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

Official Est date 2018-02-14, calibration(History) on 2018-02-14 20:01:03. 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 0.537 -2.79% 0.5218 0.04% 0.5236 -0.31%

Reference data
Symbol Price Change Date Time Remark
^SPSIOP 5020.33 -2.38% 2018-02-21 18:00 S&P Oil&Gas Explor&Pro Index
XOP 33.01 -2.4% 2018-02-21 16:00 SPDR S&P Oil&Gas Explor&Pro
XOP 33 -2.42% 2018-02-21 17:38 Post-Market Trading
^XOP-IV 33 -2.37% 2018-02-21 16:29 Net Value
CL 61.34 -0.55% 2018-02-22 07:00 NYMEX Oil Future
DXF 90.02 0.41% 2018-02-22 05:59 USD Future
USCNY 6.343 0.29% 2018-02-14 09:15 USD/CNY Reference Rate
SZ162411 0.522 -0.57% 2018-02-14 16:34 Hwabao S&P Oil&Gas Explor&Pro

The Premium of Ask/Bid Price comparing with SZ162411 each Est net value 0.537/0.5218/0.5236
Trading Price(RMB¥) Num(100) Official Premium Fair Premium Realtime Premium Arbitrage Quantity
Ask 5 0.526 5414 -2.05% 0.8% 0.45% 1422@33.26
Ask 4 0.525 979 -2.23% 0.61% 0.26% 1424@33.2
Ask 3 0.524 13277 -2.42% 0.42% 0.07% 1427@33.13
Ask 2 0.523 10811 -2.61% 0.23% -0.12% 1430@33.07
Ask 1 0.522 18465 -2.79% 0.04% -0.31% 1433@33.01
Bid 1 0.521 15052 -2.98% -0.16% -0.51% 1435@32.94
Bid 2 0.52 10637 -3.17% -0.35% -0.7% 1438@32.88
Bid 3 0.519 16247 -3.35% -0.54% -0.89% 1441@32.82
Bid 4 0.518 2842 -3.54% -0.73% -1.08% 1444@32.75
Bid 5 0.517 4333 -3.72% -0.92% -1.27% 1446@32.69

Days of XOP trading range covered the SMA in past 100 trading days starting from 2018-02-21. SZ162411 current trading price 0.522 comparing with Est. History
SMA Est Premium Days SZ162411 Est Premium Arbitrage Quantity
5 Days 33.71 -2.08% 29 0.5323 -1.94% 1403
10 Days 33.29 -0.85% 19 0.5261 -0.77% 1420
20 Days 35.01 -5.72% 18 0.5519 -5.42% 1350
Boll Up 39.96 -17.38% 8 0.6262 -16.64% 1183
Boll Down 30.07 9.77% 5 0.4777 9.28% 1572
5 Weeks 35.22 -6.27% 0.555 -5.95% 1342
10 Weeks 36.87 -10.48% 0.5799 -9.98% 1282
20 Weeks 35.77 -7.71% 0.5632 -7.32% 1322
5 Months 35.99 -8.29% 0.5666 -7.88% 1314
10 Months 33.84 -2.46% 0.5343 -2.3% 1397
20 Months 35.77 -7.72% 0.5633 -7.33% 1322

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
2018-02-14 0.522 0.517 0.97% 32.78 -1.35% 0.517 19:52:38 0
2018-02-13 0.525 0.522 0.57% 33.23 2.59% 0.5223 20:49:48 0
2018-02-12 0.514 0.511 0.59% 32.39 0.03% 0.5108 22:29:22 0
2018-02-09 0.508 0.507 0.2% 32.38 -3.95% 0.5069 20:58:37 0
2018-02-08 0.532 0.528 0.76% 33.71 -3.19% 0.5275 20:50:52 -0.09%
2018-02-07 0.548 0.546 0.37% 34.82 1.43% 0.5468 20:59:47 0.15%
2018-02-06 0.536 0.539 -0.56% 34.33 -3.32% 0.5388 20:56:30 0

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