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 2018-02-14, calibration(History) on 2018-02-15 00:54:38.
Symbol Official Est Official Premium Fair Est Fair Premium Realtime Est Realtime Premium
SZ161126 1.1029 -2.08% 1.1222 -3.76%

Reference data
Symbol Price Change Date Time Remark
XLV 85.41 0.72% 2018-02-16 16:00 Health Care Select Sector SPDR
XLV 85.41 0.72% 2018-02-16 20:00 Post-Market Trading
^XLV-IV 85.39 0.69% 2018-02-16 16:29 Net Value
DXF 89.04 0.66% 2018-02-17 05:59 USD Future
USCNY 6.343 0.29% 2018-02-14 09:15 USD/CNY Reference Rate
SZ161126 1.08 0% 2018-02-14 16:34 E Fund S&P Health Care

The Premium of Ask/Bid Price comparing with SZ161126 each Est net value 1.1029/1.1222
Trading Price(RMB¥) Num(100) Official Premium Fair Premium Realtime Premium Arbitrage Quantity
Ask 5 1.108 300 0.46% -1.26% 561@84.2
Ask 4 1.1 300 -0.26% -1.97% 565@83.59
Ask 3 1.099 399 -0.35% -2.06% 566@83.51
Ask 2 1.098 149 -0.44% -2.15% 566@83.44
Ask 1 1.086 806 -1.53% -3.22% 573@82.53
Bid 1 1.08 1636 -2.08% -3.76% 576@82.07
Bid 2 1.07 100 -2.98% -4.65% 581@81.31
Bid 3 1.054 90 -4.43% -6.07% 590@80.09
Bid 4 1.042 47 -5.52% -7.14% 597@79.18
Bid 5 1.025 30 -7.06% -8.66% 607@77.89

Days of XLV trading range covered the SMA in past 100 trading days starting from 2018-02-16. SZ161126 current trading price 1.08 comparing with Est. History
SMA Est Premium Days SZ161126 Est Premium Arbitrage Quantity
5 Days 84.25 1.37% 20 1.1077 -2.5% 561
10 Days 83.42 2.39% 14 1.0972 -1.57% 567
20 Days 86.11 -0.82% 10 1.131 -4.51% 549
Boll Up 93.44 -8.59% 11 1.2225 -11.66% 506
Boll Down 78.79 8.4% 5 1.0394 3.91% 600
5 Weeks 86.49 -1.24% 1.1356 -4.9% 546
10 Weeks 85.78 -0.43% 1.1268 -4.15% 551
20 Weeks 84.02 1.66% 1.1047 -2.24% 562
5 Months 83.84 1.87% 1.1025 -2.04% 564
10 Months 81.48 4.83% 1.073 0.65% 580
20 Months 76.15 12.17% 1.0063 7.32% 621

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
2018-02-14 1.080 1.0882 -0.75% 82.93 0.07% 1.0898 21:58:49 0.15%
2018-02-13 1.080 1.085 -0.46% 82.87 0.94% 1.084 20:49:45 -0.09%
2018-02-12 1.061 1.0776 -1.54% 82.1 1.42% 1.0791 15:20:21 0.14%
2018-02-09 1.067 1.0588 0.77% 80.95 -3.47% 1.0591 20:08:18 0
2018-02-08 1.117 1.0962 1.9% 83.86 -0.12% 1.0984 21:59:09 0.2%
2018-02-07 1.098 1.1028 -0.44% 83.96 1.11% 1.102 21:44:07 -0.07%
2018-02-06 1.065 1.0897 -2.27% 83.04 -4.43% 1.0864 20:29:51 -0.3%

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