E Fund Gold(SZ161116) Net Value

Official Est date 2018-04-24, calibration(Calibration History) on 2018-04-24 21:47:21. Future Realtime Est assume GC(Calibration History) 100% related.
Symbol Official Est Official Premium Fair Est Fair Premium Realtime Est Realtime Premium
SZ161116 0.6932 -0.75% 0.6932 -0.75% 0.693 -0.73%

Reference data
Symbol Price Change Date Time Name
GLD 126.23 0.49% 2018-04-24 16:00 SPDR Gold Trust
GLD 126.22 0.48% 2018-04-24 16:28 Post-Market Trading
GC 1332.9 0.67% 2018-04-25 04:42 COMEX Gold Future
DINIW 90.8 -0.14% 2018-04-25 04:43 USD Index
USCNY 6.323 0.31% 2018-04-24 09:15 USD/CNY Reference Rate
SZ161116 0.688 -0.43% 2018-04-24 15:05 E Fund Gold

The Premium of Ask/Bid Price comparing with SZ161116 each Est net value 0.6932/0.6932/0.693
Trading Price Num(100) Official PremiumFair PremiumRealtime Premium Arbitrage Quantity
Ask 5 0.696 999 0.4%0.4%0.43% 124@126.69
Ask 4 0.695 33 0.26%0.26%0.28% 125@126.51
Ask 3 0.691 51 -0.32%-0.32%-0.29% 125@125.78
Ask 2 0.69 45 -0.46%-0.46%-0.44% 125@125.6
Ask 1 0.689 1 -0.61%-0.61%-0.58% 126@125.41
Bid 1 0.688 2041 -0.75%-0.75%-0.73% 126@125.23
Bid 2 0.687 152 -0.9%-0.9%-0.87% 126@125.05
Bid 3 0.685 24 -1.18%-1.18%-1.16% 126@124.69
Bid 4 0.683 424 -1.47%-1.47%-1.45% 127@124.32
Bid 5 0.681 9 -1.76%-1.76%-1.74% 127@123.96

Days of GLD trading range covered the SMA in past 100 trading days starting from 2018-04-23 History
SMA Est Premium Days T+1 Est SZ161116 EstT+1 Est Arbitrage Quantity
5 Days 126.93 -0.55% 16 126.62 0.69680.6952 124/124
10 Days 127.25 -0.8% 11 127.14 0.69850.698 124/124
20 Days 126.86 -0.5% 7 126.83 0.69650.6963 124/124
Boll Up 128.65 -1.88% 6 129.03 0.70580.7078 122/122
Boll Down 125.08 0.92% 4 124.62 0.68720.6848 126/126
5 Weeks 126.57 -0.26% 126.82 0.6950.6963 124/124
10 Weeks 126.17 0.05% 126.18 0.69290.6929 125/125
20 Weeks 125.54 0.55% 125.89 0.68960.6914 125/125
5 Months 125.52 0.56% 126.15 0.68950.6928 125/125
10 Months 123.56 2.16% 123.91 0.67930.6811 128/127
20 Months 120.73 4.56% 120.46 0.66450.6631 130/131

The Premium history of SZ161116 Close price comparing with Net Value Net Value History
Date Close Net Value Premium GLD Change Official Est Est Time Error
2018-04-24 0.688 0.688 0% 125.62 -0.8% 0.6882 20:59:32 0
2018-04-23 0.691 0.692 -0.14% 126.63 -0.76% 0.6917 18:30:02 0
2018-04-20 0.695 0.696 -0.14% 127.6 -0.2% 0.6969 20:05:35 0.13%
2018-04-19 0.693 0.698 -0.72% 127.85 0.08% 0.694 21:05:24 -0.57%
2018-04-18 0.692 0.693 -0.14% 127.75 0.09% 0.6934 20:24:16 0
2018-04-17 0.694 0.694 0% 127.63 0.14% 0.6938 20:50:58 0
2018-04-16 0.693 0.693 0% 127.45 0.66% 0.694 20:54:14 0.14%
2018-04-13 0.693 0.689 0.58% 126.62 -1.16% 0.6875 20:49:06 -0.22%
2018-04-12 0.694 0.696 -0.29% 128.11 0.78% 0.6964 21:11:56 0

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