CUAM Gold QDII-LOF-FOF(SZ164701) Net Value

Official Est date 2017-08-16, calibration(History) on 2017-08-16 21:31:20. Future realtime Est assume GC(calibration History) 100% related.
Symbol Official Est Official Premium Fair Est Fair Premium Realtime Est Realtime Premium
SZ164701 0.6161 -0.17% 0.6161 -0.17% 0.6188 -0.62%

Reference data
Symbol Price Change Date Time Remark
GLD 121.87 0.74% 2017-08-16 16:00 SPDR Gold Shares
GLD 122 0.84% 2017-08-16 20:00 Post-Market Trading
^GLD-IV 122.06 0.96% 2017-08-16 18:59 Net Value
GC 1293.6 0.83% 2017-08-17 09:43 COMEX Gold Future
DXF 93.29 -0.12% 2017-08-17 09:43 USD Future
USCNY 6.678 0.13% 2017-08-16 09:16 USD/CNY Reference Rate
SZ164701 0.615 0.65% 2017-08-17 09:43 CUAM Gold QDII-LOF-FOF

The Premium of Ask/Bid Price comparing with SZ164701 each Est net value 0.6161/0.6161/0.6188
Trading Price(RMB¥) Num(100) Official Premium Fair Premium Realtime Premium Arbitrage Quantity
Ask 5 0.62 46 0.64% 0.64% 0.19% 122@122.6
Ask 4 0.619 805 0.48% 0.48% 0.03% 122@122.4
Ask 3 0.618 1019 0.32% 0.32% -0.13% 122@122.2
Ask 2 0.617 1767 0.15% 0.15% -0.29% 122@122
Ask 1 0.616 726 -0.01% -0.01% -0.45% 122@121.81
Bid 1 0.615 4357 -0.17% -0.17% -0.62% 123@121.61
Bid 2 0.613 680 -0.5% -0.5% -0.94% 123@121.21
Bid 3 0.612 30 -0.66% -0.66% -1.1% 123@121.01
Bid 4 0.611 1030 -0.82% -0.82% -1.26% 123@120.82
Bid 5 0.61 1061 -0.98% -0.98% -1.42% 124@120.62

Days of GLD trading range covered the SMA in past 100 trading days starting from 2017-08-16. SZ164701 current trading price 0.615 comparing with Est. History
SMA Est Premium Days SZ164701 Est Premium Arbitrage Quantity
5 Days 121.89 -0.02% 19 0.6162 -0.19% 122
10 Days 121.12 0.62% 11 0.6125 0.41% 123
20 Days 120.54 1.1% 4 0.6097 0.87% 124
Boll Up 123 -0.92% 6 0.6215 -1.04% 121
Boll Down 118.09 3.2% 4 0.5979 2.86% 126
5 Weeks 120.6 1.06% 0.6099 0.83% 124
10 Weeks 119.03 2.39% 0.6024 2.09% 125
20 Weeks 119.59 1.9% 0.6051 1.63% 125
5 Months 120.04 1.52% 0.6073 1.27% 124
10 Months 117.22 3.96% 0.5937 3.58% 127
20 Months 119.25 2.2% 0.6035 1.91% 125

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
2017-08-17 0.615 121.87 0.74% 0.6161 09:43:38
2017-08-16 0.611 0.611 0% 120.98 -0.77% 0.6113 20:33:30 0
2017-08-15 0.613 0.615 -0.33% 121.92 -0.71% 0.6155 19:52:24 0.08%
2017-08-14 0.615 0.62 -0.81% 122.79 0.47% 0.6217 19:55:22 0.27%
2017-08-11 0.615 0.62 -0.81% 122.21 0.74% 0.6187 20:20:54 -0.21%
2017-08-10 0.613 0.617 -0.65% 121.31 1.21% 0.6161 21:21:51 -0.15%
2017-08-09 0.611 0.61 0.16% 119.86 0.29% 0.6113 20:53:24 0.21%
2017-08-08 0.610 0.61 0% 119.51 -0.12% 0.6101 20:33:15 0

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