CUAM Gold(SZ164701) Net Value

Official Est date 2017-10-17, calibration(History) on 2017-10-17 21:24:43. Future realtime Est assume GC(calibration History) 100% related.
Symbol Official Est Official Premium Fair Est Fair Premium Realtime Est Realtime Premium
SZ164701 0.6094 0.43% 0.6104 0.27% 0.6102 0.3%

Reference data
Symbol Price Change Date Time Remark
GLD 122.13 -0.68% 2017-10-17 16:00 SPDR Gold Shares
GLD 122.18 -0.64% 2017-10-17 20:00 Post-Market Trading
^GLD-IV 122.13 -0.79% 2017-10-17 18:59 Net Value
GC 1286.9 0.05% 2017-10-18 13:35 COMEX Gold Future
DXF 93.39 0.01% 2017-10-18 13:35 USD Future
USCNY 6.599 0.16% 2017-10-18 09:16 USD/CNY Reference Rate
SZ164701 0.612 -0.33% 2017-10-18 13:35 CUAM Gold

The Premium of Ask/Bid Price comparing with SZ164701 each Est net value 0.6094/0.6104/0.6102
Trading Price(RMB¥) Num(100) Official Premium Fair Premium Realtime Premium Arbitrage Quantity
Ask 5 0.617 1 1.25% 1.09% 1.12% 36@123.69
Ask 4 0.616 1198 1.08% 0.92% 0.96% 36@123.49
Ask 3 0.615 645 0.92% 0.76% 0.79% 36@123.29
Ask 2 0.614 49 0.75% 0.6% 0.63% 36@123.09
Ask 1 0.613 65 0.59% 0.43% 0.47% 37@122.89
Bid 1 0.612 980 0.43% 0.27% 0.3% 37@122.69
Bid 2 0.611 13 0.26% 0.11% 0.14% 37@122.49
Bid 3 0.61 221 0.1% -0.06% -0.03% 37@122.29
Bid 4 0.609 200 -0.07% -0.22% -0.19% 37@122.09
Bid 5 0.608 100 -0.23% -0.39% -0.35% 37@121.89

Days of GLD trading range covered the SMA in past 100 trading days starting from 2017-10-17. SZ164701 current trading price 0.612 comparing with Est. History
SMA Est Premium Days SZ164701 Est Premium Arbitrage Quantity
5 Days 122.95 -0.67% 14 0.6133 -0.21% 37
10 Days 122.3 -0.14% 9 0.6102 0.29% 37
20 Days 122.25 -0.1% 3 0.61 0.33% 37
Boll Up 124.69 -2.05% 5 0.6215 -1.53% 36
Boll Down 119.82 1.93% 2 0.5985 2.26% 38
5 Weeks 122.43 -0.25% 0.6108 0.19% 37
10 Weeks 123.81 -1.36% 0.6174 -0.87% 36
20 Weeks 121.37 0.62% 0.6058 1.02% 37
5 Months 121.54 0.48% 0.6066 0.89% 37
10 Months 120.12 1.68% 0.5999 2.02% 37
20 Months 120.4 1.44% 0.6012 1.8% 37

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
2017-10-18 0.612 122.13 -0.68% 0.6094 13:35:37
2017-10-17 0.614 0.613 0.16% 122.97 -0.69% 0.6108 20:09:45 -0.36%
2017-10-16 0.615 0.615 0% 123.82 0.76% 0.6149 21:16:45 0
2017-10-13 0.615 0.61 0.82% 122.89 0.08% 0.6102 19:50:50 0
2017-10-12 0.614 0.61 0.66% 122.79 0.32% 0.611 20:42:49 0.16%
2017-10-11 0.613 0.613 0% 122.4 0.26% 0.6116 20:34:21 -0.23%
2017-10-10 0.614 0.612 0.33% 122.08 0.82% 0.6132 20:48:59 0.2%

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