YinHua Commodity(SZ161815) Net Value

Official Est date 2018-05-21, calibration(Calibration History) on 2018-05-21 22:30:09.
Symbol Official Est Official Premium Fair Est Fair Premium Realtime Est Realtime Premium
SZ161815 0.4993 -2.06% 0.4993 -2.06%

Reference data
Symbol Price Change Date Time Name
DBC 18.29 0.77% 2018-05-21 16:00 PowerShares DB Commodity Index ETF
DINIW 93.56 0.03% 2018-05-22 08:06 USD Index
USCNY 6.385 0.14% 2018-05-21 09:15 USD/CNY Reference Rate
SZ161815 0.489 0% 2018-05-21 16:00 YinHua Commodity

The Premium of Ask/Bid Price comparing with SZ161815 each Est net value 0.4993/0.4993
Trading Price Num(100) Official PremiumFair Premium Arbitrage Quantity
Ask 5 0.494 12 -1.06%-1.06% 865@18.09
Ask 4 0.492 15 -1.46%-1.46% 869@18.01
Ask 3 0.491 3860 -1.66%-1.66% 871@17.98
Ask 2 0.49 416 -1.86%-1.86% 872@17.94
Ask 1 0.489 846 -2.06%-2.06% 874@17.91
Bid 1 0.488 714 -2.26%-2.26% 876@17.87
Bid 2 0.487 884 -2.46%-2.46% 878@17.83
Bid 3 0.485 34 -2.86%-2.86% 881@17.76
Bid 4 0.47 206 -5.87%-5.87% 910@17.21
Bid 5 0.466 1 -6.67%-6.67% 917@17.06

Days of DBC trading range covered the SMA in past 100 trading days starting from 2018-05-21 History
SMA Est Premium Days T+1 Est SZ161815 EstT+1 Est Arbitrage Quantity
5 Days 18.18 0.63% 25 18.19 0.49630.4968 861/860
10 Days 18.05 1.32% 17 18.07 0.49310.4936 867/866
20 Days 17.79 2.82% 12 17.81 0.48630.4868 880/879
Boll Up 18.42 -0.73% 16 18.57 0.50280.5064 850/843
Boll Down 17.15 6.64% 2 17.05 0.46980.4672 913/918
5 Weeks 17.8 2.77% 17.9 0.48650.4893 879/874
10 Weeks 17.4 5.09% 17.46 0.47630.4777 899/897
20 Weeks 17.06 7.18% 17.07 0.46750.4676 917/917
5 Months 17.06 7.21% 17.05 0.46740.467 918/918
10 Months 16.39 11.58% 16.55 0.450.4542 955/946
20 Months 15.74 16.19% 15.79 0.43320.4343 994/992
EMA 1.8743 875.82% 6.411 0.07340.1911 8355/2442

The Premium history of SZ161815 Close price comparing with Net Value Net Value History
Date Close Net Value Premium DBC Change Official Est Est Time Error
2018-05-21 0.489 0.495 -1.21% 18.15 0.06% 0.4949 20:54:53 0
2018-05-18 0.489 0.494 -1.01% 18.14 0.11% 0.494 20:42:27 0
2018-05-17 0.488 0.494 -1.21% 18.12 0.55% 0.4955 20:45:19 0.3%
2018-05-16 0.485 0.491 -1.22% 18.02 0.11% 0.4916 21:15:50 0.12%
2018-05-15 0.484 0.49 -1.22% 18 0.73% 0.4921 19:08:08 0.43%
2018-05-14 0.481 0.49 -1.84% 17.87 -0.61% 0.4864 20:54:05 -0.73%
2018-05-11 0.480 0.491 -2.24% 17.98 0.5% 0.4916 20:40:04 0.12%
2018-05-10 0.487 0.489 -0.41% 17.89 0.9% 0.4906 19:00:50 0.33%
2018-05-09 0.484 0.486 -0.41% 17.73 0.28% 0.486 18:43:11 0

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