E Fund S&P 500(SZ161125) Net Value

Official Est date 2019-01-18, calibration(Calibration History) on 2019-01-18 21:42:42.
Symbol Official Est Official Premium Fair Est Fair Premium Realtime Est Realtime Premium
SZ161125 1.1538 -1.55% 1.1556 -1.7%

Reference data
Symbol Price Change Date Time Name
SZ161125 1.136 0.89% 2019-01-21 15:00 E Fund S&P 500
^GSPC 2670.71 1.32% 2019-01-18 16:43 S&P 500 Index
ES 2660.3 -0.42% 2019-01-22 00:10 S&P 500 Future
DINIW 96.33 -0.04% 2019-01-22 00:13 USD Index
USCNY 6.777 0.16% 2019-01-21 09:15 USD/CNY Reference Rate

ETF List
Symbol Price Change Date Time Follow SymbolRatioFactor
SH 29.41 -1.28% 2019-01-18 16:00 ^GSPC-190.83
SPY 266.46 1.33% 2019-01-18 16:00 ^GSPC110.02
SPXU 38.12 -3.98% 2019-01-18 16:00 ^GSPC-370.1
UPRO 41.62 3.92% 2019-01-18 16:00 ^GSPC364.13

The Premium of Ask/Bid Price comparing with SZ161125 each Est net value 1.1538/1.1556
Trading Price Num(100) Official PremiumFair Premium Arbitrage Quantity
Ask 5 1.15 4 -0.33%-0.49% 5@2659.95
Ask 4 1.149 19 -0.42%-0.57% 5@2657.63
Ask 3 1.145 22 -0.77%-0.92% 5@2648.38
Ask 2 1.144 45 -0.85%-1% 5@2646.07
Ask 1 1.143 60 -0.94%-1.09% 5@2643.76
Bid 1 1.135 2 -1.63%-1.78% 5@2625.25
Bid 2 1.131 2 -1.98%-2.13% 5@2616
Bid 3 1.129 1 -2.15%-2.3% 5@2611.37

^GSPC 2019-01-18 4 History
SMA Est Premium T+1 Est Premium SZ161125 EstT+1 Est Arbitrage Quantity
5 Days 2633.27 1.42% 2640.92 1.13% 1.13851.1416 5/5
10 Days 2607.55 2.42% 2611.69 2.26% 1.12791.1296 5/5
20 Days 2538.12 5.22% 2544.87 4.94% 1.09941.1022 5/5
Boll Up 2722.18 -1.89% 2761.01 -3.27% 1.1751.1909 5/5
Boll Down 2354.06 13.45% 2328.74 14.68% 1.02381.0134 6/6
5 Weeks 2571.16 3.87% 2599.64 2.73% 1.1131.1246 5/5
10 Weeks 2591.89 3.04% 2586.81 3.24% 1.12151.1194 5/5
20 Weeks 2705.01 -1.27% 2693.9 -0.86% 1.16791.1634 5/5
5 Months 2723.19 -1.93% 2659.59 0.42% 1.17541.1493 5/5
10 Months 2742.47 -2.62% 2754.27 -3.03% 1.18331.1882 5/5
20 Months 2665.36 0.2% 2678.81 -0.3% 1.15161.1572 5/5
EMA50 2620.58 1.91% 1.1333 5
EMA200 2699.63 -1.07% 1.1657 5

SMA Est Premium T+1 Est Premium SH EstT+1 Est
5 Days 2633.27 1.42% 2640.92 1.13% 29.8229.73
10 Days 2607.55 2.42% 2611.69 2.26% 30.130.05
20 Days 2538.12 5.22% 2544.87 4.94% 30.8630.79
Boll Up 2722.18 -1.89% 2761.01 -3.27% 28.8428.41
Boll Down 2354.06 13.45% 2328.74 14.68% 32.8933.17
5 Weeks 2571.16 3.87% 2599.64 2.73% 30.530.19
10 Weeks 2591.89 3.04% 2586.81 3.24% 30.2730.33
20 Weeks 2705.01 -1.27% 2693.9 -0.86% 29.0329.15
5 Months 2723.19 -1.93% 2659.59 0.42% 28.8329.53
10 Months 2742.47 -2.62% 2754.27 -3.03% 28.6128.48
20 Months 2665.36 0.2% 2678.81 -0.3% 29.4629.31
EMA50 2620.58 1.91% 29.96
EMA200 2699.63 -1.07% 29.09

SMA Est Premium T+1 Est Premium SPY EstT+1 Est
5 Days 2633.27 1.42% 2640.92 1.13% 262.72263.49
10 Days 2607.55 2.42% 2611.69 2.26% 260.16260.57
20 Days 2538.12 5.22% 2544.87 4.94% 253.23253.9
Boll Up 2722.18 -1.89% 2761.01 -3.27% 271.59275.47
Boll Down 2354.06 13.45% 2328.74 14.68% 234.87232.34
5 Weeks 2571.16 3.87% 2599.64 2.73% 256.53259.37
10 Weeks 2591.89 3.04% 2586.81 3.24% 258.59258.09
20 Weeks 2705.01 -1.27% 2693.9 -0.86% 269.88268.77
5 Months 2723.19 -1.93% 2659.59 0.42% 271.69265.35
10 Months 2742.47 -2.62% 2754.27 -3.03% 273.62274.8
20 Months 2665.36 0.2% 2678.81 -0.3% 265.93267.27
EMA50 2620.58 1.91% 261.46
EMA200 2699.63 -1.07% 269.34

SMA Est Premium T+1 Est Premium SPXU EstT+1 Est
5 Days 2633.27 1.42% 2640.92 1.13% 39.739.37
10 Days 2607.55 2.42% 2611.69 2.26% 40.840.63
20 Days 2538.12 5.22% 2544.87 4.94% 43.7743.48
Boll Up 2722.18 -1.89% 2761.01 -3.27% 35.934.23
Boll Down 2354.06 13.45% 2328.74 14.68% 51.6552.73
5 Weeks 2571.16 3.87% 2599.64 2.73% 42.3641.14
10 Weeks 2591.89 3.04% 2586.81 3.24% 41.4741.69
20 Weeks 2705.01 -1.27% 2693.9 -0.86% 36.6337.11
5 Months 2723.19 -1.93% 2659.59 0.42% 35.8538.58
10 Months 2742.47 -2.62% 2754.27 -3.03% 35.0334.52
20 Months 2665.36 0.2% 2678.81 -0.3% 38.3337.75
EMA50 2620.58 1.91% 40.24
EMA200 2699.63 -1.07% 36.86

SMA Est Premium T+1 Est Premium UPRO EstT+1 Est
5 Days 2633.27 1.42% 2640.92 1.13% 39.940.25
10 Days 2607.55 2.42% 2611.69 2.26% 38.6938.89
20 Days 2538.12 5.22% 2544.87 4.94% 35.4435.76
Boll Up 2722.18 -1.89% 2761.01 -3.27% 44.0545.87
Boll Down 2354.06 13.45% 2328.74 14.68% 26.8325.65
5 Weeks 2571.16 3.87% 2599.64 2.73% 36.9938.32
10 Weeks 2591.89 3.04% 2586.81 3.24% 37.9637.72
20 Weeks 2705.01 -1.27% 2693.9 -0.86% 43.2542.73
5 Months 2723.19 -1.93% 2659.59 0.42% 44.141.13
10 Months 2742.47 -2.62% 2754.27 -3.03% 4545.56
20 Months 2665.36 0.2% 2678.81 -0.3% 41.442.03
EMA50 2620.58 1.91% 39.3
EMA200 2699.63 -1.07% 43

The Premium history of SZ161125 Close price comparing with Net Value Net Value History
Date Close Net Value Premium ^GSPC Change Official Est Est Time Error
2019-01-18 1.126 1.1384 -1.09% 2635.96 0.76% 1.1383 06:20:16 0
2019-01-17 1.111 1.1305 -1.72% 2616.1 0.22% 1.1305 06:54:19 0
2019-01-16 1.114 1.127 -1.15% 2610.3 1.07% 1.1271 05:33:32 0
2019-01-15 1.105 1.116 -0.99% 2582.61 -0.53% 1.1162 08:20:38 0
2019-01-14 1.105 1.1273 -1.98% 2596.26 -0.01% 1.1276 05:26:46 0
2019-01-11 1.111 1.1317 -1.83% 2596.64 0.45% 1.132 05:22:40 0
2019-01-10 1.115 1.1329 -1.58% 2584.96 0.41% 1.1325 05:28:06 0
2019-01-09 1.115 1.1262 -0.99% 2574.41 0.97% 1.1262 08:12:18 0
2019-01-08 1.107 1.1177 -0.96% 2549.69 0.7% 1.1178 07:10:48 0
2019-01-07 1.097 1.1115 -1.3% 2531.94 3.43% 1.1116 07:13:51 0

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