E Fund S&P Technology(SZ161128) Net Value

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

Official Est date 2017-12-15, calibration(History) on 2017-12-16 03:15:56.
Symbol Official Est Official Premium Fair Est Fair Premium Realtime Est Realtime Premium
SZ161128 1.2358 -0.79% 1.2358 -0.79%

Reference data
Symbol Price Change Date Time Remark
XLK 64.56 1.52% 2017-12-15 16:00 SPDR Select Sector Technology
XLK 64.86 1.99% 2017-12-15 20:00 Post-Market Trading
^XLK-IV 64.58 0.85% 2017-12-15 16:29 Net Value
DXF 93.5 0.34% 2017-12-16 06:27 USD Future
USCNY 6.627 0.1% 2017-10-24 09:22 USD/CNY Reference Rate
SZ161128 1.226 -0.49% 2017-12-15 16:28 E Fund S&P Technology

The Premium of Ask/Bid Price comparing with SZ161128 each Est net value 1.2358/1.2358
Trading Price(RMB¥) Num(100) Official Premium Fair Premium Realtime Premium Arbitrage Quantity
Ask 5 1.234 38 -0.14% -0.14% 70@64.41
Ask 4 1.23 600 -0.47% -0.47% 70@64.21
Ask 3 1.229 50 -0.55% -0.55% 70@64.15
Ask 2 1.228 71 -0.63% -0.63% 70@64.1
Ask 1 1.225 80 -0.87% -0.87% 70@63.94
Bid 1 1.206 505 -2.41% -2.41% 72@62.95
Bid 2 1.201 500 -2.82% -2.82% 72@62.69
Bid 3 1.11 8 -10.18% -10.18% 78@57.94
Bid 4 0 0@
Bid 5 0 0@

Days of XLK trading range covered the SMA in past 100 trading days starting from 2017-12-15. SZ161128 current trading price 1.226 comparing with Est. History
SMA Est Premium Days SZ161128 Est Premium Arbitrage Quantity
5 Days 64.23 0.52% 25 1.2297 -0.3% 70
10 Days 63.71 1.34% 24 1.2203 0.47% 71
20 Days 63.8 1.19% 14 1.222 0.33% 71
Boll Up 65.3 -1.13% 12 1.2492 -1.86% 69
Boll Down 62.3 3.63% 3 1.1947 2.62% 72
5 Weeks 64.04 0.81% 1.2264 -0.03% 70
10 Weeks 63.35 1.91% 1.2138 1.01% 71
20 Weeks 60.77 6.24% 1.1668 5.07% 74
5 Months 61.13 5.62% 1.1733 4.49% 74
10 Months 57.66 11.96% 1.1103 10.42% 78
20 Months 51.88 24.44% 1.005 21.99% 87

The Premium history of SZ161128 Close price comparing with Net Value All Records
Date Close Net Value Premium XLK Change Official Est Est Time Error
2017-12-15 1.226 1.2168 0.76% 64.07 -0.12% 1.2163 22:51:38 -0.04%
2017-12-14 1.232 1.2216 0.85% 64.15 0.03% 1.2215 19:55:52 0
2017-12-13 1.238 1.2196 1.51% 64.13 -0.03% 1.2222 20:56:39 0.21%
2017-12-12 1.234 1.2224 0.95% 64.15 0.86% 1.2232 19:34:24 0.07%
2017-12-11 1.214 1.2144 -0.03% 63.6 0.47% 1.215 19:42:43 0.05%
2017-12-08 1.213 1.2092 0.31% 63.3 0.62% 1.2089 21:21:02 0
2017-12-07 1.193 1.2013 -0.69% 62.91 0.64% 1.2001 21:54:17 -0.1%

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