Harvest Crude Oil QDII-LOF-FOF Net Value

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

2017-06-28
Symbol Official Est Official Premium Fair Est Fair Premium Calibration Time Calibration History
SZ160723 0.9023 -1.04% 0.9009 -0.88% 2017-06-28 23:10:27 History

Symbol Realtime Est Realtime Premium Future Realtime Est Remark Calibration History
SZ160723 0.9044 -1.26% Assume CL 100% related History

Reference data
Symbol Price Change Date Time Remark
USO 9.2 1.1% 2017-06-28 16:00 United States Oil
USO 9.21 1.21% 2017-06-28 20:00 Post-Market Trading
CL 44.95 0.47% 2017-06-29 10:08 NYMEX Oil Future
USCNY 6.794 -0.17% 2017-06-29 09:20 USD/CNY Reference Rate
SZ160723 0.893 0.79% 2017-06-29 10:07 Harvest Crude Oil QDII-LOF-FOF

The Premium of Ask/Bid Price comparing with SZ160723 Official/Fair/Realtime Est net value 0.9023/0.9009/0.9044
Trading Price(RMB) Num(100) Official Premium Fair Premium Realtime Premium
Ask 5 0.902 60 -0.04% 0.12% -0.26%
Ask 4 0.901 300 -0.15% 0.01% -0.37%
Ask 3 0.9 300 -0.26% -0.1% -0.48%
Ask 2 0.897 42 -0.59% -0.43% -0.82%
Ask 1 0.896 1 -0.7% -0.55% -0.93%
Bid 1 0.894 1763 -0.92% -0.77% -1.15%
Bid 2 0.893 2120 -1.04% -0.88% -1.26%
Bid 3 0.892 330 -1.15% -0.99% -1.37%
Bid 4 0.89 500 -1.37% -1.21% -1.59%
Bid 5 0.888 516 -1.59% -1.43% -1.81%

Days of USO trading range covered the SMA in past 100 trading days starting from 2017-06-28. SZ160723 current trading price 0.893 comparing with Est. History
SMA Est Premium Days SZ160723 Est SZ160723 Premium
5 Days 9.023 1.97% 19 0.8858 0.81%
10 Days 8.988 2.36% 15 0.8826 1.18%
20 Days 9.286 -0.92% 13 0.9103 -1.9%
Boll Up 10.11 -8.97% 6 0.9869 -9.51%
Boll Down 8.465 8.69% 4 0.8338 7.1%
5 Weeks 9.363 -1.74% N/A 0.9175 -2.67%
10 Weeks 9.784 -5.97% N/A 0.9568 -6.67%
20 Weeks 10.31 -10.8% N/A 1.0061 -11.25%
5 Months 10.57 -12.98% N/A 1.0303 -13.32%
10 Months 10.86 -15.27% N/A 1.0569 -15.5%
20 Months 10.78 -14.67% N/A 1.0498 -14.94%

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
2017-06-29 0.893 0 9.2 1.1% 0.9023 10:08:18
2017-06-28 0.886 0.896 -1.12% 9.1 1.9% 0.897 21:14:59 0.11%
2017-06-27 0.886 0.8802 0.66% 8.93 0.79% 0.8816 21:25:29 0.16%
2017-06-26 0.881 0.8753 0.65% 8.86 0.91% 0.8766 21:17:06 0.15%
2017-06-23 0.868 0.8686 -0.07% 8.78 0.8% 0.8744 21:25:52 0.67%
2017-06-22 0.864 0.8677 -0.43% 8.71 -2.68% 0.862 21:14:01 -0.66%
2017-06-21 0.882 0.8833 -0.15% 8.95 -1.86% 0.8848 21:29:56 0.17%
2017-06-20 0.896 0.8992 -0.36% 9.12 -1.3% 0.8936 20:59:23 -0.62%

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