E Fund S&P Technology(SZ161128) Net Value

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

Official Est date 2017-08-16, calibration(History) on 2017-08-16 21:31:20.
Symbol Official Est Official Premium Fair Est Fair Premium Realtime Est Realtime Premium
SZ161128 1.1238 -0.42% 1.1238 -0.42%

Reference data
Symbol Price Change Date Time Remark
XLK 58.27 0.29% 2017-08-16 16:00 SPDR Select Sector Technology
XLK 58.25 0.26% 2017-08-16 20:00 Post-Market Trading
^XLK-IV 58.26 0.31% 2017-08-16 16:29 Net Value
DXF 93.29 -0.12% 2017-08-17 09:43 USD Future
USCNY 6.678 0.13% 2017-08-16 09:16 USD/CNY Reference Rate
SZ161128 1.119 0.81% 2017-08-17 09:42 E Fund S&P Technology

The Premium of Ask/Bid Price comparing with SZ161128 each Est net value 1.1238/1.1238
Trading Price(RMB¥) Num(100) Official Premium Fair Premium Realtime Premium Arbitrage Quantity
Ask 5 1.132 120 0.73% 0.73% 255@58.69
Ask 4 1.13 4 0.56% 0.56% 255@58.58
Ask 3 1.129 17 0.47% 0.47% 255@58.53
Ask 2 1.123 200 -0.07% -0.07% 257@58.22
Ask 1 1.12 379 -0.33% -0.33% 257@58.06
Bid 1 1.119 84 -0.42% -0.42% 258@58.01
Bid 2 1.111 90 -1.13% -1.13% 259@57.6
Bid 3 1.11 200 -1.22% -1.22% 260@57.54
Bid 4 1.109 100 -1.31% -1.31% 260@57.49
Bid 5 1.108 300 -1.4% -1.4% 260@57.44

Days of XLK trading range covered the SMA in past 100 trading days starting from 2017-08-16. SZ161128 current trading price 1.119 comparing with Est. History
SMA Est Premium Days SZ161128 Est Premium Arbitrage Quantity
5 Days 57.87 0.69% 31 1.1164 0.23% 258
10 Days 57.72 0.95% 17 1.1137 0.48% 259
20 Days 57.6 1.16% 15 1.1115 0.67% 259
Boll Up 58.44 -0.29% 14 1.1268 -0.69% 256
Boll Down 56.77 2.65% 5 1.0962 2.08% 263
5 Weeks 57.41 1.51% 1.1079 1% 260
10 Weeks 56.42 3.28% 1.0898 2.68% 265
20 Weeks 55.58 4.83% 1.0745 4.14% 269
5 Months 55.7 4.62% 1.0766 3.94% 268
10 Months 52.6 10.77% 1.0199 9.72% 284
20 Months 47.99 21.42% 0.9354 19.63% 312

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
2017-08-17 1.119 58.27 0.29% 1.1238 09:43:16
2017-08-16 1.110 1.1192 -0.82% 58.1 0.16% 1.1178 20:33:30 -0.13%
2017-08-15 1.106 1.1148 -0.79% 58.01 1.59% 1.115 20:23:24 0
2017-08-14 1.091 1.099 -0.73% 57.1 0.69% 1.0986 19:55:22 0
2017-08-11 1.079 1.0935 -1.33% 56.71 -1.97% 1.0953 20:20:53 0.16%
2017-08-10 1.105 1.121 -1.43% 57.85 -0.05% 1.1203 20:30:36 -0.06%
2017-08-09 1.112 1.1226 -0.94% 57.88 -0.14% 1.1224 20:53:24 0
2017-08-08 1.115 1.1246 -0.85% 57.96 0.61% 1.1249 20:33:14 0

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