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 2018-04-24, calibration(Calibration History) on 2018-04-24 21:47:21.
Symbol Official Est Official Premium Fair Est Fair Premium Realtime Est Realtime Premium
SZ161126 1.0734 -0.13% 1.0734 -0.13%

Reference data
Symbol Price Change Date Time Name
XLV 81.74 -0.81% 2018-04-24 16:00 Health Care Select Sector SPDR
XLV 81.78 -0.77% 2018-04-24 16:23 Post-Market Trading
DINIW 90.8 -0.14% 2018-04-25 05:04 USD Index
USCNY 6.323 0.31% 2018-04-24 09:15 USD/CNY Reference Rate
SZ161126 1.072 0% 2018-04-24 15:05 E Fund S&P Health Care

The Premium of Ask/Bid Price comparing with SZ161126 each Est net value 1.0734/1.0734
Trading Price Num(100) Official PremiumFair Premium Arbitrage Quantity
Ask 5 1.112 95 3.59%3.59% 186@84.7
Ask 4 1.103 10 2.76%2.76% 188@84.01
Ask 3 1.102 733 2.66%2.66% 188@83.94
Ask 2 1.077 97 0.33%0.33% 192@82.03
Ask 1 1.075 15 0.15%0.15% 193@81.88
Bid 1 1.053 1 -1.9%-1.9% 197@80.21
Bid 2 1.045 2 -2.65%-2.65% 198@79.6
Bid 3 1.03 131 -4.04%-4.04% 201@78.45
Bid 4 1 300 -6.84%-6.84% 207@76.17

Days of XLV trading range covered the SMA in past 100 trading days starting from 2018-04-24 History
SMA Est Premium Days T+1 Est SZ161126 EstT+1 Est Arbitrage Quantity
5 Days 82.19 -0.55% 23 82.08 1.07911.0777 192/192
10 Days 82.38 -0.78% 16 82.44 1.08151.0822 191/191
20 Days 81.67 0.09% 13 81.72 1.07251.0731 193/193
Boll Up 83.89 -2.56% 9 84.45 1.10021.1072 188/187
Boll Down 79.44 2.89% 5 78.98 1.04471.039 199/200
5 Weeks 81.31 0.53% 81.28 1.06811.0677 194/194
10 Weeks 82.86 -1.36% 82.56 1.08741.0836 190/191
20 Weeks 84.29 -3.03% 84.32 1.10521.1056 187/187
5 Months 84.08 -2.78% 84.55 1.10261.1084 188/187
10 Months 82.65 -1.1% 82.99 1.08471.089 191/190
20 Months 77.19 5.89% 77.52 1.01671.0208 204/204

The Premium history of SZ161126 Close price comparing with Net Value Net Value History
Date Close Net Value Premium XLV Change Official Est Est Time Error
2018-04-24 1.072 1.0786 -0.61% 82.41 0.39% 1.0782 20:59:32 0
2018-04-23 1.072 1.072 0% 82.09 -0.53% 1.0747 17:16:37 0.25%
2018-04-20 1.072 1.0791 -0.66% 82.53 -0.84% 1.0818 19:54:42 0.25%
2018-04-19 1.070 1.0903 -1.86% 83.23 0.08% 1.0858 21:05:24 -0.41%
2018-04-18 1.099 1.0842 1.37% 83.16 0.78% 1.0817 20:24:16 -0.23%
2018-04-17 1.110 1.0756 3.2% 82.52 0.79% 1.0745 20:50:58 -0.1%
2018-04-16 1.090 1.0667 2.18% 81.87 -0.05% 1.0689 20:49:13 0.21%
2018-04-13 1.088 1.0684 1.83% 81.91 0.68% 1.0674 20:49:06 -0.09%
2018-04-12 1.089 1.0618 2.56% 81.36 -0.82% 1.0624 21:11:56 0.06%

Discussions and Suggestions

Development Record

Related software:
S&P 500 - ES SPY UVXY SH513500 SZ161125
E Fund - SH502004 SH510900 SH513050 SZ159934 SZ161116 SZ161125 SZ161126 SZ161127 SZ161128 SZ161129
ADR Tools Future ETF Gold ETF Graded Fund LOF Tools HK LOF Pair Trading
Stock Group
My Portfolio

More options? Please login or register account. metropolitan-tundra