Harvest Crude Oil(SZ160723) Net Value

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

Official Est date 2018-04-20, calibration(Calibration History) on 2018-04-20 21:39:11. Future Realtime Est assume CL(Calibration History) 100% related.
Symbol Official Est Official Premium Fair Est Fair Premium Realtime Est Realtime Premium
SZ160723 1.197 -1.67% 1.197 -1.67% 1.1971 -1.68%

Reference data
Symbol Price Change Date Time Name
USO 13.75 -0.15% 2018-04-20 16:00 United States Oil
USO 13.72 -0.36% 2018-04-20 20:00 Post-Market Trading
CL 68.06 -0.4% 2018-04-21 06:06 NYMEX Oil Future
DINIW 90.33 0.5% 2018-04-21 05:59 USD Index
USCNY 6.29 0.1% 2018-04-20 09:15 USD/CNY Reference Rate
SZ160723 1.177 0.6% 2018-04-20 15:05 Harvest Crude Oil

The Premium of Ask/Bid Price comparing with SZ160723 each Est net value 1.197/1.197/1.1971
Trading Price Num(100) Official PremiumFair PremiumRealtime Premium Arbitrage Quantity
Ask 5 1.286 275 7.43%7.43%7.43% 1076@14.77
Ask 4 1.268 49 5.93%5.93%5.92% 1091@14.57
Ask 3 1.22 122 1.92%1.92%1.91% 1134@14.01
Ask 2 1.188 528 -0.75%-0.75%-0.76% 1165@13.65
Ask 1 1.18 50 -1.42%-1.42%-1.43% 1172@13.55
Bid 1 1.165 5 -2.68%-2.68%-2.68% 1188@13.38
Bid 2 1.164 23 -2.76%-2.76%-2.76% 1189@13.37
Bid 3 1.162 20 -2.93%-2.93%-2.93% 1191@13.35
Bid 4 1.158 27 -3.26%-3.26%-3.27% 1195@13.3
Bid 5 1.157 35 -3.34%-3.34%-3.35% 1196@13.29

Days of USO trading range covered the SMA in past 100 trading days starting from 2018-04-20 History
SMA Est Premium Days T+1 Est SZ160723 EstT+1 Est Arbitrage Quantity
5 Days 13.7 0.35% 8 13.8 1.19311.2012 1160/1152
10 Days 13.58 1.22% 11 13.6 1.18331.1847 1170/1168
20 Days 13.19 4.22% 7 13.2 1.1511.1515 1205/1204
Boll Up 14.17 -2.95% 2 14.42 1.23161.2527 1122/1102
Boll Down 12.22 12.53% 0 11.98 1.07041.0502 1301/1327
5 Weeks 13.23 3.97% 13.27 1.15361.1573 1202/1198
10 Weeks 12.93 6.37% 12.95 1.12891.1306 1229/1228
20 Weeks 12.63 8.9% 12.69 1.1041.1094 1259/1252
5 Months 12.61 9.02% 12.81 1.1031.1196 1260/1240
10 Months 11.47 19.92% 11.61 1.00811.0204 1386/1368
20 Months 11.07 24.16% 11.08 0.97570.9764 1435/1434

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
2018-04-20 1.177 1.1975 -1.71% 13.77 -0.79% 1.184 20:32:55 -1.13%
2018-04-19 1.170 1.1927 -1.9% 13.88 3.5% 1.1998 21:05:24 0.6%
2018-04-18 1.149 1.1603 -0.97% 13.41 0.22% 1.1624 20:24:16 0.18%
2018-04-17 1.149 1.1619 -1.11% 13.38 -1.25% 1.1569 20:50:58 -0.43%
2018-04-16 1.150 1.1763 -2.24% 13.55 0.22% 1.1706 15:21:09 -0.48%
2018-04-13 1.149 1.167 -1.54% 13.52 0.52% 1.1728 20:49:06 0.5%
2018-04-12 1.153 1.1684 -1.32% 13.45 1.51% 1.1657 20:37:15 -0.23%
2018-04-11 1.134 1.152 -1.56% 13.25 3.76% 1.1588 20:08:54 0.59%
2018-04-10 1.118 1.1196 -0.14% 12.77 2.08% 1.1151 20:51:19 -0.4%

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