Hwabao Consumer Discretionary(SZ162415) Net Value

Official Est date 2018-06-15, calibration(Calibration History) on 2018-06-15 23:14:41.
Symbol Official Est Official Premium Fair Est Fair Premium Realtime Est Realtime Premium
SZ162415 1.3812 0.13% 1.3818 0.09%

Reference data
Symbol Price Change Date Time Name
SZ162415 1.383 1.24% 2018-06-15 16:35 Hwabao Consumer Discretionary
XLY 112.11 0.17% 2018-06-15 16:00 SPDR Consumer Discretionary ETF
ES 2773.2 -0.4% 2018-06-18 16:41 S&P 500 Future
DINIW 94.85 -0.02% 2018-06-18 17:15 USD Index
USCNY 6.431 0.54% 2018-06-15 09:15 USD/CNY Reference Rate

The Premium of Ask/Bid Price comparing with SZ162415 each Est net value 1.3812/1.3818
Trading Price Num(100) Official PremiumFair Premium Arbitrage Quantity
Ask 5 1.403 12 1.58%1.53% 136@113.75
Ask 4 1.402 1 1.5%1.46% 136@113.67
Ask 3 1.401 460 1.43%1.39% 136@113.59
Ask 2 1.4 14 1.36%1.32% 136@113.51
Ask 1 1.399 1 1.29%1.25% 137@113.43
Bid 1 1.38 65 -0.09%-0.13% 138@111.89
Bid 2 1.375 46 -0.45%-0.49% 139@111.48
Bid 3 1.374 10 -0.52%-0.56% 139@111.4
Bid 4 1.373 80 -0.6%-0.64% 139@111.32
Bid 5 1.37 3 -0.81%-0.85% 139@111.08

Days of XLY trading range covered the SMA in past 100 trading days starting from 2018-06-15 History
SMA Est Premium Days T+1 Est SZ162415 EstT+1 Est Arbitrage Quantity
5 Days 111.57 0.48% 35 111.8 1.37551.3781 139/139
10 Days 110.44 1.51% 22 110.7 1.36221.3653 140/140
20 Days 108.1 3.71% 16 108.25 1.33481.3365 143/143
Boll Up 113.71 -1.41% 8 115.07 1.40051.4165 136/135
Boll Down 102.49 9.39% 6 101.42 1.2691.2566 151/153
5 Weeks 108.68 3.16% 109.52 1.34151.3515 143/141
10 Weeks 106.17 5.59% 106.57 1.31221.3169 146/145
20 Weeks 104.47 7.31% 104.67 1.29231.2946 148/148
5 Months 103.71 8.1% 103.58 1.28331.2819 149/150
10 Months 100 12.11% 101.25 1.241.2545 155/153
20 Months 93.04 20.49% 93.73 1.15841.1665 167/165
EMA200/50 26.97 315.72% 73.97 0.38420.9349 576/210

The Premium history of SZ162415 Close price comparing with Net Value Net Value History
Date Close Net Value Premium XLY Change Official Est Est Time Error
2018-06-15 1.383 1.373 0.73% 112.22 1.04% 1.374 18:09:57 0.07%
2018-06-14 1.366 1.364 0.15% 111.06 0.15% 1.3655 21:11:45 0.11%
2018-06-13 1.369 1.363 0.44% 110.89 0.48% 1.3647 21:01:07 0.12%
2018-06-12 1.363 1.357 0.44% 110.36 0.4% 1.3576 21:25:06 0.04%
2018-06-11 1.359 1.352 0.52% 109.92 0.21% 1.3517 21:08:51 0
2018-06-08 1.374 1.347 2% 109.69 0.29% 1.3475 21:17:07 0
2018-06-07 1.381 1.347 2.52% 109.37 0.93% 1.3474 18:13:06 0
2018-06-06 1.349 1.337 0.9% 108.36 0.58% 1.3363 20:10:57 -0.05%
2018-06-05 1.351 1.33 1.58% 107.73 1.12% 1.3311 21:26:31 0.08%

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