Harvest Crude Oil(SZ160723) Net Value

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

Official Est date 2018-02-14, calibration(History) on 2018-02-14 21:33:31. Future realtime Est assume CL(calibration History) 100% related.
Symbol Official Est Official Premium Fair Est Fair Premium Realtime Est Realtime Premium
SZ160723 1.0715 7.23% 1.0807 6.32% 1.0835 6.05%

Reference data
Symbol Price Change Date Time Remark
USO 12.29 -0.81% 2018-02-21 16:00 United States Oil
USO 12.33 -0.48% 2018-02-21 16:54 Post-Market Trading
CL 61.28 -0.65% 2018-02-22 07:03 NYMEX Oil Future
DXF 90.02 0.41% 2018-02-22 05:59 USD Future
USCNY 6.343 0.29% 2018-02-14 09:15 USD/CNY Reference Rate
SZ160723 1.149 -0.09% 2018-02-14 16:34 Harvest Crude Oil

The Premium of Ask/Bid Price comparing with SZ160723 each Est net value 1.0715/1.0807/1.0835
Trading Price(RMB¥) Num(100) Official Premium Fair Premium Realtime Premium Arbitrage Quantity
Ask 5 1.168 350 9.01% 8.08% 7.8% 3567@13.26
Ask 4 1.16 50 8.26% 7.34% 7.06% 3591@13.17
Ask 3 1.158 117 8.07% 7.15% 6.88% 3598@13.14
Ask 2 1.15 136 7.33% 6.41% 6.14% 3623@13.05
Ask 1 1.149 54 7.23% 6.32% 6.05% 3626@13.04
Bid 1 1.065 16 -0.61% -1.45% -1.7% 3912@12.09
Bid 2 1.06 99 -1.07% -1.91% -2.17% 3930@12.03
Bid 3 1.055 10 -1.54% -2.38% -2.63% 3949@11.98
Bid 4 1.054 12 -1.63% -2.47% -2.72% 3953@11.96
Bid 5 1.052 8 -1.82% -2.65% -2.9% 3960@11.94

Days of USO trading range covered the SMA in past 100 trading days starting from 2018-02-21. SZ160723 current trading price 1.149 comparing with Est. History
SMA Est Premium Days SZ160723 Est Premium Arbitrage Quantity
5 Days 12.36 -0.57% 22 1.0865 5.75% 3826
10 Days 12.17 0.95% 18 1.071 7.28% 3885
20 Days 12.45 -1.29% 10 1.0941 5.02% 3798
Boll Up 13.45 -8.64% 10 1.178 -2.46% 3515
Boll Down 11.45 7.35% 0 1.0103 13.73% 4131
5 Weeks 12.63 -2.69% 1.1091 3.59% 3744
10 Weeks 12.45 -1.32% 1.0944 4.98% 3797
20 Weeks 11.79 4.2% 1.0392 10.57% 4010
5 Months 11.85 3.73% 1.0437 10.09% 3992
10 Months 10.8 13.81% 0.9559 20.2% 4379
20 Months 10.79 13.87% 0.9554 20.26% 4382

The Premium history of SZ160723 Close price comparing with Net Value All Records
Date Close Net Value Premium USO Change Official Est Est Time Error
2018-02-14 1.149 1.0427 10.19% 11.87 -0.17% 1.0452 19:52:37 0.24%
2018-02-13 1.150 1.043 10.26% 11.89 0.25% 1.0443 20:49:45 0.12%
2018-02-12 1.066 1.0448 2.03% 11.86 -1.9% 1.0448 15:20:21 0
2018-02-09 1.088 1.0581 2.83% 12.09 -2.26% 1.0576 22:04:06 0
2018-02-08 1.068 1.0818 -1.28% 12.37 -2.6% 1.078 20:19:06 -0.35%
2018-02-07 1.100 1.1085 -0.77% 12.7 -0.55% 1.1147 20:12:16 0.56%
2018-02-06 1.109 1.1196 -0.95% 12.77 -2.07% 1.1076 20:29:51 -1.07%

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