E Fund Gold(SZ161116) Net Value

Official Est date 2018-09-18, calibration(Calibration History) on 2018-09-19 09:05:04. Future Realtime Est assume hf_GC 100% related.
Symbol Official Est Official Premium Fair Est Fair Premium Realtime Est Realtime Premium
SZ161116 0.6961 -0.31% 0.6962 -0.32% 0.6978 -0.55%

Reference data
Symbol Price Change Date Time Name
SZ161116 0.694 -0.14% 2018-09-19 11:35 E Fund Gold
GLD 113.44 -0.15% 2018-09-18 16:00 SPDR Gold Trust
GLD 113.6 -0.01% 2018-09-18 20:00 Post-Market Trading
GC 1206.1 0.27% 2018-09-19 12:50 COMEX Gold Future
DINIW 94.57 -0.04% 2018-09-19 12:49 USD Index
USCNY 6.857 0.02% 2018-09-19 09:15 USD/CNY Reference Rate

The Premium of Ask/Bid Price comparing with SZ161116 each Est net value 0.6961/0.6962/0.6978
Trading Price Num(100) Official PremiumFair PremiumRealtime Premium Arbitrage Quantity
Ask 5 0.703 355 0.99%0.97%0.74% 127@114.58
Ask 4 0.7 45 0.56%0.54%0.31% 127@114.09
Ask 3 0.699 201 0.41%0.4%0.17% 128@113.93
Ask 2 0.697 105 0.12%0.11%-0.12% 128@113.6
Ask 1 0.695 66 -0.16%-0.17%-0.4% 128@113.27
Bid 1 0.694 92 -0.31%-0.32%-0.55% 128@113.11
Bid 2 0.693 218 -0.45%-0.46%-0.69% 129@112.95
Bid 3 0.692 362 -0.59%-0.61%-0.83% 129@112.78
Bid 4 0.683 30 -1.89%-1.9%-2.12% 131@111.32
Bid 5 0.672 20 -3.47%-3.48%-3.7% 133@109.52

Days of GLD trading range covered the SMA in past 100 trading days starting from 2018-09-18 History
SMA Est Premium Days T+1 Est SZ161116 EstT+1 Est Arbitrage Quantity
5 Days 113.46 -0.02% 37 113.36 0.69620.6956 128/128
10 Days 113.46 -0.02% 24 113.45 0.69620.6961 128/128
20 Days 113.51 -0.06% 21 113.52 0.69650.6965 128/128
Boll Up 114.73 -1.12% 1 115.05 0.70360.7054 127/126
Boll Down 112.29 1.03% 14 111.99 0.68940.6876 129/130
5 Weeks 113.48 -0.04% 113.25 0.69630.695 128/128
10 Weeks 114.23 -0.69% 113.94 0.70070.699 127/128
20 Weeks 117.95 -3.82% 117.55 0.72230.7201 123/124
5 Months 117.81 -3.71% 116.05 0.72160.7113 123/125
10 Months 121.99 -7.01% 121.79 0.74590.7447 119/119
20 Months 121.33 -6.5% 121.44 0.7420.7427 120/120
EMA50 114.97 -1.33% 0.705 126
EMA200 119.62 -5.16% 0.7321 121

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
2018-09-18 0.695 0.697 -0.29% 113.61 0.52% 0.6991 12:00:03 -0.3%
2018-09-17 0.694 0.694 0 113.02 -0.65% 0.6928 04:56:18 0.17%
2018-09-14 0.694 0.698 -0.57% 113.76 -0.36% 0.6949 09:10:01 0.45%
2018-09-13 0.691 0.698 -1% 114.17 0.84% 0.6983 05:32:12 0
2018-09-12 0.69 0.693 -0.43% 113.22 0.06% 0.694 09:05:03 -0.14%
2018-09-11 0.692 0.692 0 113.15 -0.07% 0.6922 06:48:23 0
2018-09-10 0.693 0.691 0.29% 113.23 -0.27% 0.69 07:37:09 0.15%
2018-09-07 0.691 0.692 -0.14% 113.54 0.19% 0.6947 08:18:21 -0.39%
2018-09-06 0.692 0.693 -0.14% 113.32 0.35% 0.6942 05:13:13 -0.17%

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