Harvest Crude Oil(SZ160723) Net Value

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

Official Est date 2017-09-25, calibration(History) on 2017-09-26 01:31:03. Future realtime Est assume CL(calibration History) 100% related.
Symbol Official Est Official Premium Fair Est Fair Premium Realtime Est Realtime Premium
SZ160723 0.9957 -1.78% 0.9976 -1.96% 0.9995 -2.15%

Reference data
Symbol Price Change Date Time Remark
USO 10.55 3.03% 2017-09-25 16:00 United States Oil
USO 10.53 2.83% 2017-09-25 20:00 Post-Market Trading
CL 52.34 0.23% 2017-09-26 13:29 NYMEX Oil Future
DXF 92.44 -0.02% 2017-09-26 13:29 USD Future
USCNY 6.608 0.2% 2017-09-26 09:21 USD/CNY Reference Rate
SZ160723 0.978 2.62% 2017-09-26 13:29 Harvest Crude Oil

The Premium of Ask/Bid Price comparing with SZ160723 each Est net value 0.9957/0.9976/0.9995
Trading Price(RMB¥) Num(100) Official Premium Fair Premium Realtime Premium Arbitrage Quantity
Ask 5 0.982 1084 -1.38% -1.56% -1.75% 437@10.39
Ask 4 0.981 44 -1.48% -1.66% -1.85% 438@10.38
Ask 3 0.98 165 -1.58% -1.76% -1.95% 438@10.37
Ask 2 0.979 1392 -1.68% -1.86% -2.05% 439@10.36
Ask 1 0.978 1855 -1.78% -1.96% -2.15% 439@10.35
Bid 1 0.977 682 -1.88% -2.06% -2.25% 440@10.34
Bid 2 0.974 570 -2.18% -2.36% -2.55% 441@10.3
Bid 3 0.971 232 -2.48% -2.67% -2.85% 442@10.27
Bid 4 0.97 99 -2.58% -2.77% -2.95% 443@10.26
Bid 5 0.969 300 -2.68% -2.87% -3.05% 443@10.25

Days of USO trading range covered the SMA in past 100 trading days starting from 2017-09-25. SZ160723 current trading price 0.978 comparing with Est. History
SMA Est Premium Days SZ160723 Est Premium Arbitrage Quantity
5 Days 10.32 2.23% 1 0.9751 0.3% 440
10 Days 10.22 3.25% 1 0.9659 1.26% 445
20 Days 9.974 5.77% 0 0.944 3.6% 456
Boll Up 10.65 -0.93% 1 1.0046 -2.65% 427
Boll Down 9.299 13.45% 1 0.8834 10.71% 489
5 Weeks 9.96 5.92% 0.9427 3.74% 456
10 Weeks 9.983 5.68% 0.9448 3.51% 455
20 Weeks 9.768 8.01% 0.9255 5.68% 465
5 Months 9.843 7.19% 0.9322 4.92% 462
10 Months 10.53 0.22% 0.9936 -1.57% 432
20 Months 10.56 -0.12% 0.9968 -1.89% 430

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
2017-09-26 0.978 10.55 3.03% 0.9957 13:30:19
2017-09-25 0.953 0.9667 -1.42% 10.24 -0.1% 0.9656 21:04:26 -0.11%
2017-09-22 0.954 0.9666 -1.3% 10.25 0.1% 0.9663 20:49:29 0
2017-09-21 0.952 0.9627 -1.11% 10.24 1.29% 0.9659 20:50:27 0.33%
2017-09-20 0.938 0.9523 -1.5% 10.11 -0.59% 0.9483 20:00:48 -0.42%
2017-09-19 0.944 0.9521 -0.85% 10.17 -0.29% 0.9527 20:01:53 0.06%
2017-09-18 0.946 0.9554 -0.98% 10.2 0.69% 0.9572 20:52:27 0.19%
2017-09-15 0.938 0.9515 -1.42% 10.13 0.6% 0.9474 19:10:21 -0.43%

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