HuaAn S&P Global Oil(SZ160416) Net Value

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

Official Est date 2017-09-25, calibration(History) on 2017-09-25 22:08:11. 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 0.9353 -1.21% 0.9371 -1.39% 0.9382 -1.51%

Reference data
Symbol Price Change Date Time Remark
IXC 33.89 1.04% 2017-09-25 16:00 iShares Trust S&P Global Energy ETF
IXC 33.9 1.07% 2017-09-25 20:00 Post-Market Trading
^IXC-IV 33.85 1% 2017-09-25 15:23 Net Value
CL 52.3 0.15% 2017-09-26 13:36 NYMEX Oil Future
DXF 92.46 0% 2017-09-26 13:35 USD Future
USCNY 6.608 0.2% 2017-09-26 09:21 USD/CNY Reference Rate
SZ160416 0.924 1.32% 2017-09-26 13:36 HuaAn S&P Global Oil

The Premium of Ask/Bid Price comparing with SZ160416 each Est net value 0.9353/0.9371/0.9382
Trading Price(RMB¥) Num(100) Official Premium Fair Premium Realtime Premium Arbitrage Quantity
Ask 5 0.929 2786 -0.67% -0.86% -0.98% 135@33.64
Ask 4 0.928 970 -0.78% -0.97% -1.08% 135@33.61
Ask 3 0.927 2713 -0.89% -1.07% -1.19% 135@33.57
Ask 2 0.926 3353 -0.99% -1.18% -1.3% 135@33.53
Ask 1 0.925 6492 -1.1% -1.29% -1.4% 135@33.5
Bid 1 0.924 51 -1.21% -1.39% -1.51% 135@33.46
Bid 2 0.923 3049 -1.32% -1.5% -1.62% 136@33.42
Bid 3 0.922 1732 -1.42% -1.61% -1.72% 136@33.39
Bid 4 0.921 630 -1.53% -1.71% -1.83% 136@33.35
Bid 5 0.92 661 -1.64% -1.82% -1.94% 136@33.32

Days of IXC trading range covered the SMA in past 100 trading days starting from 2017-09-25. SZ160416 current trading price 0.924 comparing with Est. History
SMA Est Premium Days SZ160416 Est Premium Arbitrage Quantity
5 Days 33.54 1.05% 16 0.9261 -0.22% 135
10 Days 33.15 2.23% 9 0.9159 0.88% 137
20 Days 32.4 4.61% 7 0.8962 3.11% 140
Boll Up 34.35 -1.33% 9 0.9473 -2.46% 132
Boll Down 30.45 11.3% 3 0.845 9.35% 149
5 Weeks 32.44 4.49% 0.8971 2.99% 140
10 Weeks 31.91 6.22% 0.8833 4.61% 142
20 Weeks 31.8 6.57% 0.8805 4.94% 143
5 Months 31.6 7.26% 0.8751 5.59% 143
10 Months 32.65 3.79% 0.9028 2.34% 139
20 Months 31.74 6.77% 0.8789 5.13% 143

The Premium history of SZ160416 Close price comparing with Net Value All Records
Date Close Net Value Premium IXC Change Official Est Est Time Error
2017-09-26 0.924 33.89 1.04% 0.9353 13:36:17
2017-09-25 0.912 0.925 -1.41% 33.54 0.45% 0.9238 21:39:46 -0.13%
2017-09-22 0.909 0.92 -1.2% 33.39 0.18% 0.9212 20:49:29 0.13%
2017-09-21 0.908 0.917 -0.98% 33.33 0.79% 0.9166 20:50:27 0
2017-09-20 0.899 0.908 -0.99% 33.07 0.39% 0.9099 20:00:46 0.21%
2017-09-19 0.892 0.905 -1.44% 32.94 0.4% 0.9033 20:01:53 -0.19%
2017-09-18 0.893 0.9 -0.78% 32.81 0% 0.8985 20:52:27 -0.17%
2017-09-15 0.889 0.899 -1.11% 32.81 0.68% 0.9018 19:10:21 0.31%

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