibration(Calibration History) on 2018-04-24 21:47:21. Future Realtime Est assume CL(Calibration History) 100% related, assume IXC and USO 100% related.
Symbol Official Est Official Premium Fair Est Fair Premium Realtime Est Realtime Premium
SZ160416 0.9943 -0.93% 0.9943 -0.93% 0.9935 -0.86%

Reference data
Symbol Price Change Date Time Name
IXC 36.75 -0.6% 2018-04-24 16:00 iShares Trust S&P Global Energy ETF
IXC 37 0.08% 2018-04-23 20:00 Post-Market Trading
CL 67.72 -1.34% 2018-04-25 04:59 NYMEX Oil Future
DINIW 90.8 -0.15% 2018-04-25 05:06 USD Index
USCNY 6.323 0.31% 2018-04-24 09:15 USD/CNY Reference Rate
SZ160416 0.985 1.13% 2018-04-24 15:05 HuaAn S&P Global Oil

The Premium of Ask/Bid Price comparing with SZ160416 each Est net value 0.9943/0.9943/0.9935
Trading Price Num(100) Official PremiumFair PremiumRealtime Premium Arbitrage Quantity
Ask 5 0.992 150 -0.23%-0.23%-0.15% 431@36.67
Ask 4 0.989 1070 -0.53%-0.53%-0.45% 432@36.56
Ask 3 0.988 204 -0.63%-0.63%-0.55% 433@36.52
Ask 2 0.987 661 -0.73%-0.73%-0.66% 433@36.49
Ask 1 0.986 63 -0.83%-0.83%-0.76% 433@36.45
Bid 1 0.985 235 -0.93%-0.93%-0.86% 434@36.41
Bid 2 0.984 129 -1.03%-1.03%-0.96% 434@36.38
Bid 3 0.983 2 -1.13%-1.13%-1.06% 435@36.34
Bid 4 0.982 101 -1.23%-1.23%-1.16% 435@36.3
Bid 5 0.981 74 -1.34%-1.34%-1.26% 436@36.26

Days of IXC trading range covered the SMA in past 100 trading days starting from 2018-04-24 History
SMA Est Premium Days T+1 Est SZ160416 EstT+1 Est Arbitrage Quantity
5 Days 36.9 -0.41% 24 36.86 0.99820.9971 428/429
10 Days 36.56 0.52% 17 36.65 0.98940.9918 432/431
20 Days 35.4 3.81% 10 35.52 0.95960.9626 446/445
Boll Up 38.33 -4.12% 7 38.91 1.03491.0499 412/406
Boll Down 32.47 13.16% 3 32.12 0.88440.8753 487/492
5 Weeks 35.31 4.09% 35.75 0.95720.9686 447/442
10 Weeks 34.44 6.69% 34.46 0.9350.9353 459/459
20 Weeks 35.18 4.48% 35.21 0.95380.9547 449/449
5 Months 34.93 5.2% 34.73 0.94760.9423 452/455
10 Months 33.97 8.19% 34.2 0.92270.9286 465/462
20 Months 33.13 10.93% 33.2 0.90120.903 477/476

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
2018-04-24 0.985 0.997 -1.2% 36.97 0.3% 0.9969 20:59:32 0
2018-04-23 0.974 0.992 -1.81% 36.86 -0.46% 0.9936 20:29:24 0.16%
2018-04-20 0.973 0.997 -2.41% 37.03 0.16% 0.9948 19:54:42 -0.22%
2018-04-19 0.976 0.993 -1.71% 36.97 1.48% 0.9884 21:30:10 -0.46%
2018-04-18 0.963 0.974 -1.13% 36.43 0.61% 0.9719 20:24:16 -0.22%
2018-04-17 0.964 0.968 -0.41% 36.21 0.56% 0.9719 20:50:58 0.4%
2018-04-16 0.956 0.967 -1.14% 36.01 0.56% 0.968 20:49:13 0.1%
2018-04-13 0.955 0.962 -0.73% 35.81 0.11% 0.9599 20:49:06 -0.22%
2018-04-12 0.961 0.96 0.1% 35.77 0.9% 0.9558 20:44:44 -0.44%

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