Lion Oil&Gas(SZ163208) Net Value

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

Official Est date 2018-01-17, calibration(History) on 2018-01-17 21:18:26. Future realtime Est assume CL(calibration History) 100% related, assume XLE and USO 100% related.
Symbol Official Est Official Premium Fair Est Fair Premium Realtime Est Realtime Premium
SZ163208 0.9379 -1.69% 0.9379 -1.69% 0.9379 -1.69%

Reference data
Symbol Price Change Date Time Remark
XLE 77.08 0.84% 2018-01-17 13:29 Energy Select Sector SPDR
^XLE-IV 77.1 0.86% 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
SZ163208 0.922 -1.28% 2018-01-17 15:05 Lion Oil&Gas

The Premium of Ask/Bid Price comparing with SZ163208 each Est net value 0.9379/0.9379/0.9379
Trading Price(RMB¥) Num(100) Official Premium Fair Premium Realtime Premium Arbitrage Quantity
Ask 5 0.941 150 0.33% 0.33% 0.33% 60@77.31
Ask 4 0.938 100 0.01% 0.01% 0.01% 60@77.06
Ask 3 0.932 300 -0.63% -0.63% -0.63% 60@76.57
Ask 2 0.927 50 -1.16% -1.16% -1.16% 61@76.16
Ask 1 0.923 11 -1.59% -1.59% -1.59% 61@75.83
Bid 1 0.918 100 -2.12% -2.12% -2.12% 61@75.42
Bid 2 0.912 90 -2.76% -2.76% -2.76% 62@74.92
Bid 3 0.877 1 -6.49% -6.49% -6.49% 64@72.05
Bid 4 0 0@
Bid 5 0 0@

Days of XLE trading range covered the SMA in past 100 trading days starting from 2018-01-16. SZ163208 current trading price 0.922 comparing with Est. History
SMA Est Premium Days SZ163208 Est Premium Arbitrage Quantity
5 Days 76.42 0.86% 30 0.9303 -0.89% 61
10 Days 75.65 1.89% 19 0.9214 0.07% 61
20 Days 73.51 4.85% 10 0.8966 2.83% 63
Boll Up 78.92 -2.33% 8 0.9592 -3.87% 59
Boll Down 68.1 13.18% 8 0.8341 10.54% 68
5 Weeks 74.16 3.94% 0.9041 1.98% 62
10 Weeks 71.07 8.46% 0.8684 6.18% 65
20 Weeks 69.18 11.43% 0.8465 8.92% 67
5 Months 69.44 11.01% 0.8495 8.53% 67
10 Months 66.71 15.55% 0.818 12.72% 69
20 Months 67.72 13.83% 0.8296 11.13% 68

The Premium history of SZ163208 Close price comparing with Net Value All Records
Date Close Net Value Premium XLE Change Official Est Est Time Error
2018-01-17 0.922 0.931 -0.97% 76.44 -1.27% 0.9319 15:49:11 0.1%
2018-01-15 0.934 0.951 -1.79% 77.42 0.97% 0.9527 19:34:41 0.18%
2018-01-12 0.932 0.947 -1.58% 76.68 2.05% 0.9473 19:47:42 0
2018-01-11 0.918 0.93 -1.29% 75.14 -0.12% 0.9302 19:59:15 0
2018-01-10 0.924 0.928 -0.43% 75.23 -0.25% 0.9276 20:47:33 0
2018-01-09 0.924 0.928 -0.43% 75.42 0.6% 0.9291 19:45:22 0.12%
2018-01-08 0.916 0.925 -0.97% 74.97 -0.04% 0.9259 19:20:43 0.1%

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