E Fund S&P Technology(SZ161128) Net Value

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

Official Est date 2018-04-20, calibration(Calibration History) on 2018-04-20 21:39:12.
Symbol Official Est Official Premium Fair Est Fair Premium Realtime Est Realtime Premium
SZ161128 1.21 1.82% 1.21 1.82%

Reference data
Symbol Price Change Date Time Name
XLK 66.21 -1.39% 2018-04-20 16:00 SPDR Select Sector Technology
XLK 66.2 -1.4% 2018-04-20 20:00 Post-Market Trading
DINIW 90.33 0.5% 2018-04-21 05:59 USD Index
USCNY 6.29 0.1% 2018-04-20 09:15 USD/CNY Reference Rate
SZ161128 1.232 -0.32% 2018-04-20 15:05 E Fund S&P Technology

The Premium of Ask/Bid Price comparing with SZ161128 each Est net value 1.21/1.21
Trading Price Num(100) Official PremiumFair Premium Arbitrage Quantity
Ask 5 1.319 2 9.01%9.01% 220@72.22
Ask 4 1.294 3 6.94%6.94% 224@70.85
Ask 3 1.271 3 5.04%5.04% 228@69.59
Ask 2 1.269 98 4.88%4.88% 228@69.49
Ask 1 1.248 3 3.14%3.14% 232@68.34
Bid 1 1.232 29 1.82%1.82% 235@67.46
Bid 2 1.222 142 0.99%0.99% 237@66.91
Bid 3 1.219 2 0.75%0.75% 238@66.75
Bid 4 1.218 158 0.66%0.66% 238@66.69
Bid 5 1.217 997 0.58%0.58% 238@66.64

Days of XLK trading range covered the SMA in past 100 trading days starting from 2018-04-20 History
SMA Est Premium Days T+1 Est SZ161128 EstT+1 Est Arbitrage Quantity
5 Days 67.33 -1.66% 26 67.08 1.22941.2251 236/237
10 Days 66.77 -0.83% 13 66.84 1.21961.221 238/237
20 Days 65.78 0.66% 8 65.72 1.20251.2015 241/241
Boll Up 68.63 -3.52% 6 69.25 1.25191.2628 231/229
Boll Down 62.93 5.22% 8 62.2 1.1531.1403 252/255
5 Weeks 65.5 1.08% 65.53 1.19771.1981 242/242
10 Weeks 66.93 -1.08% 66.76 1.22251.2195 237/238
20 Weeks 66.46 -0.37% 66.56 1.21431.2161 239/238
5 Months 66.5 -0.43% 67.35 1.2151.2297 239/236
10 Months 63.05 5.01% 63.81 1.15521.1684 252/249
20 Months 56.55 17.08% 57.08 1.04241.0516 281/278

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
2018-04-20 1.232 1.2249 0.58% 67.14 -1.1% 1.2252 19:54:43 0
2018-04-19 1.236 1.2379 -0.15% 67.89 -0.26% 1.2375 21:05:24 0
2018-04-18 1.244 1.2398 0.34% 68.07 1.86% 1.2384 20:24:16 -0.11%
2018-04-17 1.246 1.219 2.21% 66.83 0.77% 1.2199 20:50:58 0.07%
2018-04-16 1.214 1.2113 0.22% 66.32 -0.33% 1.2113 20:49:13 0
2018-04-13 1.227 1.2139 1.08% 66.54 1.2% 1.2131 20:52:17 -0.07%
2018-04-12 1.193 1.2008 -0.65% 65.75 -0.59% 1.2001 21:11:56 -0.06%
2018-04-11 1.195 1.2098 -1.22% 66.14 2.46% 1.2095 18:26:35 0
2018-04-10 1.187 1.1826 0.37% 64.55 0.78% 1.1847 20:51:19 0.18%

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