HuaAn S&P Global Oil QDII-LOF Net Value

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

2017-04-28
Symbol Official Est Official Premium Fair Est Fair Premium Calibration Time Calibration History
SZ160416 0.9423 0.18% 0.9423 0.18% 2017-04-28 21:13:36 History

Symbol Realtime Est Realtime Premium Future Realtime Est Remark Calibration History
SZ160416 0.9422 0.19% Assume CL 100% related
Assume IXC and USO 100% related
History

Reference data
Symbol Price Change Date Time Remark
IXC 32.49 0.09% 2017-04-28 16:00 iShares Trust S&P Global Energy ETF
IXC 32.49 0.09% 2017-04-28 20:00 Post-Market Trading
^IXC-IV 32.47 0.16% 2017-04-28 18:59 Net Value
CL 49.19 0.45% 2017-04-29 04:59 NYMEX Oil Future
USCNY 6.893 0.05% 2017-04-28 09:16 USD/CNY Reference Rate
SZ160416 0.944 0.11% 2017-04-28 16:35 HuaAn S&P Global Oil QDII-LOF

The Premium of Ask/Bid Price comparing with SZ160416 Official/Fair/Realtime Est net value 0.9423/0.9423/0.9422
Trading Price(RMB) Num(100) Official Premium Fair Premium Realtime Premium
Ask 5 0.949 265 0.71% 0.71% 0.72%
Ask 4 0.948 39 0.61% 0.61% 0.62%
Ask 3 0.947 12 0.5% 0.5% 0.51%
Ask 2 0.945 304 0.29% 0.29% 0.3%
Ask 1 0.944 3232 0.18% 0.18% 0.19%
Bid 1 0.943 308 0.08% 0.08% 0.09%
Bid 2 0.942 43 -0.03% -0.03% -0.02%
Bid 3 0.941 120 -0.14% -0.14% -0.12%
Bid 4 0.94 127 -0.24% -0.24% -0.23%
Bid 5 0.939 600 -0.35% -0.35% -0.34%

Days of IXC trading range covered the SMA in past 100 trading days starting from 2017-04-28. SZ160416 current trading price 0.944 comparing with Est. History
SMA Est Premium Days SZ160416 Est SZ160416 Premium
5 Days 32.68 -0.57% 30 0.9474 -0.36%
10 Days 32.6 -0.34% 27 0.9453 -0.14%
20 Days 33.02 -1.6% 17 0.9568 -1.34%
Boll Up 34.07 -4.64% 11 0.9858 -4.24%
Boll Down 31.97 1.64% 14 0.9278 1.74%
5 Weeks 32.85 -1.09% N/A 0.9521 -0.85%
10 Weeks 32.93 -1.33% N/A 0.9544 -1.09%
20 Weeks 33.67 -3.51% N/A 0.9748 -3.16%
5 Months 33.17 -2.06% N/A 0.9611 -1.78%
10 Months 33 -1.55% N/A 0.9564 -1.3%
20 Months 31.08 4.54% N/A 0.9034 4.49%

The Premium history of SZ160416 Close price comparing with Net Value All Records
Date Close Net Value Premium IXC Change Official Est Est Time
2017-04-28 0.944 0.941 0.32% 32.46 -1.04% 0.9443 20:38:13
2017-04-27 0.943 0.953 -1.05% 32.8 -0.46% 0.95 20:05:26
2017-04-26 0.949 0.954 -0.52% 32.95 0.8% 0.9553 20:58:06
2017-04-25 0.940 0.946 -0.63% 32.69 1.02% 0.9451 20:59:36
2017-04-24 0.932 0.938 -0.64% 32.36 -0.34% 0.9364 20:57:42
2017-04-21 0.937 0.939 -0.21% 32.47 0.43% 0.9435 20:22:50
2017-04-20 0.936 0.938 -0.21% 32.33 -1.61% 0.9331 20:01:30

Discussions and Suggestions

Development Record

Related software:
Oil&Gas - PTR SHI SNP CL NG OIL XOP SZ162411 SZ162719 SZ163208 SH501018 SZ160216 SZ161129 SZ164815
Commodity - SZ161815 SZ165513
HuaAn Funds - SH513030 SH518880
ADR Tools Future ETF Gold ETF Graded Fund LOF Tools HK LOF Pair Trading

More options? Please login or register account. metropolitan-tundra