Harvest Crude Oil(SZ160723) Net Value

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

Official Est date 2017-11-17, calibration(History) on 2017-11-15 22:33:58. Future realtime Est assume CL(calibration History) 100% related.
Symbol Official Est Official Premium Fair Est Fair Premium Realtime Est Realtime Premium
SZ160723 1.062 -3.39% 1.062 -3.39% 1.063 -3.48%

Reference data
Symbol Price Change Date Time Remark
USO 11.35 2.53% 2017-11-17 16:00 United States Oil
USO 11.3 2.08% 2017-11-17 20:00 Post-Market Trading
CL 56.68 2.79% 2017-11-18 05:59 NYMEX Oil Future
DXF 93.61 -0.23% 2017-11-18 06:00 USD Future
USCNY 6.627 0.1% 2017-10-24 09:22 USD/CNY Reference Rate
SZ160723 1.026 -0.39% 2017-11-17 16:29 Harvest Crude Oil

The Premium of Ask/Bid Price comparing with SZ160723 each Est net value 1.062/1.062/1.063
Trading Price(RMB¥) Num(100) Official Premium Fair Premium Realtime Premium Arbitrage Quantity
Ask 5 1.08 500 1.69% 1.69% 1.6% 392@11.53
Ask 4 1.039 100 -2.17% -2.17% -2.26% 408@11.09
Ask 3 1.031 51 -2.92% -2.92% -3.01% 411@11
Ask 2 1.029 600 -3.11% -3.11% -3.2% 412@10.98
Ask 1 1.028 773 -3.2% -3.2% -3.29% 412@10.97
Bid 1 1.026 299 -3.39% -3.39% -3.48% 413@10.95
Bid 2 1.025 280 -3.49% -3.49% -3.57% 413@10.94
Bid 3 1.024 1000 -3.58% -3.58% -3.67% 414@10.93
Bid 4 1.022 1000 -3.77% -3.77% -3.86% 414@10.91
Bid 5 0 0@

Days of USO trading range covered the SMA in past 100 trading days starting from 2017-11-17. SZ160723 current trading price 1.026 comparing with Est. History
SMA Est Premium Days SZ160723 Est Premium Arbitrage Quantity
5 Days 11.16 1.7% 3 1.0451 -1.83% 405
10 Days 11.31 0.34% 2 1.0586 -3.08% 400
20 Days 11.08 2.39% 0 1.0384 -1.19% 408
Boll Up 11.83 -4.05% 4 1.1046 -7.12% 382
Boll Down 10.34 9.76% 0 0.9722 5.54% 437
5 Weeks 11.2 1.36% 1.0484 -2.14% 404
10 Weeks 10.69 6.15% 1.0035 2.25% 423
20 Weeks 10.25 10.72% 0.9642 6.41% 441
5 Months 10.32 10.01% 0.9701 5.76% 438
10 Months 10.34 9.77% 0.9721 5.54% 437
20 Months 10.7 6.05% 1.0044 2.15% 422

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
2017-11-17 1.026 1.0358 -0.95% 11.07 -0.18% 1.0373 14:26:50 0.14%
2017-11-16 1.030 1.0379 -0.76% 11.09 -0.36% 1.0391 15:18:57 0.12%
2017-11-15 1.029 1.0447 -1.5% 11.13 -2.2% 1.0463 16:23:49 0.15%
2017-11-14 1.057 1.0665 -0.89% 11.38 -0.35% 1.068 14:45:32 0.14%
2017-11-13 1.060 1.0706 -0.99% 11.42 -0.35% 1.0627 15:42:43 -0.74%
2017-11-10 1.061 1.074 -1.21% 11.46 0.44% 1.0666 16:17:03 -0.69%
2017-11-09 1.057 1.0684 -1.07% 11.41 -0.7% 1.0616 16:35:02 -0.64%

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