Hwabao Consumer Discretionary(SZ162415) Net Value

Official Est date 2018-04-24, calibration(Calibration History) on 2018-04-25 00:13:28.
Symbol Official Est Official Premium Fair Est Fair Premium Realtime Est Realtime Premium
SZ162415 1.2398 1.95% 1.2398 1.95%

Reference data
Symbol Price Change Date Time Name
XLY 101.57 -1.58% 2018-04-24 16:00 SPDR Consumer Discretionary ETF
XLY 101.57 -1.58% 2018-04-24 16:23 Post-Market Trading
DINIW 90.79 -0.15% 2018-04-25 04:46 USD Index
USCNY 6.323 0.31% 2018-04-24 09:15 USD/CNY Reference Rate
SZ162415 1.264 0% 2018-04-24 15:05 Hwabao Consumer Discretionary

The Premium of Ask/Bid Price comparing with SZ162415 each Est net value 1.2398/1.2398
Trading Price Num(100) Official PremiumFair Premium Arbitrage Quantity
Ask 5 1.278 10 3.08%3.08% 150@104.77
Ask 4 1.275 2 2.84%2.84% 151@104.52
Ask 3 1.271 4 2.52%2.52% 151@104.19
Ask 2 1.266 1 2.11%2.11% 152@103.78
Ask 1 1.265 22 2.03%2.03% 152@103.7
Bid 1 1.264 24 1.95%1.95% 152@103.62
Bid 2 1.246 1 0.5%0.5% 154@102.14
Bid 3 1.239 1 -0.06%-0.06% 155@101.57
Bid 4 1.237 4 -0.23%-0.23% 155@101.41
Bid 5 1.236 2 -0.31%-0.31% 156@101.32

Days of XLY trading range covered the SMA in past 100 trading days starting from 2018-04-23 History
SMA Est Premium Days T+1 Est SZ162415 EstT+1 Est Arbitrage Quantity
5 Days 103.65 -2% 25 103.41 1.26391.2611 152/152
10 Days 102.76 -1.15% 11 102.93 1.25361.2556 153/153
20 Days 101.7 -0.13% 14 101.74 1.24141.2417 155/155
Boll Up 105.23 -3.48% 10 106.15 1.28221.2929 150/148
Boll Down 98.18 3.45% 6 97.32 1.20051.1905 161/162
5 Weeks 101.54 0.03% 101.63 1.23951.2405 155/155
10 Weeks 102.97 -1.36% 102.6 1.2561.2518 153/154
20 Weeks 102.89 -1.29% 103.17 1.25511.2583 153/153
5 Months 102.97 -1.35% 104.39 1.2561.2725 153/151
10 Months 96.77 4.96% 97.49 1.18421.1925 163/162
20 Months 90.21 12.59% 90.85 1.10821.1155 175/174

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
2018-04-24 1.264 1.255 0.72% 103.2 0.21% 1.2551 20:59:32 0
2018-04-23 1.264 1.25 1.12% 102.98 -1.02% 1.25 17:16:37 0
2018-04-20 1.257 1.261 -0.32% 104.04 -0.32% 1.2615 19:54:43 0.04%
2018-04-19 1.255 1.265 -0.79% 104.37 0.47% 1.2655 21:30:11 0.04%
2018-04-18 1.249 1.259 -0.79% 103.88 1.86% 1.2588 20:24:16 0
2018-04-17 1.222 1.239 -1.37% 101.98 0.75% 1.2395 20:50:58 0
2018-04-16 1.222 1.231 -0.73% 101.22 -0.56% 1.2305 17:28:43 -0.04%
2018-04-13 1.228 1.236 -0.65% 101.79 0.43% 1.2358 20:49:06 0
2018-04-12 1.223 1.232 -0.73% 101.35 -0.3% 1.2322 21:11:56 0

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