E Fund Gold(SZ161116) Net Value

Official Est date 2017-12-15, calibration(History) on 2017-12-16 03:15:56. Future realtime Est assume GC(calibration History) 100% related.
Symbol Official Est Official Premium Fair Est Fair Premium Realtime Est Realtime Premium
SZ161116 0.7042 -0.17% 0.7042 -0.17% 0.7041 -0.16%

Reference data
Symbol Price Change Date Time Remark
GLD 119.18 0.21% 2017-12-15 16:00 SPDR Gold Shares
GLD 118.8 -0.11% 2017-12-15 20:00 Post-Market Trading
^GLD-IV 119.16 0.13% 2017-12-15 18:59 Net Value
GC 1258.1 0.08% 2017-12-16 05:59 COMEX Gold Future
DXF 93.5 0.34% 2017-12-16 06:27 USD Future
USCNY 6.627 0.1% 2017-10-24 09:22 USD/CNY Reference Rate
SZ161116 0.703 -0.28% 2017-12-15 16:28 E Fund Gold

The Premium of Ask/Bid Price comparing with SZ161116 each Est net value 0.7042/0.7042/0.7041
Trading Price(RMB¥) Num(100) Official Premium Fair Premium Realtime Premium Arbitrage Quantity
Ask 5 0.708 1010 0.54% 0.54% 0.55% 37@119.8
Ask 4 0.707 2357 0.4% 0.4% 0.41% 37@119.63
Ask 3 0.706 741 0.25% 0.25% 0.27% 37@119.46
Ask 2 0.705 541 0.11% 0.11% 0.13% 38@119.29
Ask 1 0.704 50 -0.03% -0.03% -0.02% 38@119.12
Bid 1 0.702 912 -0.31% -0.31% -0.3% 38@118.79
Bid 2 0.701 210 -0.46% -0.46% -0.44% 38@118.62
Bid 3 0.7 441 -0.6% -0.6% -0.58% 38@118.45
Bid 4 0.699 10 -0.74% -0.74% -0.73% 38@118.28
Bid 5 0.698 28 -0.88% -0.88% -0.87% 38@118.11

Days of GLD trading range covered the SMA in past 100 trading days starting from 2017-12-15. SZ161116 current trading price 0.703 comparing with Est. History
SMA Est Premium Days SZ161116 Est Premium Arbitrage Quantity
5 Days 118.86 0.27% 22 0.7024 0.09% 38
10 Days 118.98 0.17% 18 0.7031 -0.01% 38
20 Days 120.53 -1.12% 11 0.7118 -1.24% 37
Boll Up 124.3 -4.12% 8 0.733 -4.09% 36
Boll Down 116.76 2.07% 2 0.6906 1.79% 38
5 Weeks 120.39 -1.01% 0.711 -1.13% 37
10 Weeks 120.97 -1.48% 0.7142 -1.57% 37
20 Weeks 122.41 -2.64% 0.7224 -2.68% 37
5 Months 122.29 -2.55% 0.7217 -2.59% 37
10 Months 120.89 -1.42% 0.7138 -1.52% 37
20 Months 120.42 -1.03% 0.7112 -1.15% 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
2017-12-15 0.703 0.702 0.14% 118.93 -0.2% 0.7005 21:56:30 -0.21%
2017-12-14 0.705 0.704 0.14% 119.17 0.86% 0.7087 19:55:51 0.67%
2017-12-13 0.701 0.702 -0.14% 118.15 0.12% 0.7029 20:56:39 0.13%
2017-12-12 0.701 0.702 -0.14% 118.01 -0.4% 0.7007 19:34:24 -0.19%
2017-12-11 0.704 0.704 0% 118.48 -0.01% 0.7032 19:25:51 -0.11%
2017-12-08 0.700 0.703 -0.43% 118.49 -1.32% 0.6985 21:21:02 -0.64%
2017-12-07 0.702 0.707 -0.71% 120.07 -0.21% 0.7061 21:54:17 -0.13%

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