YinHua Commodity QDII-FOF-LOF Net Value

2017-03-24
Symbol Official Est Official Premium Fair Est Fair Premium Calibration Time Calibration History
SZ161815 0.4544 5.2% 0.4544 5.2% 2017-03-25 06:46:47 History

Reference data
Symbol Price Change Date Time Remark
DBC 14.91 0.34% 2017-03-24 16:00 PowerShares DB Commodity Index ETF
DBC 14.91 0.34% 2017-03-24 20:00 Post-Market Trading
USCNY 6.885 -0.02% 2017-03-24 09:16 USD/CNY Reference Rate
SZ161815 0.478 -0.21% 2017-03-24 15:05 YinHua Commodity QDII-FOF-LOF

The Premium of Ask/Bid Price comparing with SZ161815 Official/Fair/Realtime Est net value 0.4544/0.4544
Trading Price(RMB) Num(100) Official Premium Fair Premium Realtime Premium
Ask 5 0.482 414 6.08% 6.08%
Ask 4 0.481 936 5.86% 5.86%
Ask 3 0.48 1615 5.64% 5.64%
Ask 2 0.479 3021 5.42% 5.42%
Ask 1 0.478 573 5.2% 5.2%
Bid 1 0.477 359 4.98% 4.98%
Bid 2 0.475 2 4.54% 4.54%
Bid 3 0.474 10 4.32% 4.32%
Bid 4 0.473 71 4.1% 4.1%
Bid 5 0.47 247 3.44% 3.44%

The Premium of current trading price 0.478 comparing with DBC Est of SZ161815 Val value and the Days in past 100 trading days starting from 2017-03-24 did the estimated SMA value fitted in the trading range History
SMA DBC Est Days SZ161815 Val Premium Val Premium
5 Days 14.89 45 0.454 5.29%
10 Days 14.92 34 0.455 5.05%
20 Days 15.16 21 0.462 3.46%
30 Days 15.38 15 0.468 2.14%
5 Weeks 15.11 N/A 0.46 3.91%
10 Weeks 15.51 N/A 0.472 1.27%
20 Weeks 15.53 N/A 0.472 1.27%
30 Weeks 15.3 N/A 0.466 2.58%
5 Months 15.63 N/A 0.475 0.63%
10 Months 15.17 N/A 0.462 3.46%
20 Months 14.64 N/A 0.447 6.94%
30 Months 15.92 N/A 0.484 -1.24%

The Premium history of SZ161815 Close price comparing with Net Value All Records
Date Close Net Value Premium DBC Change Official Est Est Time
2017-03-24 0.478 0.453 5.52% 14.86 -0.2% 0.4529 03:00:49
2017-03-23 0.479 0.454 5.51% 14.89 -0.07% 0.4546 20:06:36
2017-03-22 0.478 0.456 4.82% 14.9 -0.53% 0.4551 20:04:09
2017-03-21 0.478 0.457 4.6% 14.98 -0.07% 0.4545 20:17:20
2017-03-20 0.479 0.454 5.51% 14.99 0.33% 0.4565 20:23:03
2017-03-17 0.478 0.455 5.05% 14.94 -0.13% 0.4528 20:06:10
2017-03-16 0.480 0.455 5.49% 14.96 0.88% 0.4578 19:13:06

Discussions and Suggestions

Development Record

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