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 2017-11-21, calibration(History) on 2017-11-21 23:18:58.
Symbol Official Est Official Premium Fair Est Fair Premium Realtime Est Realtime Premium
SZ161126 1.1077 -0.88% 1.1066 -0.78%

Reference data
Symbol Price Change Date Time Remark
XLV 81.61 0.88% 2017-11-21 16:00 Health Care Select Sector SPDR
^XLV-IV 81.61 0.87% 2017-11-21 16:30 Net Value
DXF 93.79 -0.1% 2017-11-22 21:07 USD Future
USCNY 6.627 0.1% 2017-10-24 09:22 USD/CNY Reference Rate
SZ161126 1.098 0% 2017-11-22 15:05 E Fund S&P Health Care

The Premium of Ask/Bid Price comparing with SZ161126 each Est net value 1.1077/1.1066
Trading Price(RMB¥) Num(100) Official Premium Fair Premium Realtime Premium Arbitrage Quantity
Ask 5 1.106 24 -0.15% -0.06% 55@81.44
Ask 4 1.105 11 -0.24% -0.15% 55@81.37
Ask 3 1.102 10 -0.51% -0.42% 55@81.15
Ask 2 1.099 48 -0.79% -0.69% 55@80.93
Ask 1 1.098 19 -0.88% -0.78% 55@80.86
Bid 1 1.097 29 -0.97% -0.87% 55@80.78
Bid 2 1.096 90 -1.06% -0.96% 56@80.71
Bid 3 1.093 239 -1.33% -1.23% 56@80.49
Bid 4 1.091 500 -1.51% -1.41% 56@80.34
Bid 5 1.05 500 -5.21% -5.12% 58@77.32

Days of XLV trading range covered the SMA in past 100 trading days starting from 2017-11-21. SZ161126 current trading price 1.098 comparing with Est. History
SMA Est Premium Days SZ161126 Est Premium Arbitrage Quantity
5 Days 81.33 0.35% 29 1.1041 -0.55% 55
10 Days 81.24 0.45% 20 1.103 -0.45% 55
20 Days 81.39 0.28% 20 1.1048 -0.62% 55
Boll Up 82.27 -0.8% 8 1.1162 -1.63% 54
Boll Down 80.5 1.38% 5 1.0934 0.42% 56
5 Weeks 81.55 0.08% 1.1069 -0.8% 55
10 Weeks 82.08 -0.57% 1.1137 -1.41% 55
20 Weeks 81.11 0.61% 1.1013 -0.3% 55
5 Months 81.01 0.75% 1.0999 -0.17% 55
10 Months 78.08 4.52% 1.0622 3.37% 57
20 Months 73.76 10.64% 1.0064 9.1% 61

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
2017-11-22 1.098 81.61 0.88% 1.1077 21:07:50
2017-11-21 1.098 1.0972 0.07% 80.9 -0.42% 1.0983 20:46:39 0.1%
2017-11-20 1.098 1.1028 -0.44% 81.24 -0.39% 1.1026 19:58:28 0
2017-11-17 1.098 1.1069 -0.8% 81.56 1.04% 1.1025 21:21:12 -0.4%
2017-11-16 1.092 1.0913 0.06% 80.72 -0.28% 1.0911 20:48:13 0
2017-11-15 1.086 1.0962 -0.93% 80.95 -0.41% 1.095 19:35:34 -0.11%
2017-11-14 1.102 1.0984 0.33% 81.28 0.1% 1.0966 14:45:32 -0.16%
2017-11-13 1.104 1.0946 0.86% 81.2 -0.65% 1.0955 15:42:43 0.08%

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