YinHua Commodity(SZ161815) Net Value

Official Est date 2017-12-15, calibration(History) on 2017-12-15 22:51:32.
Symbol Official Est Official Premium Fair Est Fair Premium Realtime Est Realtime Premium
SZ161815 0.4575 -0.11% 0.4575 -0.11%

Reference data
Symbol Price Change Date Time Remark
DBC 15.84 0% 2017-12-15 16:00 PowerShares DB Commodity Index ETF
DBC 15.84 0% 2017-12-15 20:00 Post-Market Trading
DXF 93.5 0.34% 2017-12-16 06:27 USD Future
USCNY 6.627 0.1% 2017-10-24 09:22 USD/CNY Reference Rate
SZ161815 0.457 0.22% 2017-12-15 16:28 YinHua Commodity

The Premium of Ask/Bid Price comparing with SZ161815 each Est net value 0.4575/0.4575
Trading Price(RMB¥) Num(100) Official Premium Fair Premium Realtime Premium Arbitrage Quantity
Ask 5 0.461 407 0.76% 0.76% 284@15.96
Ask 4 0.46 572 0.54% 0.54% 284@15.92
Ask 3 0.459 363 0.32% 0.32% 285@15.89
Ask 2 0.458 363 0.1% 0.1% 286@15.86
Ask 1 0.457 415 -0.11% -0.11% 286@15.82
Bid 1 0.456 660 -0.33% -0.33% 287@15.79
Bid 2 0.455 14 -0.55% -0.55% 288@15.75
Bid 3 0.454 120 -0.77% -0.77% 288@15.72
Bid 4 0.453 2046 -0.99% -0.99% 289@15.68
Bid 5 0.452 2222 -1.21% -1.21% 289@15.65

Days of DBC trading range covered the SMA in past 100 trading days starting from 2017-12-15. SZ161815 current trading price 0.457 comparing with Est. History
SMA Est Premium Days SZ161815 Est Premium Arbitrage Quantity
5 Days 15.83 0.05% 28 0.4573 -0.07% 286
10 Days 15.9 -0.38% 14 0.4592 -0.47% 285
20 Days 16.1 -1.63% 13 0.4647 -1.67% 281
Boll Up 16.61 -4.61% 9 0.4786 -4.5% 273
Boll Down 15.6 1.54% 1 0.4509 1.34% 290
5 Weeks 16.14 -1.83% 0.4656 -1.85% 281
10 Weeks 16.11 -1.69% 0.465 -1.72% 281
20 Weeks 15.61 1.46% 0.4513 1.27% 290
5 Months 15.67 1.1% 0.4528 0.93% 289
10 Months 15.2 4.24% 0.4398 3.9% 298
20 Months 15.16 4.51% 0.4388 4.15% 299

The Premium history of SZ161815 Close price comparing with Net Value All Records
Date Close Net Value Premium DBC Change Official Est Est Time Error
2017-12-15 0.457 0.457 0% 15.84 0.32% 0.4589 19:34:37 0.42%
2017-12-14 0.456 0.459 -0.65% 15.79 -0.44% 0.4597 19:55:52 0.15%
2017-12-13 0.456 0.461 -1.08% 15.86 -0.88% 0.4572 20:56:39 -0.82%
2017-12-12 0.458 0.461 -0.65% 16 0.25% 0.4597 19:34:24 -0.28%
2017-12-11 0.456 0.459 -0.65% 15.96 0.5% 0.4583 19:46:05 -0.15%
2017-12-08 0.457 0.456 0.22% 15.88 0.32% 0.4616 19:10:37 1.23%
2017-12-07 0.455 0.46 -1.09% 15.83 -1.68% 0.4569 19:53:53 -0.67%

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