Fortune S&P Oil&Gas Explor&Pro QDII-LOF Net Value

2017-03-24
Symbol Official Est Official Premium Fair Est Fair Premium Calibration Time Calibration History
SZ162411 0.6067 1.04% 0.6071 0.97% 2017-03-25 05:40:00 History

Symbol Realtime Est Realtime Premium Future Realtime Est Remark Calibration History
SZ162411 0.608 0.82% Assume CL 100% related
Assume XOP and USO 100% related
History

Reference data
Symbol Price Change Date Time Remark
^SPSIOP 5356.75 -0.04% 2017-03-24 16:03 S&P Oil&Gas Explor&Pro Index
XOP 35.21 0.11% 2017-03-24 16:00 SPDR S&P Oil&Gas Explor&Pro ETF
XOP 35.3 0.37% 2017-03-24 20:00 Post-Market Trading
^XOP-IV 35.18 -0.04% 2017-03-24 16:29 Net Value
CL 48.14 0.92% 2017-03-25 04:59 NYMEX Oil Future
USCNY 6.885 -0.02% 2017-03-24 09:16 USD/CNY Reference Rate
SZ162411 0.613 -0.49% 2017-03-24 15:05 Fortune S&P Oil&Gas Explor&Pro QDII-LOF

The Premium of Ask/Bid Price comparing with SZ162411 Official/Fair/Realtime Est net value 0.6067/0.6071/0.608
Trading Price(RMB) Num(100) Official Premium Fair Premium Realtime Premium
Ask 5 0.617 4034 1.7% 1.63% 1.47%
Ask 4 0.616 11686 1.53% 1.47% 1.31%
Ask 3 0.615 12379 1.37% 1.3% 1.14%
Ask 2 0.614 13006 1.2% 1.14% 0.98%
Ask 1 0.613 30497 1.04% 0.97% 0.82%
Bid 1 0.612 11510 0.87% 0.81% 0.65%
Bid 2 0.611 91314 0.71% 0.64% 0.49%
Bid 3 0.61 16067 0.54% 0.48% 0.32%
Bid 4 0.609 19301 0.38% 0.32% 0.16%
Bid 5 0.608 21694 0.21% 0.15% -0.01%

The Premium of current trading price 0.613 comparing with XOP Est of SZ162411 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 XOP Est Days SZ162411 Val Premium Val Premium
5 Days 35.34 43 0.609 0.66%
10 Days 35.94 33 0.619 -0.97%
20 Days 36.61 18 0.63 -2.7%
30 Days 37.49 9 0.644 -4.81%
5 Weeks 36.37 N/A 0.626 -2.08%
10 Weeks 38.29 N/A 0.657 -6.7%
20 Weeks 39.77 N/A 0.682 -10.12%
30 Weeks 38.76 N/A 0.665 -7.82%
5 Months 40.22 N/A 0.689 -11.03%
10 Months 37.74 N/A 0.648 -5.4%
20 Months 35.03 N/A 0.604 1.49%
30 Months 39.68 N/A 0.68 -9.85%

The Premium history of SZ162411 Close price comparing with Net Value All Records
Date Close Net Value Premium XOP Change Official Est Est Time
2017-03-24 0.613 0.607 0.99% 35.17 -0.4% 0.6065 06:06:05
2017-03-23 0.616 0.609 1.15% 35.31 -1.06% 0.6092 21:27:15
2017-03-22 0.617 0.616 0.16% 35.69 -2.06% 0.616 21:29:53
2017-03-21 0.630 0.629 0.16% 36.44 0% 0.6296 20:53:52
2017-03-20 0.626 0.628 -0.32% 36.44 -0.36% 0.6281 21:27:44
2017-03-17 0.630 0.629 0.16% 36.57 -1.08% 0.6288 20:40:16
2017-03-16 0.632 0.637 -0.78% 36.97 3.04% 0.637 20:57:57

Discussions and Suggestions

Development Record

Related software:
Oil&Gas - PTR SHI SNP CL NG OIL XOP SZ160416 SZ162719 SZ163208 SH501018 SZ160216 SZ161129 SZ164815
Commodity - SZ161815 SZ165513
Fortune SG Fund - SH501021 SZ162415

More options? Please login or register account. metropolitan-tundra