HuaAn S&P Global Oil(SZ160416) Net Value

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

Official Est date 2018-12-10, calibration(Calibration History) on 2018-12-10 22:16:45. 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 0.9758 3.2% 0.9758 3.2% 0.9758 3.2%

Reference data
Symbol Price Change Date Time Name
SZ160416 1.007 0 2018-12-10 15:22 HuaAn S&P Global Oil
IXC 31.87 -1.45% 2018-12-10 15:31 iShares Trust S&P Global Energy ETF
CL 50.75 -3.54% 2018-12-11 04:32 NYMEX Oil Future
OIL 59.64 -3.29% 2018-12-11 04:25 Brent Oil Future
DINIW 97.22 0.47% 2018-12-11 04:31 USD Index
USCNY 6.869 0.04% 2018-12-10 09:15 USD/CNY Reference Rate

The Premium of Ask/Bid Price comparing with SZ160416 each Est net value 0.9758/0.9758/0.9758
Trading Price Num(100) Official PremiumFair PremiumRealtime Premium Arbitrage Quantity
Ask 5 1.019 276 4.43%4.43%4.43% 437@33.31
Ask 4 1.017 115 4.23%4.23%4.23% 437@33.24
Ask 3 1.016 56 4.12%4.12%4.12% 438@33.21
Ask 2 1.012 43 3.72%3.72%3.72% 440@33.08
Ask 1 1.01 299 3.51%3.51%3.51% 440@33.02
Bid 1 1.007 278 3.2%3.2%3.2% 442@32.92
Bid 2 1.004 489 2.9%2.9%2.9% 443@32.82
Bid 3 1.003 82 2.79%2.79%2.79% 444@32.79
Bid 4 1 55 2.49%2.49%2.49% 445@32.69
Bid 5 0.998 1 2.28%2.28%2.28% 446@32.62

IXC 2018-12-07 1 History
SMA Est Premium T+1 Est Premium SZ160416 EstT+1 Est Arbitrage Quantity
5 Days 32.97 -3.34% 32.62 -2.29% 1.00770.9975 441/446
10 Days 32.99 -3.39% 33.01 -3.45% 1.00821.0089 441/441
20 Days 33.23 -4.09% 33.16 -3.89% 1.01521.0133 438/438
Boll Up 34.61 -7.93% 34.7 -8.16% 1.05551.0581 420/419
Boll Down 31.84 0.09% 31.62 0.79% 0.97490.9685 457/460
5 Weeks 32.93 -3.23% 32.59 -2.22% 1.00660.9968 442/446
10 Weeks 34.03 -6.35% 33.75 -5.56% 1.03861.0303 427/431
20 Weeks 35.51 -10.25% 35.42 -10.02% 1.08151.0789 409/411
5 Months 35.43 -10.04% 35.04 -9.04% 1.07911.0678 410/415
10 Months 36.17 -11.88% 36.44 -12.54% 1.10061.1085 402/399
20 Months 34.72 -8.22% 34.9 -8.69% 1.05871.0639 419/417
EMA50 34.42 -7.42% 1.05 422
EMA200 35.55 -10.36% 1.0828 409

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
2018-12-10 1.007 0.991 1.61% 32.34 -0.15% 0.9891 10:23:38 0.19%
2018-12-07 1.007 0.986 2.13% 32.39 -2.2% 0.9858 06:44:50 0
2018-12-06 1.02 1.011 0.89%
2018-12-05 1.021 1.019 0.2% 33.12 -2.67% 1.0185 09:07:42 0
2018-12-04 1.036 1.044 -0.77% 34.03 2.47% 1.0434 07:59:14 0.06%
2018-12-03 1.037 1.019 1.77% 33.21 -0.12% 1.0197 09:50:54 -0.07%
2018-11-30 1.012 1.021 -0.88% 33.25 0.39% 1.0186 09:30:11 0.23%
2018-11-29 1.003 1.015 -1.18% 33.12 1.53% 1.016 09:34:33 -0.1%
2018-11-28 1.001 1.004 -0.3% 32.62 -0.55% 1.0024 08:39:14 0.16%

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