Harvest Gold(SZ160719) Net Value

Official Est date 2017-10-17, calibration(History) on 2017-10-17 21:24:42. Future realtime Est assume GC(calibration History) 100% related.
Symbol Official Est Official Premium Fair Est Fair Premium Realtime Est Realtime Premium
SZ160719 0.7078 0.02% 0.7089 -0.13% 0.7089 -0.12%

Reference data
Symbol Price Change Date Time Remark
GLD 122.13 -0.68% 2017-10-17 16:00 SPDR Gold Shares
GLD 122.18 -0.64% 2017-10-17 20:00 Post-Market Trading
^GLD-IV 122.13 -0.79% 2017-10-17 18:59 Net Value
GC 1287.2 0.08% 2017-10-18 13:30 COMEX Gold Future
DXF 93.39 0.01% 2017-10-18 13:30 USD Future
USCNY 6.599 0.16% 2017-10-18 09:16 USD/CNY Reference Rate
SZ160719 0.708 -0.28% 2017-10-18 13:30 Harvest Gold

The Premium of Ask/Bid Price comparing with SZ160719 each Est net value 0.7078/0.7089/0.7089
Trading Price(RMB¥) Num(100) Official Premium Fair Premium Realtime Premium Arbitrage Quantity
Ask 5 0.713 1000 0.73% 0.57% 0.58% 37@123.06
Ask 4 0.712 173 0.59% 0.43% 0.44% 37@122.89
Ask 3 0.711 81 0.45% 0.29% 0.3% 37@122.72
Ask 2 0.71 364 0.31% 0.15% 0.16% 37@122.54
Ask 1 0.709 33 0.17% 0.01% 0.02% 37@122.37
Bid 1 0.707 538 -0.12% -0.27% -0.26% 37@122.02
Bid 2 0.706 1341 -0.26% -0.41% -0.4% 37@121.85
Bid 3 0.705 752 -0.4% -0.55% -0.54% 37@121.68
Bid 4 0.702 550 -0.82% -0.98% -0.97% 37@121.16
Bid 5 0.701 150 -0.96% -1.12% -1.11% 37@120.99

Days of GLD trading range covered the SMA in past 100 trading days starting from 2017-10-17. SZ160719 current trading price 0.708 comparing with Est. History
SMA Est Premium Days SZ160719 Est Premium Arbitrage Quantity
5 Days 122.95 -0.67% 14 0.7124 -0.61% 37
10 Days 122.3 -0.14% 9 0.7088 -0.11% 37
20 Days 122.25 -0.1% 3 0.7085 -0.07% 37
Boll Up 124.69 -2.05% 5 0.7219 -1.93% 36
Boll Down 119.82 1.93% 2 0.6951 1.86% 38
5 Weeks 122.43 -0.25% 0.7095 -0.21% 37
10 Weeks 123.81 -1.36% 0.7171 -1.27% 36
20 Weeks 121.37 0.62% 0.7037 0.62% 37
5 Months 121.54 0.48% 0.7046 0.48% 37
10 Months 120.12 1.68% 0.6968 1.61% 37
20 Months 120.4 1.44% 0.6983 1.39% 37

The Premium history of SZ160719 Close price comparing with Net Value All Records
Date Close Net Value Premium GLD Change Official Est Est Time Error
2017-10-18 0.708 122.13 -0.68% 0.7078 13:31:00
2017-10-17 0.710 0.712 -0.28% 122.97 -0.69% 0.7081 20:49:21 -0.55%
2017-10-16 0.711 0.713 -0.28% 123.82 0.76% 0.7137 21:16:45 0.1%
2017-10-13 0.710 0.708 0.28% 122.89 0.08% 0.7072 19:50:50 -0.11%
2017-10-12 0.710 0.707 0.42% 122.79 0.32% 0.7087 20:42:49 0.24%
2017-10-11 0.710 0.711 -0.14% 122.4 0.26% 0.7095 20:34:20 -0.21%
2017-10-10 0.709 0.71 -0.14% 122.08 0.82% 0.7104 20:48:33 0

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