E Fund Oil QDII-LOF-FOF Net Value

Please notice that using USO to estimate this LOF is not accurate.

2017-04-28
Symbol Official Est Official Premium Fair Est Fair Premium Calibration Time Calibration History
SZ161129 0.9334 1.99% 0.9334 1.99% 2017-04-28 21:39:23 History

Symbol Realtime Est Realtime Premium Future Realtime Est Remark Calibration History
SZ161129 0.9333 2% Assume CL 100% related History

Reference data
Symbol Price Change Date Time Remark
USO 10.24 0% 2017-04-28 16:00 United States Oil
USO 10.3 0.59% 2017-04-28 20:00 Post-Market Trading
CL 49.19 0.45% 2017-04-29 04:59 NYMEX Oil Future
USCNY 6.893 0.05% 2017-04-28 09:16 USD/CNY Reference Rate
SZ161129 0.952 0.53% 2017-04-28 16:35 E Fund Oil QDII-LOF-FOF

The Premium of Ask/Bid Price comparing with SZ161129 Official/Fair/Realtime Est net value 0.9334/0.9334/0.9333
Trading Price(RMB) Num(100) Official Premium Fair Premium Realtime Premium
Ask 5 0.964 20 3.27% 3.27% 3.28%
Ask 4 0.955 757 2.31% 2.31% 2.32%
Ask 3 0.954 320 2.2% 2.2% 2.21%
Ask 2 0.953 34 2.09% 2.09% 2.11%
Ask 1 0.952 10 1.99% 1.99% 2%
Bid 1 0.948 100 1.56% 1.56% 1.57%
Bid 2 0.947 35 1.45% 1.45% 1.46%
Bid 3 0.946 1 1.34% 1.34% 1.36%
Bid 4 0.944 1 1.13% 1.13% 1.14%
Bid 5 0.943 5 1.02% 1.02% 1.03%

Days of USO trading range covered the SMA in past 100 trading days starting from 2017-04-28. SZ161129 current trading price 0.952 comparing with Est. History
SMA Est Premium Days SZ161129 Est SZ161129 Premium
5 Days 10.28 -0.34% 35 0.9365 1.66%
10 Days 10.43 -1.82% 32 0.9499 0.22%
20 Days 10.7 -4.27% 24 0.973 -2.16%
Boll Up 11.49 -10.88% 9 1.0417 -8.61%
Boll Down 9.904 3.39% 6 0.9043 5.27%
5 Weeks 10.66 -3.96% N/A 0.97 -1.86%
10 Weeks 10.59 -3.28% N/A 0.9636 -1.2%
20 Weeks 11.07 -7.5% N/A 1.0054 -5.31%
5 Months 10.91 -6.16% N/A 0.9917 -4%
10 Months 10.9 -6.07% N/A 0.9908 -3.92%
20 Months 11.04 -7.22% N/A 1.0025 -5.04%

The Premium history of SZ161129 Close price comparing with Net Value All Records
Date Close Net Value Premium USO Change Official Est Est Time
2017-04-28 0.952 0.933 2.04% 10.24 -0.19% 0.9403 19:38:40
2017-04-27 0.947 0.9414 0.59% 10.26 -0.97% 0.933 20:05:26
2017-04-26 0.946 0.9415 0.48% 10.36 1.07% 0.9488 20:27:19
2017-04-25 0.945 0.9371 0.84% 10.25 -0.68% 0.9372 17:49:13
2017-04-24 0.946 0.9452 0.08% 10.32 -2.09% 0.94 21:28:41
2017-04-21 0.964 0.9586 0.56% 10.54 -0.75% 0.9636 16:17:20
2017-04-20 0.958 0.9688 -1.11% 10.62 -3.8% 0.9499 18:22:04

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