E Fund S&P Health Care(SZ161126) Net Value

Please notice that using XLV to estimate this LOF may not be accurate.

Official Est date 2017-09-25, calibration(History) on 2017-09-25 21:00:40.
Symbol Official Est Official Premium Fair Est Fair Premium Realtime Est Realtime Premium
SZ161126 1.0961 -1.1% 1.0981 -1.29%

Reference data
Symbol Price Change Date Time Remark
XLV 81.34 -0.29% 2017-09-25 16:00 Health Care Select Sector SPDR
XLV 81.49 -0.11% 2017-09-25 20:00 Post-Market Trading
^XLV-IV 81.26 -0.45% 2017-09-25 15:23 Net Value
DXF 92.45 -0.01% 2017-09-26 13:38 USD Future
USCNY 6.608 0.2% 2017-09-26 09:21 USD/CNY Reference Rate
SZ161126 1.084 -0.55% 2017-09-26 13:37 E Fund S&P Health Care

The Premium of Ask/Bid Price comparing with SZ161126 each Est net value 1.0961/1.0981
Trading Price(RMB¥) Num(100) Official Premium Fair Premium Realtime Premium Arbitrage Quantity
Ask 5 1.092 100 -0.37% -0.56% 56@81.05
Ask 4 1.091 3 -0.46% -0.65% 56@80.97
Ask 3 1.086 72 -0.92% -1.1% 56@80.6
Ask 2 1.085 596 -1.01% -1.2% 56@80.53
Ask 1 1.084 40 -1.1% -1.29% 56@80.45
Bid 1 1.082 1 -1.28% -1.47% 56@80.3
Bid 2 1.081 577 -1.37% -1.56% 56@80.23
Bid 3 1.08 228 -1.47% -1.65% 56@80.16
Bid 4 1.072 64 -2.19% -2.38% 57@79.56
Bid 5 1.066 470 -2.74% -2.93% 57@79.12

Days of XLV trading range covered the SMA in past 100 trading days starting from 2017-09-25. SZ161126 current trading price 1.084 comparing with Est. History
SMA Est Premium Days SZ161126 Est Premium Arbitrage Quantity
5 Days 81.63 -0.35% 27 1.0997 -1.43% 55
10 Days 82.2 -1.04% 21 1.1071 -2.08% 55
20 Days 81.85 -0.62% 20 1.1026 -1.69% 55
Boll Up 84.24 -3.44% 19 1.1332 -4.34% 54
Boll Down 79.46 2.37% 3 1.072 1.12% 57
5 Weeks 81.99 -0.79% 1.1043 -1.84% 55
10 Weeks 80.33 1.26% 1.0831 0.09% 56
20 Weeks 79.23 2.67% 1.069 1.4% 57
5 Months 79.05 2.9% 1.0667 1.62% 57
10 Months 75.37 7.93% 1.0196 6.32% 60
20 Months 72.09 12.83% 0.9777 10.87% 63

The Premium history of SZ161126 Close price comparing with Net Value All Records
Date Close Net Value Premium XLV Change Official Est Est Time Error
2017-09-26 1.084 81.34 -0.29% 1.0961 13:38:15
2017-09-25 1.090 1.0978 -0.71% 81.58 0% 1.0957 20:55:45 -0.19%
2017-09-22 1.091 1.0958 -0.44% 81.58 -0.51% 1.0969 20:49:29 0.1%
2017-09-21 1.093 1.0991 -0.55% 82 0.1% 1.0961 20:50:27 -0.27%
2017-09-20 1.096 1.0929 0.28% 81.92 -0.79% 1.0977 20:00:50 0.44%
2017-09-19 1.098 1.1042 -0.56% 82.57 -0.02% 1.1065 20:01:53 0.21%
2017-09-18 1.108 1.1068 0.11% 82.59 -0.69% 1.1065 20:52:27 0
2017-09-15 1.109 1.1106 -0.14% 83.16 0.13% 1.1167 19:10:22 0.55%

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