HuaAn S&P Global Oil(SZ160416) Net Value

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

Official Est date 2018-06-21, calibration(Calibration History) on 2018-06-21 21:18:47. 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 1.0169 -0.58% 1.0156 -0.46% 1.0251 -1.37%

Reference data
Symbol Price Change Date Time Name
SZ160416 1.011 -0.59% 2018-06-22 15:05 HuaAn S&P Global Oil
IXC 35.9 -1.64% 2018-06-21 16:00 iShares Trust S&P Global Energy ETF
CL 66.38 1.28% 2018-06-22 17:34 NYMEX Oil Future
OIL 74.19 1.56% 2018-06-22 17:33 Brent Oil Future
ES 2764.8 0.45% 2018-06-22 16:52 S&P 500 Future
DINIW 94.48 -0.38% 2018-06-22 17:33 USD Index
USCNY 6.48 0.15% 2018-06-22 09:15 USD/CNY Reference Rate

The Premium of Ask/Bid Price comparing with SZ160416 each Est net value 1.0169/1.0156/1.0251
Trading Price Num(100) Official PremiumFair PremiumRealtime Premium Arbitrage Quantity
Ask 5 1.02 2 0.3%0.43%-0.5% 427@36.14
Ask 4 1.017 42 0.01%0.13%-0.79% 428@36.03
Ask 3 1.016 40 -0.09%0.04%-0.89% 429@35.99
Ask 2 1.015 40 -0.19%-0.06%-0.98% 429@35.96
Ask 1 1.013 80 -0.39%-0.26%-1.18% 430@35.89
Bid 1 1.01 12 -0.68%-0.55%-1.47% 431@35.78
Bid 2 1.009 31 -0.78%-0.65%-1.57% 432@35.75
Bid 3 1.008 4 -0.88%-0.75%-1.67% 432@35.71
Bid 4 1.006 450 -1.07%-0.95%-1.86% 433@35.64
Bid 5 0.983 60 -3.34%-3.21%-4.11% 443@34.83

Days of IXC trading range covered the SMA in past 100 trading days starting from 2018-06-21 History
SMA Est Premium Days T+1 Est SZ160416 EstT+1 Est Arbitrage Quantity
5 Days 36.49 -1.62% 25 36.29 1.031.0247 423/425
10 Days 37.08 -3.19% 19 36.95 1.04591.0424 416/418
20 Days 37.26 -3.65% 11 37.28 1.05061.0512 414/414
Boll Up 38.59 -6.98% 7 38.94 1.08641.0957 400/396
Boll Down 35.92 -0.07% 5 35.62 1.01481.0067 430/433
5 Weeks 37.32 -3.79% 37.46 1.05211.0559 414/412
10 Weeks 37.53 -4.35% 37.62 1.05791.0602 411/410
20 Weeks 35.69 0.6% 35.83 1.00851.0123 433/431
5 Months 35.48 1.19% 36.17 1.00281.0213 435/427
10 Months 35.21 1.96% 35.36 0.99560.9997 438/437
20 Months 33.72 6.47% 33.75 0.95570.9565 458/457
EMA200/50 35.39 1.45% 37.03 1.00041.0445 436/417

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
2018-06-22 1.011 35.9 -1.64% 1.0169 08:16:55
2018-06-21 1.017 1.03 -1.26% 36.5 0.05% 1.0244 05:08:09 -0.54%
2018-06-20 1.006 1.017 -1.08% 36.48 -1.62% 1.0058 16:06:58 -1.1%
2018-06-15 1.021 1.03 -0.87% 37.53 -0.16% 1.0282 21:16:16 -0.17%
2018-06-14 1.029 1.033 -0.39% 37.59 -0.37% 1.0341 18:32:50 0.11%
2018-06-13 1.024 1.039 -1.44% 37.73 -1% 1.0363 21:01:07 -0.26%
2018-06-12 1.036 1.043 -0.67% 38.11 0.5% 1.0445 20:44:35 0.14%
2018-06-11 1.026 1.038 -1.16% 37.92 -0.03% 1.0401 19:45:37 0.2%
2018-06-08 1.033 1.042 -0.86% 37.93 1.25% 1.0432 21:17:07 0.12%

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