Harvest Crude Oil(SZ160723) Net Value

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

Official Est date 2018-12-10, calibration(Calibration History) on 2018-12-07 23:00:21. Future Realtime Est assume hf_CL 100% related.
Symbol Official Est Official Premium Fair Est Fair Premium Realtime Est Realtime Premium
SZ160723 1.0421 3.93% 1.0421 3.93% 1.0421 3.93%

Reference data
Symbol Price Change Date Time Name
SZ160723 1.083 1.5% 2018-12-10 15:22 Harvest Crude Oil
USO 10.8 -2.79% 2018-12-10 14:26 United States Oil
CL 51.01 -3.04% 2018-12-11 03:26 NYMEX Oil Future
OIL 60 -2.71% 2018-12-11 03:26 Brent Oil Future
DINIW 97.24 0.49% 2018-12-11 03:26 USD Index
USCNY 6.869 0.04% 2018-12-10 09:15 USD/CNY Reference Rate

The Premium of Ask/Bid Price comparing with SZ160723 each Est net value 1.0421/1.0421/1.0421
Trading Price Num(100) Official PremiumFair PremiumRealtime Premium Arbitrage Quantity
Ask 5 1.088 119 4.41%4.41%4.41% 1287@11.3
Ask 4 1.087 71 4.31%4.31%4.31% 1289@11.29
Ask 3 1.086 103 4.21%4.21%4.21% 1290@11.28
Ask 2 1.085 468 4.12%4.12%4.12% 1291@11.27
Ask 1 1.084 100 4.02%4.02%4.02% 1292@11.26
Bid 1 1.083 15 3.93%3.93%3.93% 1293@11.25
Bid 2 1.082 205 3.83%3.83%3.83% 1295@11.24
Bid 3 1.081 2116 3.74%3.74%3.74% 1296@11.23
Bid 4 1.08 100 3.64%3.64%3.64% 1297@11.22
Bid 5 1.078 867 3.45%3.45%3.45% 1299@11.2

USO 2018-12-07 2 History
SMA Est Premium T+1 Est Premium SZ160723 EstT+1 Est Arbitrage Quantity
5 Days 11.13 -2.92% 11.08 -2.5% 1.07181.0674 1308/1314
10 Days 10.96 -1.47% 10.96 -1.49% 1.05681.0571 1328/1327
20 Days 11.44 -5.56% 11.37 -4.98% 1.10021.0938 1272/1280
Boll Up 12.83 -15.85% 12.9 -16.26% 1.2281.2338 1134/1128
Boll Down 10.04 7.59% 9.835 9.82% 0.97240.9538 1450/1480
5 Weeks 11.19 -3.44% 10.89 -0.83% 1.07731.0503 1301/1336
10 Weeks 12.77 -15.42% 12.48 -13.43% 1.22211.1952 1140/1166
20 Weeks 13.74 -21.39% 13.71 -21.23% 1.31091.3082 1059/1061
5 Months 13.69 -21.1% 13.35 -19.08% 1.30611.275 1063/1090
10 Months 13.84 -21.95% 13.93 -22.47% 1.31981.3283 1052/1045
20 Months 12.32 -12.34% 12.45 -13.26% 1.18111.1931 1181/1169

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
2018-12-10 1.083 1.0898 -0.62% 11.11 1.55% 1.0681 06:04:58 2.03%
2018-12-07 1.067 1.0516 1.46% 10.94 -2.15% 1.0668 07:04:35 -1.43%
2018-12-06 1.08 1.0872 -0.66% 1.0836 17:41:37 0.33%
2018-12-05 1.088 1.0906 -0.24% 11.18 -0.8% 1.0804 05:49:06 0.95%
2018-12-04 1.106 1.096 0.91% 11.27 5.03% 1.1027 06:01:12 -0.61%
2018-12-03 1.115 1.0511 6.08% 10.73 -1.29% 1.052 05:55:21 -0.09%
2018-11-30 1.077 1.065 1.13% 10.87 1.97% 1.0756 07:20:19 -0.99%
2018-11-29 1.065 1.058 0.66% 10.66 -2.65% 1.0502 06:45:10 0.74%
2018-11-28 1.086 1.0768 0.85% 10.95 0.09% 1.0782 08:20:56 -0.13%

Discussions and Suggestions

Development Record

Related software:
Oil&Gas - PTR SHI SNP SZ160416 SZ162411 SZ162719 SZ163208 SH501018 SZ160216 SZ160723 SZ161129
Commodity - SZ161815 SZ165513
Harvest Fund - SZ159919 SZ160717 SZ160719 SZ160723
ADR Tools China ETF Gold ETF Graded Fund LOF Tools HK LOF
Stock Group
My Portfolio

More options? Please login or register account. metropolitan-tundra