HuaAn S&P Global Oil(SZ160416) Net Value

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

Official Est date 2018-02-14, calibration(History) on 2018-02-14 20:55:04. 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 0.9259 -1.5% 0.9241 -1.31% 0.9234 -1.24%

Reference data
Symbol Price Change Date Time Remark
IXC 34 -0.18% 2018-02-16 16:00 iShares Trust S&P Global Energy ETF
IXC 33.99 -0.21% 2018-02-16 20:00 Post-Market Trading
^IXC-IV 34 0.01% 2018-02-16 18:59 Net Value
CL 61.61 0.44% 2018-02-17 05:59 NYMEX Oil Future
DXF 89.04 0.66% 2018-02-17 05:59 USD Future
USCNY 6.343 0.29% 2018-02-14 09:15 USD/CNY Reference Rate
SZ160416 0.912 -1.3% 2018-02-14 16:34 HuaAn S&P Global Oil

The Premium of Ask/Bid Price comparing with SZ160416 each Est net value 0.9259/0.9241/0.9234
Trading Price(RMB¥) Num(100) Official Premium Fair Premium Realtime Premium Arbitrage Quantity
Ask 5 0.923 134 -0.31% -0.12% -0.05% 1393@33.94
Ask 4 0.922 278 -0.42% -0.22% -0.15% 1395@33.9
Ask 3 0.92 18 -0.64% -0.44% -0.37% 1398@33.83
Ask 2 0.918 19 -0.85% -0.66% -0.59% 1401@33.75
Ask 1 0.917 20 -0.96% -0.77% -0.7% 1402@33.71
Bid 1 0.912 162 -1.5% -1.31% -1.24% 1410@33.53
Bid 2 0.909 25 -1.83% -1.63% -1.56% 1415@33.42
Bid 3 0.908 50 -1.93% -1.74% -1.67% 1416@33.38
Bid 4 0.907 20 -2.04% -1.85% -1.78% 1418@33.35
Bid 5 0.906 783 -2.15% -1.96% -1.89% 1419@33.31

Days of IXC trading range covered the SMA in past 100 trading days starting from 2018-02-16. SZ160416 current trading price 0.912 comparing with Est. History
SMA Est Premium Days SZ160416 Est Premium Arbitrage Quantity
5 Days 33.93 0.21% 28 0.9223 -1.11% 1393
10 Days 33.84 0.47% 22 0.9199 -0.86% 1397
20 Days 35.52 -4.29% 7 0.9635 -5.34% 1331
Boll Up 39.77 -14.5% 7 1.0731 -15.01% 1189
Boll Down 31.28 8.68% 9 0.8539 6.81% 1511
5 Weeks 35.24 -3.51% 0.956 -4.6% 1342
10 Weeks 35.98 -5.5% 0.9752 -6.48% 1314
20 Weeks 35.08 -3.07% 0.9519 -4.19% 1348
5 Months 35.25 -3.53% 0.9562 -4.63% 1341
10 Months 33.43 1.72% 0.9092 0.3% 1415
20 Months 32.83 3.57% 0.8938 2.04% 1440

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
2018-02-14 0.912 0.911 0.11% 33.59 -0.21% 0.9106 19:52:37 0
2018-02-13 0.924 0.909 1.65% 33.66 1.6% 0.912 19:57:40 0.33%
2018-02-12 0.900 0.901 -0.11% 33.13 -0.12% 0.905 15:20:21 0.44%
2018-02-09 0.904 0.901 0.33% 33.17 -2.76% 0.9019 20:08:18 0.1%
2018-02-08 0.924 0.927 -0.32% 34.11 -1.9% 0.9155 20:19:06 -1.24%
2018-02-07 0.931 0.935 -0.43% 34.77 1.4% 0.9543 20:12:16 2.06%
2018-02-06 0.916 0.941 -2.66% 34.29 -4.14% 0.9338 20:29:51 -0.77%

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