Harvest Crude Oil(SZ160723) Net Value

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

Official Est date 2018-08-16, calibration(Calibration History) on 2018-08-17 00:26:33. Future Realtime Est assume hf_CL 100% related.
Symbol Official Est Official Premium Fair Est Fair Premium Realtime Est Realtime Premium
SZ160723 1.2868 -1.38% 1.2868 -1.38% 1.2853 -1.27%

Reference data
Symbol Price Change Date Time Name
SZ160723 1.269 -2.68% 2018-08-16 16:35 Harvest Crude Oil
USO 13.63 0.89% 2018-08-16 16:00 United States Oil
USO 13.64 0.96% 2018-08-16 17:53 Post-Market Trading
CL 65.36 -0.15% 2018-08-17 08:06 NYMEX Oil Future
OIL 71.3 -0.18% 2018-08-17 08:05 Brent Oil Future
DINIW 96.66 0.06% 2018-08-17 08:05 USD Index
USCNY 6.895 0.13% 2018-08-16 09:15 USD/CNY Reference Rate

The Premium of Ask/Bid Price comparing with SZ160723 each Est net value 1.2868/1.2868/1.2853
Trading Price Num(100) Official PremiumFair PremiumRealtime Premium Arbitrage Quantity
Ask 5 1.326 30 3.05%3.05%3.16% 1033@14.04
Ask 4 1.304 1 1.34%1.34%1.45% 1050@13.81
Ask 3 1.286 15 -0.06%-0.06%0.05% 1065@13.62
Ask 2 1.28 20 -0.52%-0.52%-0.41% 1070@13.55
Ask 1 1.279 20 -0.6%-0.6%-0.49% 1071@13.54
Bid 1 1.265 5 -1.69%-1.69%-1.58% 1082@13.39
Bid 2 1.263 200 -1.85%-1.85%-1.74% 1084@13.37
Bid 3 1.262 100 -1.92%-1.92%-1.81% 1085@13.36
Bid 4 1.261 200 -2%-2%-1.89% 1086@13.35
Bid 5 1.26 30 -2.08%-2.08%-1.97% 1087@13.34

Days of USO trading range covered the SMA in past 100 trading days starting from 2018-08-16 History
SMA Est Premium Days T+1 Est SZ160723 EstT+1 Est Arbitrage Quantity
5 Days 13.79 -1.12% 26 13.71 1.30071.2939 1052/1057
10 Days 13.96 -2.39% 18 13.92 1.31671.3128 1038/1041
20 Days 14.14 -3.64% 8 14.15 1.33291.3332 1025/1025
Boll Up 14.77 -7.7% 9 14.93 1.38871.4034 982/971
Boll Down 13.52 0.8% 9 13.36 1.2771.263 1072/1085
5 Weeks 14.21 -4.05% 14.22 1.33831.34 1021/1019
10 Weeks 14.26 -4.45% 14.42 1.34371.3573 1016/1006
20 Weeks 13.94 -2.23% 14.02 1.31471.3218 1040/1034
5 Months 14.17 -3.83% 14.3 1.33541.3466 1023/1014
10 Months 13.18 3.42% 13.39 1.24631.2654 1100/1083
20 Months 11.74 16.14% 11.76 1.11681.1189 1235/1233

The Premium history of SZ160723 Close price comparing with Net Value Net Value History
Date Close Net Value Premium USO Change Official Est Est Time Error
2018-08-16 1.269 1.2744 -0.42% 13.51 -3.43% 1.2699 05:00:26 0.35%
2018-08-15 1.304 1.3098 -0.44% 13.99 -0.14% 1.3095 04:22:35 0
2018-08-14 1.326 1.3101 1.21% 14.01 -0.5% 1.3087 05:10:08 0.1%
2018-08-13 1.282 1.3107 -2.19% 14.08 1.44% 1.315 04:44:37 -0.32%
2018-08-10 1.315 1.2958 1.48% 13.88 -0.14% 1.2965 04:50:59 -0.05%
2018-08-09 1.328 1.2982 2.3% 13.9 -3.2% 1.2943 05:09:11 0.3%
2018-08-08 1.336 1.3371 -0.08% 14.36 0.35% 1.336 05:54:40 0.08%
2018-08-07 1.324 1.3331 -0.68% 14.31 0.28% 1.3284 04:57:37 0.35%
2018-08-06 1.316 1.3214 -0.41% 14.27 -0.63% 1.3156 04:51:09 0.44%

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