HuaAn S&P Global Oil QDII-LOF Net Value

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

2017-06-26
Symbol Official Est Official Premium Fair Est Fair Premium Calibration Time Calibration History
SZ160416 0.8868 0.59% 0.8868 0.59% 2017-06-26 22:30:41 History

Symbol Realtime Est Realtime Premium Future Realtime Est Remark Calibration History
SZ160416 0.8868 0.59% Assume CL 100% related
Assume IXC and USO 100% related
History

Reference data
Symbol Price Change Date Time Remark
IXC 30.8 0.12% 2017-06-26 13:17 iShares Trust S&P Global Energy ETF
^IXC-IV 30.84 0.13% 2017-06-26 13:02 Net Value
CL 43.32 0.72% 2017-06-27 01:17 NYMEX Oil Future
USCNY 6.822 -0.03% 2017-06-26 09:21 USD/CNY Reference Rate
SZ160416 0.892 0.79% 2017-06-26 16:34 HuaAn S&P Global Oil QDII-LOF

The Premium of Ask/Bid Price comparing with SZ160416 Official/Fair/Realtime Est net value 0.8868/0.8868/0.8868
Trading Price(RMB) Num(100) Official Premium Fair Premium Realtime Premium
Ask 5 0.898 1000 1.26% 1.26% 1.26%
Ask 4 0.897 423 1.15% 1.15% 1.15%
Ask 3 0.896 212 1.04% 1.04% 1.04%
Ask 2 0.895 2357 0.93% 0.93% 0.93%
Ask 1 0.894 675 0.81% 0.81% 0.81%
Bid 1 0.892 245 0.59% 0.59% 0.59%
Bid 2 0.891 101 0.48% 0.48% 0.48%
Bid 3 0.89 10 0.36% 0.36% 0.36%
Bid 4 0.889 20 0.25% 0.25% 0.25%
Bid 5 0.888 469 0.14% 0.14% 0.14%

Days of IXC trading range covered the SMA in past 100 trading days starting from 2017-06-23. SZ160416 current trading price 0.892 comparing with Est. History
SMA Est Premium Days SZ160416 Est SZ160416 Premium
5 Days 30.73 0.11% 32 0.8849 0.8%
10 Days 31.49 -2.32% 23 0.9058 -1.52%
20 Days 31.78 -3.21% 14 0.9137 -2.37%
Boll Up 33.14 -7.19% 5 0.9509 -6.2%
Boll Down 30.42 1.12% 10 0.8764 1.78%
5 Weeks 31.75 -3.12% N/A 0.9129 -2.29%
10 Weeks 32.27 -4.68% N/A 0.9271 -3.79%
20 Weeks 32.67 -5.85% N/A 0.9381 -4.91%
5 Months 32.7 -5.93% N/A 0.9388 -4.99%
10 Months 33.06 -6.96% N/A 0.9487 -5.98%
20 Months 31.17 -1.32% N/A 0.897 -0.56%

The Premium history of SZ160416 Close price comparing with Net Value All Records
Date Close Net Value Premium IXC Change Official Est Est Time
2017-06-26 0.892 0.886 0.68% 30.76 0.42% 0.883 20:48:28
2017-06-23 0.885 0.879 0.68% 30.63 0.2% 0.8807 21:25:52
2017-06-22 0.890 0.879 1.25% 30.57 -1.29% 0.8793 20:47:50
2017-06-21 0.896 0.889 0.79% 30.97 -3.46% 0.8877 20:55:31
2017-06-20 0.900 0.902 -0.22% 32.08 -0.28% 0.9003 20:59:23
2017-06-19 0.897 0.903 -0.66% 32.17 1.48% 0.9054 21:19:13
2017-06-16 0.897 0.891 0.67% 31.7 -0.91% 0.8922 20:19:46

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