HWABAO S&P Oil&Gas Explor&Pro(SZ162411) Net Value

Official Est date 2018-04-20, calibration(Calibration History) on 2018-04-20 21:11:00. Future Realtime Est assume CL(Calibration History) 100% related, assume XOP and USO 100% related.
Symbol Official Est Official Premium Fair Est Fair Premium Realtime Est Realtime Premium
SZ162411 0.6048 -1.29% 0.6048 -1.29% 0.6049 -1.3%

Reference data
Symbol Price Change Date Time Name
XOP 38.86 -0.31% 2018-04-20 16:00 SPDR S&P Oil&Gas Explor&Pro
XOP 38.87 -0.28% 2018-04-20 20:00 Post-Market Trading
CL 68.06 -0.4% 2018-04-21 06:06 NYMEX Oil Future
DINIW 90.33 0.5% 2018-04-21 05:59 USD Index
USCNY 6.29 0.1% 2018-04-20 09:15 USD/CNY Reference Rate
SZ162411 0.597 -0.17% 2018-04-20 15:05 HWABAO S&P Oil&Gas Explor&Pro

The Premium of Ask/Bid Price comparing with SZ162411 each Est net value 0.6048/0.6048/0.6049
Trading Price Num(100) Official PremiumFair PremiumRealtime Premium Arbitrage Quantity
Ask 5 0.602 8767 -0.47%-0.47%-0.47% 411@38.68
Ask 4 0.601 14088 -0.63%-0.63%-0.64% 411@38.62
Ask 3 0.6 74390 -0.8%-0.8%-0.8% 412@38.55
Ask 2 0.599 42735 -0.96%-0.96%-0.97% 413@38.49
Ask 1 0.598 31266 -1.13%-1.13%-1.13% 413@38.43
Bid 1 0.597 30387 -1.29%-1.29%-1.3% 414@38.36
Bid 2 0.596 4451 -1.46%-1.46%-1.46% 415@38.3
Bid 3 0.595 1636 -1.62%-1.62%-1.63% 415@38.23
Bid 4 0.594 8376 -1.79%-1.79%-1.8% 416@38.17
Bid 5 0.593 6500 -1.95%-1.95%-1.96% 417@38.1

Days of XOP trading range covered the SMA in past 100 trading days starting from 2018-04-20 History
SMA Est Premium Days T+1 Est SZ162411 EstT+1 Est Arbitrage Quantity
5 Days 38.7 0.42% 40 38.97 0.60240.6064 410/408
10 Days 37.73 2.99% 31 37.93 0.58810.591 421/419
20 Days 36.17 7.45% 23 36.21 0.5650.5657 439/439
Boll Up 40.02 -2.91% 7 41.03 0.6220.637 397/387
Boll Down 32.31 20.28% 6 31.39 0.5080.4944 492/506
5 Weeks 36.53 6.38% 36.97 0.57040.5768 435/430
10 Weeks 35.4 9.78% 35.5 0.55360.5552 449/447
20 Weeks 35.99 7.97% 36.1 0.56240.564 441/440
5 Months 35.54 9.33% 35.02 0.55580.548 447/453
10 Months 34.24 13.49% 34.48 0.53650.5401 464/461
20 Months 35.6 9.15% 35.47 0.55660.5547 446/448

The Premium history of SZ162411 Close price comparing with Net Value Net Value History
Date Close Net Value Premium XOP Change Official Est Est Time Error
2018-04-20 0.597 0.606 -1.49% 38.98 -0.2% 0.606 20:55:13 0
2018-04-19 0.598 0.607 -1.48% 39.06 3.09% 0.6067 21:28:48 0
2018-04-18 0.586 0.589 -0.51% 37.89 0.64% 0.5895 20:59:15 0.08%
2018-04-17 0.577 0.587 -1.7% 37.65 0.72% 0.5869 20:58:49 0
2018-04-16 0.571 0.583 -2.06% 37.38 1.69% 0.5829 17:42:17 0
2018-04-13 0.567 0.573 -1.05% 36.76 -0.19% 0.5729 20:55:38 0
2018-04-12 0.568 0.575 -1.22% 36.83 1.82% 0.5747 21:26:46 0
2018-04-11 0.555 0.566 -1.94% 36.17 4.21% 0.5667 20:59:48 0.12%
2018-04-10 0.548 0.545 0.55% 34.71 0.14% 0.5443 20:56:18 -0.13%

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