Harvest Crude Oil(SZ160723) Net Value

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

Official Est date 2018-06-15, calibration(Calibration History) on 2018-06-15 22:07:18. Future Realtime Est assume CL 100% related.
Symbol Official Est Official Premium Fair Est Fair Premium Realtime Est Realtime Premium
SZ160723 1.1902 2.34% 1.1902 2.33% 1.1927 2.12%

Reference data
Symbol Price Change Date Time Name
SZ160723 1.218 0.91% 2018-06-15 16:35 Harvest Crude Oil
USO 13.05 -3.48% 2018-06-17 16:01 United States Oil
USO 13.07 -3.33% 2018-06-18 05:04 Pre-Market Trading
CL 64.8 -0.4% 2018-06-18 17:18 NYMEX Oil Future
OIL 74.12 0.93% 2018-06-18 17:18 Brent Oil Future
ES 2773.2 -0.4% 2018-06-18 16:41 S&P 500 Future
DINIW 94.83 -0.04% 2018-06-18 17:18 USD Index
USCNY 6.431 0.54% 2018-06-15 09:15 USD/CNY Reference Rate

The Premium of Ask/Bid Price comparing with SZ160723 each Est net value 1.1902/1.1902/1.1927
Trading Price Num(100) Official PremiumFair PremiumRealtime Premium Arbitrage Quantity
Ask 5 1.236 16 3.85%3.85%3.63% 1145@13.58
Ask 4 1.235 125 3.76%3.76%3.54% 1146@13.57
Ask 3 1.234 42 3.68%3.68%3.46% 1147@13.56
Ask 2 1.23 137 3.34%3.34%3.12% 1150@13.51
Ask 1 1.22 39 2.5%2.5%2.29% 1160@13.4
Bid 1 1.218 65 2.34%2.33%2.12% 1162@13.38
Bid 2 1.215 254 2.08%2.08%1.87% 1165@13.35
Bid 3 1.213 100 1.92%1.91%1.7% 1167@13.32
Bid 4 1.21 40 1.66%1.66%1.45% 1169@13.29
Bid 5 1.208 500 1.5%1.49%1.28% 1171@13.27

Days of USO trading range covered the SMA in past 100 trading days starting from 2018-06-15 History
SMA Est Premium Days T+1 Est SZ160723 EstT+1 Est Arbitrage Quantity
5 Days 13.36 -2.34% 13 13.35 1.21731.2162 1163/1164
10 Days 13.31 -1.97% 10 13.32 1.21291.2139 1168/1167
20 Days 13.62 -4.19% 3 13.56 1.23951.2345 1141/1146
Boll Up 14.77 -11.64% 6 14.82 1.33891.343 1052/1049
Boll Down 12.47 4.65% 5 12.31 1.14011.1259 1247/1263
5 Weeks 13.32 -1.99% 13.19 1.21311.2026 1167/1178
10 Weeks 13.72 -4.91% 13.72 1.24851.2482 1133/1133
20 Weeks 13.18 -0.95% 13.25 1.20111.2074 1180/1173
5 Months 13.2 -1.16% 13.48 1.20341.2274 1177/1153
10 Months 12.29 6.16% 12.53 1.12471.1448 1265/1241
20 Months 11.38 14.63% 11.41 1.04621.0483 1365/1362

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
2018-06-15 1.218 1.2242 -0.51% 13.52 0.37% 1.2334 21:16:16 0.75%
2018-06-14 1.207 1.2326 -2.08% 13.47 0.52% 1.2332 18:32:50 0.05%
2018-06-13 1.207 1.2265 -1.59% 13.4 0.3% 1.2289 21:01:07 0.2%
2018-06-12 1.212 1.2244 -1.01% 13.36 0.68% 1.2277 21:25:06 0.27%
2018-06-11 1.203 1.2201 -1.4% 13.27 -0.6% 1.2189 15:33:07 -0.1%
2018-06-08 1.206 1.2244 -1.5% 13.35 1.44% 1.2219 21:17:07 -0.2%
2018-06-07 1.200 1.2075 -0.62% 13.16 -0.45% 1.1995 21:14:36 -0.66%
2018-06-06 1.199 1.2068 -0.65% 13.22 0.76% 1.2176 19:30:03 0.89%
2018-06-05 1.200 1.2098 -0.81% 13.12 -0.98% 1.2148 20:49:01 0.41%

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