E Fund S&P Technology(SZ161128) Net Value

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

Official Est date 2018-09-19, calibration(Calibration History) on 2018-09-19 09:05:04.
Symbol Official Est Official Premium Fair Est Fair Premium Realtime Est Realtime Premium
SZ161128 1.4632 0.53% 1.4632 0.53%

Reference data
Symbol Price Change Date Time Name
SZ161128 1.471 0.55% 2018-09-19 15:22 E Fund S&P Technology
XLK 74.27 -0.27% 2018-09-19 09:41 SPDR Select Sector Technology
DINIW 94.6 -0.01% 2018-09-19 21:41 USD Index
USCNY 6.857 0.02% 2018-09-19 09:15 USD/CNY Reference Rate

The Premium of Ask/Bid Price comparing with SZ161128 each Est net value 1.4632/1.4632
Trading Price Num(100) Official PremiumFair Premium Arbitrage Quantity
Ask 5 1.475 29 0.81%0.81% 194@74.85
Ask 4 1.474 282 0.74%0.74% 194@74.8
Ask 3 1.473 232 0.67%0.67% 195@74.75
Ask 2 1.472 433 0.6%0.6% 195@74.7
Ask 1 1.471 5 0.53%0.53% 195@74.65
Bid 1 1.466 277 0.19%0.19% 196@74.4
Bid 2 1.35 250 -7.74%-7.74% 212@68.51

Days of XLK trading range covered the SMA in past 100 trading days starting from 2018-09-18 History
SMA Est Premium Days T+1 Est SZ161128 EstT+1 Est Arbitrage Quantity
5 Days 74.6 -0.45% 42 74.47 1.46941.4669 195/195
10 Days 74.24 0.03% 30 74.3 1.46271.4637 196/196
20 Days 74.53 -0.35% 20 74.59 1.4681.4692 195/195
Boll Up 76.2 -2.53% 9 76.54 1.49931.5057 191/190
Boll Down 72.86 1.94% 4 72.64 1.43671.4327 200/200
5 Weeks 74.6 -0.44% 74.71 1.46941.4714 195/195
10 Weeks 73.52 1.02% 73.64 1.44921.4515 198/198
20 Weeks 72.03 3.11% 72.15 1.42121.4235 202/202
5 Months 71.47 3.91% 72 1.41081.4206 204/202
10 Months 68.52 8.38% 69.12 1.35561.3668 212/210
20 Months 62.29 19.23% 62.9 1.2391.2503 234/231
EMA50 73.3 1.32% 1.4451 198
EMA200 68.83 7.9% 1.3614 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
2018-09-18 1.463 1.4569 0.42% 74 -1.25% 1.4585 12:00:03 -0.11%
2018-09-17 1.474 1.4734 0.04% 74.94 -0.08% 1.4732 15:54:35 0
2018-09-14 1.476 1.4758 0 75 1.17% 1.4749 07:12:41 0.06%
2018-09-13 1.462 1.4611 0.06% 74.13 -0.42% 1.4632 07:50:50 -0.14%
2018-09-12 1.47 1.4669 0.21% 74.44 0.85% 1.4671 08:56:46 0
2018-09-11 1.454 1.4533 0.05% 73.81 0.31% 1.4536 09:10:12 0
2018-09-10 1.461 1.4456 1.07% 73.58 -0.34% 1.4455 16:26:56 0
2018-09-07 1.457 1.4504 0.46% 73.83 -0.73% 1.4517 08:29:27 -0.09%

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