E Fund S&P Health Care Net Value

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

2017-06-26
Symbol Official Est Official Premium Fair Est Fair Premium Calibration Time Calibration History
SZ161126 1.1526 0.99% 1.1526 0.99% 2017-06-26 22:30:41 History

Reference data
Symbol Price Change Date Time Remark
XLV 80.49 0.02% 2017-06-26 13:23 Health Care Select Sector SPDR
^XLV-IV 80.5 -0.01% 2017-06-26 13:08 Net Value
USCNY 6.822 -0.03% 2017-06-26 09:21 USD/CNY Reference Rate
SZ161126 1.164 1.13% 2017-06-26 16:34 E Fund S&P Health Care

The Premium of Ask/Bid Price comparing with SZ161126 Official/Fair/Realtime Est net value 1.1526/1.1526
Trading Price(RMB) Num(100) Official Premium Fair Premium Realtime Premium
Ask 5 1.168 40 1.34% 1.34%
Ask 4 1.167 91 1.25% 1.25%
Ask 3 1.166 300 1.16% 1.16%
Ask 2 1.165 275 1.08% 1.08%
Ask 1 1.164 404 0.99% 0.99%
Bid 1 1.159 30 0.56% 0.56%
Bid 2 1.158 71 0.47% 0.47%
Bid 3 1.155 1 0.21% 0.21%
Bid 4 1.149 1 -0.31% -0.31%
Bid 5 1.084 1 -5.95% -5.95%

Days of XLV trading range covered the SMA in past 100 trading days starting from 2017-06-23. SZ161126 current trading price 1.164 comparing with Est. History
SMA Est Premium Days SZ161126 Est SZ161126 Premium
5 Days 79.9 0.72% 37 1.1445 1.7%
10 Days 78.8 2.12% 22 1.1295 3.05%
20 Days 77.83 3.39% 5 1.1164 4.27%
Boll Up 80.75 -0.35% 14 1.1561 0.68%
Boll Down 74.91 7.42% 7 1.0767 8.11%
5 Weeks 78.28 2.8% N/A 1.1225 3.7%
10 Weeks 76.75 4.84% N/A 1.1017 5.65%
20 Weeks 75.57 6.49% N/A 1.0856 7.22%
5 Months 75.16 7.06% N/A 1.0801 7.76%
10 Months 71.8 12.08% N/A 1.0343 12.54%
20 Months 70.48 14.17% N/A 1.0164 14.52%

The Premium history of SZ161126 Close price comparing with Net Value All Records
Date Close Net Value Premium XLV Change Official Est Est Time
2017-06-26 1.164 1.1526 0.99% 80.47 -0.15% 1.1498 20:48:28
2017-06-23 1.151 1.1508 0.02% 80.59 1.04% 1.1512 21:25:53
2017-06-22 1.135 1.1399 -0.43% 79.76 1.27% 1.14 20:47:50
2017-06-21 1.120 1.1249 -0.44% 78.76 0.33% 1.1275 21:29:56
2017-06-20 1.117 1.122 -0.45% 78.5 1.04% 1.1181 19:36:30
2017-06-19 1.111 1.1075 0.32% 77.69 -0.23% 1.1101 20:38:49
2017-06-16 1.111 1.1062 0.43% 77.87 -0.1% 1.1066 21:25:58

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