CUAM Gold(SZ164701) Net Value

Official Est date 2018-01-17, calibration(History) on 2018-01-18 21:15:25. Future realtime Est assume GC(calibration History) 100% related.
Symbol Official Est Official Premium Fair Est Fair Premium Realtime Est Realtime Premium
SZ164701 0.611 -0.33% 0.611 -0.33% 0.6105 -0.24%

Reference data
Symbol Price Change Date Time Remark
GLD 126.14 -0.81% 2018-01-17 16:00 SPDR Gold Shares
GLD 126.08 -0.86% 2018-01-18 08:38 Pre-Market Trading
^GLD-IV 126.07 -0.92% 2018-01-18 08:24 Net Value
GC 1328.4 -0.81% 2018-01-18 21:40 COMEX Gold Future
DXF 90.39 -0.29% 2018-01-18 21:39 USD Future
USCNY 6.627 0.1% 2017-10-24 09:22 USD/CNY Reference Rate
SZ164701 0.609 -0.49% 2018-01-18 15:05 CUAM Gold

The Premium of Ask/Bid Price comparing with SZ164701 each Est net value 0.611/0.611/0.6105
Trading Price(RMB¥) Num(100) Official Premium Fair Premium Realtime Premium Arbitrage Quantity
Ask 5 0.613 411 0.33% 0.33% 0.41% 36@126.55
Ask 4 0.612 410 0.16% 0.16% 0.25% 36@126.35
Ask 3 0.611 953 0% 0% 0.08% 36@126.14
Ask 2 0.61 3635 -0.16% -0.16% -0.08% 37@125.93
Ask 1 0.609 197 -0.33% -0.33% -0.24% 37@125.73
Bid 1 0.608 428 -0.49% -0.49% -0.41% 37@125.52
Bid 2 0.581 300 -4.91% -4.91% -4.83% 38@119.95
Bid 3 0.58 1 -5.07% -5.07% -4.99% 38@119.74
Bid 4 0 0@
Bid 5 0 0@

Days of GLD trading range covered the SMA in past 100 trading days starting from 2018-01-17. SZ164701 current trading price 0.609 comparing with Est. History
SMA Est Premium Days SZ164701 Est Premium Arbitrage Quantity
5 Days 126.43 -0.23% 22 0.6123 -0.54% 36
10 Days 125.73 0.33% 20 0.6091 -0.02% 37
20 Days 123.86 1.84% 15 0.6005 1.42% 37
Boll Up 129.13 -2.32% 13 0.6248 -2.52% 36
Boll Down 118.58 6.38% 4 0.5762 5.69% 39
5 Weeks 124.22 1.55% 0.6022 1.14% 37
10 Weeks 122.37 3.08% 0.5936 2.59% 38
20 Weeks 122.57 2.91% 0.5946 2.43% 38
5 Months 121.75 3.61% 0.5908 3.08% 38
10 Months 121.44 3.87% 0.5894 3.33% 38
20 Months 120.82 4.4% 0.5865 3.83% 38

The Premium history of SZ164701 Close price comparing with Net Value All Records
Date Close Net Value Premium GLD Change Official Est Est Time Error
2018-01-18 0.609 0.611 -0.33% 126.14 -0.81% 0.6089 19:46:51 -0.34%
2018-01-17 0.612 0.614 -0.33% 127.17 0.17% 0.6138 15:49:11 0
2018-01-16 0.611 0.617 -0.97%
2018-01-15 0.612 0.618 -0.97% 126.96 1.21% 0.6191 20:25:15 0.18%
2018-01-12 0.609 0.614 -0.81% 125.44 0.33% 0.6134 20:16:30 -0.1%
2018-01-11 0.607 0.612 -0.82% 125.03 0.24% 0.6115 20:51:25 0
2018-01-10 0.606 0.608 -0.33% 124.73 -0.46% 0.6085 20:47:33 0.08%
2018-01-09 0.606 0.61 -0.66% 125.31 -0.02% 0.6102 20:40:28 0

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