Fortune Consumer Discretionary(SZ162415) Net Value

Official Est date 2018-01-17, calibration(History) on 2018-01-18 00:05:17. Fair Est calibration History.
Symbol Official Est Official Premium Fair Est Fair Premium Realtime Est Realtime Premium
SZ162415 1.2949 0.24% 1.295 0.23%

Reference data
Symbol Price Change Date Time Remark
^IXY 1056.7 0.38% 2018-01-17 13:30 Consumer Discretionary Index
XLY 104.7 0.4% 2018-01-17 13:30 SPDR Consumer Discretionary ETF
^XLY-IV 104.69 0.38% 2018-01-17 13:15 Net Value
DXF 90.11 -0.14% 2018-01-18 02:30 USD Future
USCNY 6.627 0.1% 2017-10-24 09:22 USD/CNY Reference Rate
SZ162415 1.298 -1.29% 2018-01-17 15:05 Fortune Consumer Discretionary

The Premium of Ask/Bid Price comparing with SZ162415 each Est net value 1.2949/1.295
Trading Price(RMB¥) Num(100) Official Premium Fair Premium Realtime Premium Arbitrage Quantity
Ask 5 1.305 67 0.78% 0.77% 44@105.49
Ask 4 1.302 4 0.55% 0.54% 44@105.25
Ask 3 1.301 1 0.47% 0.47% 44@105.17
Ask 2 1.299 11 0.31% 0.31% 44@105
Ask 1 1.298 83 0.24% 0.23% 44@104.92
Bid 1 1.292 4 -0.23% -0.23% 44@104.44
Bid 2 1.291 4 -0.3% -0.31% 44@104.36
Bid 3 1.29 12 -0.38% -0.38% 44@104.28
Bid 4 1.272 14 -1.77% -1.77% 45@102.82
Bid 5 1.202 1 -7.18% -7.18% 47@97.16

Days of XLY trading range covered the SMA in past 100 trading days starting from 2018-01-16. SZ162415 current trading price 1.298 comparing with Est. History
SMA Est Premium Days SZ162415 Est Premium Arbitrage Quantity
5 Days 103.76 0.9% 34 1.284 1.09% 44
10 Days 102.49 2.15% 27 1.2691 2.28% 45
20 Days 100.69 3.98% 14 1.2479 4.02% 46
Boll Up 105.3 -0.57% 23 1.3021 -0.31% 44
Boll Down 96.07 8.97% 0 1.1937 8.74% 48
5 Weeks 101.12 3.54% 1.253 3.59% 46
10 Weeks 98.28 6.53% 1.2195 6.43% 47
20 Weeks 94.39 10.92% 1.1738 10.58% 49
5 Months 94.35 10.96% 1.1734 10.62% 49
10 Months 91.89 13.93% 1.1445 13.41% 50
20 Months 86.13 21.55% 1.0768 20.54% 54

The Premium history of SZ162415 Close price comparing with Net Value All Records
Date Close Net Value Premium XLY Change Official Est Est Time Error
2018-01-17 1.298 1.291 0.54% 104.28 -0.71% 1.2916 21:18:26 0.05%
2018-01-16 1.315 1.304 0.84% 1.32 20:15:07 1.23%
2018-01-15 1.318 1.311 0.53% 105.03 1.29% 1.3117 22:15:05 0.05%
2018-01-12 1.303 1.3 0.23% 103.69 1.63% 1.2996 22:09:26 0
2018-01-11 1.277 1.281 -0.31% 102.03 -0.07% 1.2813 21:45:31 0
2018-01-10 1.274 1.277 -0.23% 102.1 0.2% 1.277 21:45:20 0
2018-01-09 1.265 1.273 -0.63% 101.9 0.12% 1.2725 21:37:50 0

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