Fortune SG S&P Oil&Gas Explor&Pro Net Value

2017-07-21
Symbol Official Est Official Premium Fair Est Fair Premium Calibration Time Calibration History
SZ162411 0.5353 1.24% 0.5354 1.23% 2017-07-21 21:08:11 History

Symbol Realtime Est Realtime Premium Future Realtime Est Remark Calibration History
SZ162411 0.5357 1.18% Assume CL 100% related
Assume XOP and USO 100% related
History

Reference data
Symbol Price Change Date Time Remark
^SPSIOP 4835.03 -0.83% 2017-07-21 12:29 S&P Oil&Gas Explor&Pro Index
XOP 31.76 -0.87% 2017-07-21 12:29 SPDR S&P Oil&Gas Explor&Pro
^XOP-IV 31.78 -0.76% 2017-07-21 12:14 Net Value
CL 45.81 -2.37% 2017-07-22 00:29 NYMEX Oil Future
USCNY 6.742 -0.07% 2017-07-21 09:21 USD/CNY Reference Rate
SZ162411 0.542 -0.73% 2017-07-21 15:05 Fortune SG S&P Oil&Gas Explor&Pro

The Premium of Ask/Bid Price comparing with SZ162411 Official/Fair/Realtime Est net value 0.5353/0.5354/0.5357
Trading Price(RMB) Num(100) Official Premium Fair Premium Realtime Premium
Ask 5 0.546 7064 1.99% 1.98% 1.93%
Ask 4 0.545 1556 1.8% 1.79% 1.74%
Ask 3 0.544 2219 1.62% 1.61% 1.55%
Ask 2 0.543 7989 1.43% 1.42% 1.37%
Ask 1 0.542 57887 1.24% 1.23% 1.18%
Bid 1 0.541 20836 1.06% 1.05% 0.99%
Bid 2 0.54 58717 0.87% 0.86% 0.81%
Bid 3 0.539 22766 0.68% 0.67% 0.62%
Bid 4 0.538 5332 0.5% 0.49% 0.43%
Bid 5 0.537 3327 0.31% 0.3% 0.25%

Days of XOP trading range covered the SMA in past 100 trading days starting from 2017-07-20. SZ162411 current trading price 0.542 comparing with Est. History
SMA Est Premium Days SZ162411 Est Premium Arbitrage Quantity
5 Days 32.02 0.05% 23 0.5396 0.44% 463
10 Days 31.73 0.97% 18 0.5349 1.32% 467
20 Days 31.54 1.58% 6 0.5319 1.89% 470
Boll Up 32.76 -2.21% 3 0.5515 -1.72% 452
Boll Down 30.32 5.67% 4 0.5124 5.78% 489
5 Weeks 31.38 2.11% 0.5293 2.4% 472
10 Weeks 32.36 -1% 0.545 -0.56% 458
20 Weeks 34.18 -6.26% 0.5741 -5.6% 433
5 Months 34.18 -6.25% 0.5741 -5.58% 434
10 Months 36.94 -13.26% 0.6183 -12.34% 401
20 Months 34.66 -7.55% 0.5818 -6.83% 428

The Premium history of SZ162411 Close price comparing with Net Value All Records
Date Close Net Value Premium XOP Change Official Est Est Time Error
2017-07-21 0.542 0.54 0.37% 32.04 -1.9% 0.5401 20:56:22 0
2017-07-20 0.546 0.55 -0.73% 32.66 3.68% 0.5498 20:53:25 0
2017-07-19 0.534 0.533 0.19% 31.5 -1.22% 0.5336 21:24:55 0.11%
2017-07-18 0.537 0.539 -0.37% 31.89 -0.06% 0.5391 21:29:04 0
2017-07-17 0.541 0.541 0% 31.91 0.85% 0.5409 20:51:39 0
2017-07-14 0.538 0.537 0.19% 31.64 0.76% 0.5376 21:25:36 0.11%
2017-07-13 0.535 0.534 0.19% 31.4 -0.03% 0.5334 20:55:56 -0.11%

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