Lion Oil&Gas(SZ163208) Net Value

Please notice that using XLE to estimate this FOF may not be accurate.

Official Est date 2018-08-16, calibration(Calibration History) on 2018-08-16 22:04:59. Future Realtime Est assume hf_CL 100% related, assume XLE and USO 100% related.
Symbol Official Est Official Premium Fair Est Fair Premium Realtime Est Realtime Premium
SZ163208 0.9576 -1% 0.9589 -1.14% 0.9579 -1.03%

Reference data
Symbol Price Change Date Time Name
SZ163208 0.948 -2.27% 2018-08-16 16:35 Lion Oil&Gas
XLE 72.43 0.72% 2018-08-16 16:00 Energy Select Sector SPDR
XLE 72.49 0.81% 2018-08-16 19:01 Post-Market Trading
CL 65.36 -0.15% 2018-08-17 08:06 NYMEX Oil Future
OIL 71.3 -0.18% 2018-08-17 08:05 Brent Oil Future
DINIW 96.66 0.06% 2018-08-17 08:05 USD Index
USCNY 6.895 0.13% 2018-08-16 09:15 USD/CNY Reference Rate

The Premium of Ask/Bid Price comparing with SZ163208 each Est net value 0.9576/0.9589/0.9579
Trading Price Num(100) Official PremiumFair PremiumRealtime Premium Arbitrage Quantity
Ask 5 1.058 90 10.49%10.33%10.45% 181@79.88
Ask 4 0.965 100 0.78%0.63%0.74% 199@72.86
Ask 3 0.96 88 0.25%0.11%0.22% 200@72.48
Ask 2 0.959 5 0.15%00.12% 200@72.4
Ask 1 0.958 15 0-0.1%0 200@72.33
Bid 1 0.94 1 -1.83%-1.98%-1.87% 204@70.97
Bid 2 0.938 101 -2.04%-2.18%-2.08% 204@70.82
Bid 3 0.937 500 -2.15%-2.29%-2.18% 205@70.74
Bid 4 0.93 2 -2.88%-3.02%-2.91% 206@70.21
Bid 5 0.902 1 -5.8%-5.94%-5.83% 212@68.1

Days of XLE trading range covered the SMA in past 100 trading days starting from 2018-08-16 History
SMA Est Premium Days T+1 Est SZ163208 EstT+1 Est Arbitrage Quantity
5 Days 73.3 -1.18% 40 72.95 0.96980.9655 197/198
10 Days 74.49 -2.77% 27 74.36 0.98490.9833 194/195
20 Days 75.34 -3.87% 31 75.39 0.99560.9961 192/192
Boll Up 78.51 -7.75% 11 79.34 1.03551.0459 184/182
Boll Down 72.17 0.36% 5 71.43 0.95570.9464 200/203
5 Weeks 75.51 -4.08% 75.72 0.99771.0003 192/191
10 Weeks 75.47 -4.03% 75.63 0.99720.9993 192/191
20 Weeks 74.82 -3.2% 75.24 0.98910.9943 193/192
5 Months 75.72 -4.35% 76.36 1.00041.0084 191/189
10 Months 72.31 0.16% 72.83 0.95750.964 200/199
20 Months 68.94 5.07% 68.87 0.9150.9142 210/210
EMA200/50 72.73 -0.41% 75.12 0.96270.9928 199/193

The Premium history of SZ163208 Close price comparing with Net Value Net Value History
Date Close Net Value Premium XLE Change Official Est Est Time Error
2018-08-16 0.948 0.951 -0.32% 71.91 -3.49% 0.9525 05:16:23 -0.16%
2018-08-15 0.97 0.983 -1.32% 74.51 0.24% 0.9809 05:25:04 0.21%
2018-08-13 0.979 0.989 -1.01% 75.29 0.61% 0.9878 05:14:00 0.12%
2018-08-10 0.97 0.984 -1.42% 74.83 -0.93% 0.9835 04:51:00 0
2018-08-09 0.978 0.992 -1.41% 75.53 -0.72% 0.9933 05:14:11 -0.13%
2018-08-08 0.99 1.002 -1.2% 76.08 0.74% 1.0036 05:14:50 -0.16%
2018-08-07 0.995 0.998 -0.3% 75.52 0.37% 0.9971 05:39:57 0.09%
2018-08-06 0.989 0.991 -0.2% 75.24 -0.52% 0.9917 05:13:27 -0.07%

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