E Fund Gold(SZ161116) Net Value

Official Est date 2017-10-17, calibration(History) on 2017-10-17 21:24:42. Future realtime Est assume GC(calibration History) 100% related.
Symbol Official Est Official Premium Fair Est Fair Premium Realtime Est Realtime Premium
SZ161116 0.7138 0.31% 0.7149 0.15% 0.7147 0.18%

Reference data
Symbol Price Change Date Time Remark
GLD 122.13 -0.68% 2017-10-17 16:00 SPDR Gold Shares
GLD 122.18 -0.64% 2017-10-17 20:00 Post-Market Trading
^GLD-IV 122.13 -0.79% 2017-10-17 18:59 Net Value
GC 1287 0.06% 2017-10-18 13:28 COMEX Gold Future
DXF 93.39 0.01% 2017-10-18 13:29 USD Future
USCNY 6.599 0.16% 2017-10-18 09:16 USD/CNY Reference Rate
SZ161116 0.716 -0.28% 2017-10-18 13:29 E Fund Gold

The Premium of Ask/Bid Price comparing with SZ161116 each Est net value 0.7138/0.7149/0.7147
Trading Price(RMB¥) Num(100) Official Premium Fair Premium Realtime Premium Arbitrage Quantity
Ask 5 0.721 32 1.01% 0.85% 0.88% 36@123.4
Ask 4 0.72 461 0.87% 0.71% 0.74% 36@123.23
Ask 3 0.719 1106 0.73% 0.57% 0.6% 37@123.06
Ask 2 0.718 1194 0.59% 0.43% 0.46% 37@122.89
Ask 1 0.717 1214 0.45% 0.29% 0.32% 37@122.72
Bid 1 0.715 2274 0.17% 0.01% 0.04% 37@122.37
Bid 2 0.714 44 0.03% -0.13% -0.1% 37@122.2
Bid 3 0.713 47 -0.11% -0.27% -0.24% 37@122.03
Bid 4 0.712 2025 -0.25% -0.41% -0.38% 37@121.86
Bid 5 0.71 50 -0.53% -0.69% -0.66% 37@121.52

Days of GLD trading range covered the SMA in past 100 trading days starting from 2017-10-17. SZ161116 current trading price 0.716 comparing with Est. History
SMA Est Premium Days SZ161116 Est Premium Arbitrage Quantity
5 Days 122.95 -0.67% 14 0.7184 -0.33% 37
10 Days 122.3 -0.14% 9 0.7147 0.18% 37
20 Days 122.25 -0.1% 3 0.7145 0.21% 37
Boll Up 124.69 -2.05% 5 0.728 -1.65% 36
Boll Down 119.82 1.93% 2 0.701 2.15% 38
5 Weeks 122.43 -0.25% 0.7155 0.07% 37
10 Weeks 123.81 -1.36% 0.7231 -0.99% 36
20 Weeks 121.37 0.62% 0.7096 0.9% 37
5 Months 121.54 0.48% 0.7105 0.77% 37
10 Months 120.12 1.68% 0.7026 1.9% 37
20 Months 120.4 1.44% 0.7042 1.68% 37

The Premium history of SZ161116 Close price comparing with Net Value All Records
Date Close Net Value Premium GLD Change Official Est Est Time Error
2017-10-18 0.716 122.13 -0.68% 0.7138 13:29:32
2017-10-17 0.718 0.718 0% 122.97 -0.69% 0.716 20:09:45 -0.28%
2017-10-16 0.719 0.721 -0.28% 123.82 0.76% 0.7218 20:49:59 0.11%
2017-10-13 0.719 0.716 0.42% 122.89 0.08% 0.7172 19:50:50 0.17%
2017-10-12 0.720 0.717 0.42% 122.79 0.32% 0.7167 21:07:43 0
2017-10-11 0.718 0.719 -0.14% 122.4 0.26% 0.7205 21:29:01 0.21%
2017-10-10 0.718 0.721 -0.42% 122.08 0.82% 0.7194 20:48:33 -0.22%

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