GF Fund Oil&Gas(SZ162719) Net Value

Official Est date 2018-01-17, calibration(History) on 2018-01-17 22:00:27. Fair Est calibration History. Future realtime Est assume CL(calibration History) 100% related, assume IEO and USO 100% related.
Symbol Official Est Official Premium Fair Est Fair Premium Realtime Est Realtime Premium
SZ162719 1.0769 -1.94% 1.0769 -1.94% 1.0769 -1.94%

Reference data
Symbol Price Change Date Time Remark
^DJSOEP 8801.68 1.12% 2018-01-17 13:29 Dow Jones U.S. Select Oil Explor&Pro Index
IEO 69.08 1.13% 2018-01-17 13:24 iShares Dow Jones U.S. Oil&Gas
^IEO-IV 69.03 1.09% 2018-01-17 13:14 Net Value
CL 63.98 0.39% 2018-01-18 02:29 NYMEX Oil Future
DXF 90.11 -0.14% 2018-01-18 02:28 USD Future
USCNY 6.627 0.1% 2017-10-24 09:22 USD/CNY Reference Rate
SZ162719 1.056 -1.49% 2018-01-17 15:05 GF Fund Oil&Gas

The Premium of Ask/Bid Price comparing with SZ162719 each Est net value 1.0769/1.0769/1.0769
Trading Price(RMB¥) Num(100) Official Premium Fair Premium Realtime Premium Arbitrage Quantity
Ask 5 1.061 149 -1.47% -1.48% -1.48% 68@68.02
Ask 4 1.06 130 -1.57% -1.57% -1.57% 68@67.96
Ask 3 1.058 292 -1.75% -1.76% -1.76% 68@67.83
Ask 2 1.057 151 -1.85% -1.85% -1.85% 68@67.77
Ask 1 1.056 59 -1.94% -1.94% -1.94% 68@67.7
Bid 1 1.054 677 -2.12% -2.13% -2.13% 69@67.57
Bid 2 1.05 150 -2.5% -2.5% -2.5% 69@67.32
Bid 3 1.009 1 -6.3% -6.31% -6.31% 72@64.69
Bid 4 0 0@
Bid 5 0 0@

Days of IEO trading range covered the SMA in past 100 trading days starting from 2018-01-16. SZ162719 current trading price 1.056 comparing with Est. History
SMA Est Premium Days SZ162719 Est Premium Arbitrage Quantity
5 Days 68.91 0.25% 35 1.0744 -1.71% 67
10 Days 67.99 1.6% 23 1.0608 -0.45% 68
20 Days 66.54 3.82% 13 1.0393 1.61% 70
Boll Up 70.25 -1.66% 12 1.0942 -3.49% 66
Boll Down 62.83 9.95% 6 0.9843 7.28% 74
5 Weeks 66.52 3.85% 1.039 1.64% 70
10 Weeks 63.35 9.04% 0.992 6.45% 73
20 Weeks 60.55 14.09% 0.9505 11.1% 77
5 Months 61.05 13.15% 0.958 10.23% 76
10 Months 57.75 19.61% 0.9091 16.16% 80
20 Months 59.07 16.95% 0.9286 13.73% 78

The Premium history of SZ162719 Close price comparing with Net Value All Records
Date Close Net Value Premium IEO Change Official Est Est Time Error
2018-01-17 1.056 1.0661 -0.95% 68.31 -1.54% 1.0679 21:57:46 0.17%
2018-01-16 1.072 69.38 0% 1.087 22:09:15
2018-01-15 1.078 1.092 -1.28% 69.38 1.18% 1.0924 22:17:02 0
2018-01-12 1.068 1.0841 -1.49% 68.57 2.19% 1.0831 20:16:30 -0.09%
2018-01-11 1.050 1.0614 -1.07% 67.1 -0.21% 1.0612 20:51:25 0
2018-01-10 1.056 1.06 -0.38% 67.24 -0.34% 1.0601 20:47:33 0
2018-01-09 1.055 1.0616 -0.62% 67.47 0.4% 1.0617 20:40:28 0

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