YinHua Commodity(SZ161815) Net Value

Official Est date 2017-09-25, calibration(History) on 2017-09-25 20:50:42.
Symbol Official Est Official Premium Fair Est Fair Premium Realtime Est Realtime Premium
SZ161815 0.4517 -1.47% 0.4525 -1.66%

Reference data
Symbol Price Change Date Time Remark
DBC 15.68 1.69% 2017-09-25 16:00 PowerShares DB Commodity Index ETF
DBC 15.81 2.53% 2017-09-25 20:00 Post-Market Trading
DXF 92.46 0% 2017-09-26 13:36 USD Future
USCNY 6.608 0.2% 2017-09-26 09:21 USD/CNY Reference Rate
SZ161815 0.445 0.91% 2017-09-26 13:37 YinHua Commodity

The Premium of Ask/Bid Price comparing with SZ161815 each Est net value 0.4517/0.4525
Trading Price(RMB¥) Num(100) Official Premium Fair Premium Realtime Premium Arbitrage Quantity
Ask 5 0.455 510 0.74% 0.55% 288@15.78
Ask 4 0.45 4219 -0.37% -0.56% 291@15.61
Ask 3 0.449 600 -0.59% -0.78% 292@15.57
Ask 2 0.448 1888 -0.81% -1% 292@15.54
Ask 1 0.447 3977 -1.03% -1.22% 293@15.5
Bid 1 0.445 523 -1.47% -1.66% 294@15.44
Bid 2 0.444 476 -1.7% -1.88% 295@15.4
Bid 3 0.443 377 -1.92% -2.1% 296@15.37
Bid 4 0.442 605 -2.14% -2.32% 296@15.33
Bid 5 0.441 3294 -2.36% -2.54% 297@15.3

Days of DBC trading range covered the SMA in past 100 trading days starting from 2017-09-25. SZ161815 current trading price 0.445 comparing with Est. History
SMA Est Premium Days SZ161815 Est Premium Arbitrage Quantity
5 Days 15.47 1.36% 25 0.4459 -0.2% 294
10 Days 15.37 1.99% 10 0.4433 0.39% 295
20 Days 15.22 2.99% 11 0.4392 1.32% 298
Boll Up 15.72 -0.23% 7 0.4526 -1.69% 289
Boll Down 14.73 6.42% 1 0.4257 4.52% 308
5 Weeks 15.25 2.82% 0.4399 1.16% 298
10 Weeks 15.02 4.39% 0.4336 2.63% 302
20 Weeks 14.71 6.6% 0.4251 4.69% 309
5 Months 14.8 5.98% 0.4274 4.11% 307
10 Months 15.17 3.38% 0.4376 1.69% 299
20 Months 14.79 6.01% 0.4273 4.14% 307

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
2017-09-26 0.445 15.68 1.69% 0.4517 13:37:40
2017-09-25 0.441 0.444 -0.68% 15.42 0.39% 0.4466 17:45:52 0.59%
2017-09-22 0.440 0.445 -1.12% 15.36 -0.39% 0.4416 20:49:29 -0.76%
2017-09-21 0.440 0.442 -0.45% 15.42 0.85% 0.4445 20:50:27 0.57%
2017-09-20 0.437 0.44 -0.68% 15.29 -0.2% 0.4409 18:40:29 0.2%
2017-09-19 0.436 0.441 -1.13% 15.32 -0.13% 0.4394 20:01:53 -0.36%
2017-09-18 0.436 0.44 -0.91% 15.34 0.46% 0.4416 20:57:13 0.36%
2017-09-15 0.435 0.44 -1.14% 15.27 0.07% 0.4388 19:10:22 -0.27%

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