ICBC Oil QDII-LOF-FOF Net Value

2017-06-28
Symbol Official Est Official Premium Fair Est Fair Premium Calibration Time Calibration History
SZ164815 0.7313 -2.09% 0.7313 -2.09% 2017-06-21 00:14:43 History

Symbol Realtime Est Realtime Premium Future Realtime Est Remark Calibration History
SZ164815 0.7336 -2.4% Assume CL 100% related History

Reference data
Symbol Price Change Date Time Remark
USO 9.2 1.1% 2017-06-28 16:00 United States Oil
USO 9.21 1.21% 2017-06-28 20:00 Post-Market Trading
CL 44.92 0.4% 2017-06-29 09:54 NYMEX Oil Future
USCNY 6.805 -0.35% 2017-06-28 09:17 USD/CNY Reference Rate
SZ164815 0.716 -0.69% 2017-06-19 16:34 ICBC Oil QDII-LOF-FOF

The Premium of Ask/Bid Price comparing with SZ164815 Official/Fair/Realtime Est net value 0.7313/0.7313/0.7336
Trading Price(RMB) Num(100) Official Premium Fair Premium Realtime Premium
Ask 5 0.724 110 -0.99% -0.99% -1.31%
Ask 4 0.721 87 -1.4% -1.4% -1.72%
Ask 3 0.719 48 -1.68% -1.68% -1.99%
Ask 2 0.718 170 -1.81% -1.81% -2.13%
Ask 1 0.717 48 -1.95% -1.95% -2.26%
Bid 1 0.716 110 -2.09% -2.09% -2.4%
Bid 2 0.715 745 -2.22% -2.22% -2.54%
Bid 3 0.713 208 -2.5% -2.5% -2.81%
Bid 4 0.711 100 -2.77% -2.77% -3.08%
Bid 5 0.71 10 -2.91% -2.91% -3.22%

Days of USO trading range covered the SMA in past 100 trading days starting from 2017-06-28. SZ164815 current trading price 0.716 comparing with Est. History
SMA Est Premium Days SZ164815 Est SZ164815 Premium
5 Days 9.023 1.97% 19 0.7179 -0.26%
10 Days 8.988 2.36% 15 0.7152 0.11%
20 Days 9.286 -0.92% 13 0.7377 -2.95%
Boll Up 10.11 -8.97% 6 0.7998 -10.48%
Boll Down 8.465 8.69% 4 0.6757 5.96%
5 Weeks 9.363 -1.74% N/A 0.7435 -3.7%
10 Weeks 9.784 -5.97% N/A 0.7754 -7.66%
20 Weeks 10.31 -10.8% N/A 0.8154 -12.19%
5 Months 10.57 -12.98% N/A 0.835 -14.25%
10 Months 10.86 -15.27% N/A 0.8565 -16.4%
20 Months 10.78 -14.67% N/A 0.8508 -15.84%

The Premium history of SZ164815 Close price comparing with Net Value All Records
Date Close Net Value Premium USO Change Official Est Est Time Error

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Development Record

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