E Fund Gold QDII-LOF-FOF(SZ161116) Net Value

Official Est date 2017-08-16, calibration(History) on 2017-08-16 21:31:20. Future realtime Est assume GC(calibration History) 100% related.
Symbol Official Est Official Premium Fair Est Fair Premium Realtime Est Realtime Premium
SZ161116 0.725 -0.27% 0.725 -0.27% 0.7284 -0.74%

Reference data
Symbol Price Change Date Time Remark
GLD 121.87 0.74% 2017-08-16 16:00 SPDR Gold Shares
GLD 122 0.84% 2017-08-16 20:00 Post-Market Trading
^GLD-IV 122.06 0.96% 2017-08-16 18:59 Net Value
GC 1294 0.87% 2017-08-17 09:47 COMEX Gold Future
DXF 93.27 -0.14% 2017-08-17 09:47 USD Future
USCNY 6.678 0.13% 2017-08-16 09:16 USD/CNY Reference Rate
SZ161116 0.723 0.7% 2017-08-17 09:47 E Fund Gold QDII-LOF-FOF

The Premium of Ask/Bid Price comparing with SZ161116 each Est net value 0.725/0.725/0.7284
Trading Price(RMB¥) Num(100) Official Premium Fair Premium Realtime Premium Arbitrage Quantity
Ask 5 0.727 22 0.28% 0.28% -0.19% 122@122.16
Ask 4 0.726 225 0.14% 0.14% -0.33% 122@121.99
Ask 3 0.725 647 0.01% 0.01% -0.47% 122@121.83
Ask 2 0.724 222 -0.13% -0.13% -0.61% 123@121.66
Ask 1 0.723 891 -0.27% -0.27% -0.74% 123@121.49
Bid 1 0.722 291 -0.41% -0.41% -0.88% 123@121.32
Bid 2 0.721 700 -0.55% -0.55% -1.02% 123@121.15
Bid 3 0.72 30 -0.68% -0.68% -1.15% 123@120.98
Bid 4 0.719 1026 -0.82% -0.82% -1.29% 123@120.82
Bid 5 0.718 1030 -0.96% -0.96% -1.43% 124@120.65

Days of GLD trading range covered the SMA in past 100 trading days starting from 2017-08-16. SZ161116 current trading price 0.723 comparing with Est. History
SMA Est Premium Days SZ161116 Est Premium Arbitrage Quantity
5 Days 121.89 -0.02% 19 0.7251 -0.29% 122
10 Days 121.12 0.62% 11 0.7207 0.32% 123
20 Days 120.54 1.1% 4 0.7175 0.77% 124
Boll Up 123 -0.92% 6 0.7313 -1.14% 121
Boll Down 118.09 3.2% 4 0.7036 2.76% 126
5 Weeks 120.6 1.06% 0.7178 0.73% 124
10 Weeks 119.03 2.39% 0.7089 1.99% 125
20 Weeks 119.59 1.9% 0.7121 1.53% 125
5 Months 120.04 1.52% 0.7146 1.17% 124
10 Months 117.22 3.96% 0.6987 3.48% 127
20 Months 119.25 2.2% 0.7101 1.81% 125

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
2017-08-17 0.723 121.87 0.74% 0.725 09:47:46
2017-08-16 0.718 0.719 -0.14% 120.98 -0.77% 0.7196 20:33:30 0.08%
2017-08-15 0.719 0.724 -0.69% 121.92 -0.71% 0.7227 20:23:23 -0.18%
2017-08-14 0.726 0.728 -0.27% 122.79 0.47% 0.7289 20:53:30 0.12%
2017-08-11 0.726 0.727 -0.14% 122.21 0.74% 0.73 20:20:53 0.41%
2017-08-10 0.724 0.728 -0.55% 121.31 1.21% 0.7292 20:31:26 0.16%
2017-08-09 0.721 0.722 -0.14% 119.86 0.29% 0.7236 20:53:24 0.22%
2017-08-08 0.719 0.722 -0.42% 119.51 -0.12% 0.7232 20:33:14 0.17%

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