E Fund S&P Technology(SZ161128) Net Value

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

Official Est date 2018-07-19, calibration(Calibration History) on 2018-07-19 22:36:21.
Symbol Official Est Official Premium Fair Est Fair Premium Realtime Est Realtime Premium
SZ161128 1.41 2.2% 1.4224 1.31%

Reference data
Symbol Price Change Date Time Name
SZ161128 1.441 0 2018-07-20 14:45 E Fund S&P Technology
XLK 72.53 -0.36% 2018-07-19 16:00 SPDR Select Sector Technology
XLK 72.71 -0.11% 2018-07-19 20:00 Post-Market Trading
DINIW 95.1 -0.07% 2018-07-20 14:45 USD Index
USCNY 6.767 0.9% 2018-07-20 09:15 USD/CNY Reference Rate

The Premium of Ask/Bid Price comparing with SZ161128 each Est net value 1.41/1.4224
Trading Price Num(100) Official PremiumFair Premium Arbitrage Quantity
Ask 5 1.457 25 3.34%2.43% 198@74.94
Ask 4 1.447 68 2.63%1.73% 200@74.42
Ask 3 1.446 1387 2.56%1.66% 200@74.37
Ask 2 1.445 414 2.49%1.59% 200@74.32
Ask 1 1.441 91 2.2%1.31% 201@74.11
Bid 1 1.43 2 1.42%0.54% 202@73.55
Bid 2 1.416 40 0.43%-0.45% 204@72.83
Bid 3 1.415 41 0.36%-0.52% 204@72.78
Bid 4 1.412 50 0.15%-0.73% 205@72.62
Bid 5 1.411 10 0.07%-0.8% 205@72.57

Days of XLK trading range covered the SMA in past 100 trading days starting from 2018-07-19 History
SMA Est Premium Days T+1 Est SZ161128 EstT+1 Est Arbitrage Quantity
5 Days 72.65 -0.17% 42 72.74 1.41251.4142 205/204
10 Days 72.29 0.33% 23 72.38 1.40591.4075 206/206
20 Days 70.98 2.18% 15 70.99 1.38171.3819 210/210
Boll Up 74.18 -2.23% 9 75.02 1.44081.4562 200/198
Boll Down 67.78 7.01% 10 66.96 1.32251.3075 219/222
5 Weeks 70.97 2.2% 71.02 1.38141.3825 210/209
10 Weeks 70.78 2.48% 71.01 1.37791.3823 210/209
20 Weeks 68.77 5.47% 68.68 1.34081.3392 216/217
5 Months 67.56 7.35% 68.28 1.31851.3317 220/218
10 Months 66.24 9.5% 66.7 1.2941.3026 225/223
20 Months 59.67 21.56% 60.34 1.17271.1852 249/247
EMA200/50 66.3 9.39% 70.5 1.29531.3728 224/211

The Premium history of SZ161128 Close price comparing with Net Value Net Value History
Date Close Net Value Premium XLK Change Official Est Est Time Error
2018-07-19 1.441 1.4121 2.05% 72.79 -0.16% 1.4119 11:53:40 0
2018-07-18 1.415 1.4118 0.23% 72.91 0.75% 1.4109 11:03:01 0.06%
2018-07-17 1.394 1.4001 -0.44% 72.37 -0.23% 1.4013 08:35:28 -0.08%
2018-07-16 1.409 1.4043 0.33% 72.54 -0.11% 1.4036 13:38:19 0.05%
2018-07-13 1.415 1.4046 0.74% 72.62 1.58% 1.4042 04:37:18 0
2018-07-12 1.411 1.3722 2.83% 71.49 -0.39% 1.3723 11:47:28 0
2018-07-11 1.403 1.3794 1.71% 71.77 0.24% 1.3796 04:39:49 0
2018-07-10 1.419 1.3791 2.89% 71.6 0.76% 1.3787 04:27:17 0
2018-07-09 1.408 1.3676 2.95% 71.06 1.17% 1.3672 09:58:39 0

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