E Fund S&P Technology(SZ161128) Net Value

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

Official Est date 2017-10-17, calibration(History) on 2017-10-17 21:24:43.
Symbol Official Est Official Premium Fair Est Fair Premium Realtime Est Realtime Premium
SZ161128 1.1569 -0.34% 1.1587 -0.5%

Reference data
Symbol Price Change Date Time Remark
XLK 60.72 0% 2017-10-17 16:00 SPDR Select Sector Technology
XLK 60.9 0.3% 2017-10-17 20:00 Post-Market Trading
^XLK-IV 60.71 -0.02% 2017-10-17 16:29 Net Value
DXF 93.39 0.01% 2017-10-18 13:35 USD Future
USCNY 6.599 0.16% 2017-10-18 09:16 USD/CNY Reference Rate
SZ161128 1.153 0.26% 2017-10-18 13:36 E Fund S&P Technology

The Premium of Ask/Bid Price comparing with SZ161128 each Est net value 1.1569/1.1587
Trading Price(RMB¥) Num(100) Official Premium Fair Premium Realtime Premium Arbitrage Quantity
Ask 5 1.17 121 1.13% 0.97% 74@61.4
Ask 4 1.168 73 0.96% 0.8% 74@61.3
Ask 3 1.164 526 0.61% 0.45% 74@61.09
Ask 2 1.154 100 -0.25% -0.41% 75@60.56
Ask 1 1.153 29 -0.34% -0.5% 75@60.51
Bid 1 1.147 12 -0.86% -1.01% 75@60.2
Bid 2 1.145 10 -1.03% -1.19% 75@60.09
Bid 3 1.144 155 -1.12% -1.27% 75@60.04
Bid 4 1.142 3411 -1.29% -1.44% 75@59.93
Bid 5 1.141 560 -1.38% -1.53% 76@59.88

Days of XLK trading range covered the SMA in past 100 trading days starting from 2017-10-17. SZ161128 current trading price 1.153 comparing with Est. History
SMA Est Premium Days SZ161128 Est Premium Arbitrage Quantity
5 Days 60.54 0.3% 26 1.1536 -0.05% 75
10 Days 60.29 0.72% 22 1.1491 0.34% 75
20 Days 59.46 2.12% 20 1.1341 1.67% 76
Boll Up 61.51 -1.28% 18 1.1712 -1.55% 74
Boll Down 57.41 5.77% 1 1.097 5.1% 79
5 Weeks 59.52 2.02% 1.1352 1.57% 76
10 Weeks 58.62 3.59% 1.1189 3.05% 77
20 Weeks 57.32 5.93% 1.0954 5.26% 79
5 Months 57.3 5.96% 1.0951 5.29% 79
10 Months 54.83 10.75% 1.0503 9.78% 83
20 Months 49.65 22.3% 0.9565 20.54% 91

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
2017-10-18 1.153 60.72 0% 1.1569 13:36:19
2017-10-17 1.150 1.1562 -0.54% 60.72 0.36% 1.1564 19:00:36 0
2017-10-16 1.140 1.1529 -1.12% 60.5 0.48% 1.1524 20:49:59 0
2017-10-13 1.137 1.1462 -0.8% 60.21 -0.25% 1.143 19:50:50 -0.28%
2017-10-12 1.137 1.1463 -0.81% 60.36 0.33% 1.1454 21:07:43 -0.08%
2017-10-11 1.134 1.1489 -1.3% 60.16 0.1% 1.1498 21:29:01 0.08%
2017-10-10 1.135 1.1523 -1.5% 60.1 0.25% 1.1532 20:48:33 0.08%

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