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

Official Est date 2017-09-25, calibration(History) on 2017-09-25 21:00:31. Fair Est calibration History. 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 0.5594 -1.5% 0.5606 -1.71% 0.5612 -1.83%

Reference data
Symbol Price Change Date Time Remark
^SPSIOP 5172.72 2.84% 2017-09-25 16:40 S&P Oil&Gas Explor&Pro Index
XOP 33.98 2.85% 2017-09-25 16:00 SPDR S&P Oil&Gas Explor&Pro
XOP 33.9 2.6% 2017-09-25 19:56 Post-Market Trading
^XOP-IV 33.86 2.5% 2017-09-25 15:23 Net Value
CL 52.3 0.15% 2017-09-26 13:38 NYMEX Oil Future
DXF 92.45 -0.01% 2017-09-26 13:39 USD Future
USCNY 6.608 0.2% 2017-09-26 09:21 USD/CNY Reference Rate
SZ162411 0.551 2.99% 2017-09-26 13:38 Fortune SG S&P Oil&Gas Explor&Pro

The Premium of Ask/Bid Price comparing with SZ162411 each Est net value 0.5594/0.5606/0.5612
Trading Price(RMB¥) Num(100) Official Premium Fair Premium Realtime Premium Arbitrage Quantity
Ask 5 0.556 17615 -0.6% -0.82% -0.94% 134@33.72
Ask 4 0.555 73772 -0.78% -1% -1.11% 135@33.66
Ask 3 0.554 65793 -0.96% -1.17% -1.29% 135@33.6
Ask 2 0.553 101029 -1.14% -1.35% -1.47% 135@33.53
Ask 1 0.552 80528 -1.32% -1.53% -1.65% 135@33.47
Bid 1 0.551 176063 -1.5% -1.71% -1.83% 136@33.41
Bid 2 0.55 139658 -1.68% -1.89% -2% 136@33.35
Bid 3 0.549 76257 -1.86% -2.07% -2.18% 136@33.29
Bid 4 0.548 17095 -2.03% -2.25% -2.36% 136@33.23
Bid 5 0.547 3219 -2.21% -2.42% -2.54% 137@33.17

Days of XOP trading range covered the SMA in past 100 trading days starting from 2017-09-25. SZ162411 current trading price 0.551 comparing with Est. History
SMA Est Premium Days SZ162411 Est Premium Arbitrage Quantity
5 Days 33.2 2.36% 37 0.5473 0.68% 137
10 Days 32.48 4.62% 29 0.536 2.8% 140
20 Days 31.29 8.59% 21 0.5174 6.49% 145
Boll Up 34.25 -0.78% 11 0.5637 -2.26% 132
Boll Down 28.34 19.92% 7 0.4711 16.96% 160
5 Weeks 31.31 8.54% 0.5177 6.44% 145
10 Weeks 30.96 9.75% 0.5122 7.57% 146
20 Weeks 31.62 7.46% 0.5226 5.44% 143
5 Months 31.7 7.18% 0.5238 5.18% 143
10 Months 35.27 -3.66% 0.5798 -4.96% 128
20 Months 34.82 -2.4% 0.5726 -3.77% 130

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
2017-09-26 0.551 33.98 2.85% 0.5594 13:39:33
2017-09-25 0.535 0.544 -1.65% 33.04 0.4% 0.5441 20:59:39 0
2017-09-22 0.536 0.542 -1.11% 32.91 0.15% 0.542 21:06:11 0
2017-09-21 0.534 0.54 -1.11% 32.86 2.11% 0.5398 21:24:07 0
2017-09-20 0.522 0.528 -1.14% 32.18 0.22% 0.5279 20:57:13 0
2017-09-19 0.520 0.526 -1.14% 32.11 0.88% 0.5257 20:56:02 0
2017-09-18 0.518 0.521 -0.58% 31.83 -0.06% 0.5214 20:59:06 0
2017-09-15 0.515 0.521 -1.15% 31.85 0.5% 0.5209 20:57:25 0

Discussions and Suggestions

Development Record

Related software:
Oil&Gas - PTR SHI SNP CL NG OIL XOP SZ160416 SZ162719 SZ163208 SH501018 SZ160216 SZ160723 SZ161129
Commodity - SZ161815 SZ165513
Fortune SG Fund - SH501021 SZ162415
ADR Tools Future ETF Gold ETF Graded Fund LOF Tools HK LOF Pair Trading Stock Groups
My Portfolio

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