ICBC Oil QDII-LOF-FOF Net Value

2017-04-28
Symbol Official Est Official Premium Fair Est Fair Premium Calibration Time Calibration History
SZ164815 0.7963 0.84% 0.7963 0.84% 2017-04-28 19:38:41 History

Symbol Realtime Est Realtime Premium Future Realtime Est Remark Calibration History
SZ164815 0.7962 0.86% Assume CL 100% related History

Reference data
Symbol Price Change Date Time Remark
USO 10.24 0% 2017-04-28 16:00 United States Oil
USO 10.3 0.59% 2017-04-28 20:00 Post-Market Trading
CL 49.19 0.45% 2017-04-29 04:59 NYMEX Oil Future
USCNY 6.893 0.05% 2017-04-28 09:16 USD/CNY Reference Rate
SZ164815 0.803 0% 2017-04-28 16:35 ICBC Oil QDII-LOF-FOF

The Premium of Ask/Bid Price comparing with SZ164815 Official/Fair/Realtime Est net value 0.7963/0.7963/0.7962
Trading Price(RMB) Num(100) Official Premium Fair Premium Realtime Premium
Ask 5 0.821 20 3.1% 3.1% 3.12%
Ask 4 0.817 20 2.6% 2.6% 2.61%
Ask 3 0.809 228 1.6% 1.6% 1.61%
Ask 2 0.808 100 1.47% 1.47% 1.48%
Ask 1 0.806 174 1.22% 1.22% 1.23%
Bid 1 0.803 149 0.84% 0.84% 0.86%
Bid 2 0.802 75 0.72% 0.72% 0.73%
Bid 3 0.801 35 0.59% 0.59% 0.6%
Bid 4 0.8 24 0.47% 0.47% 0.48%
Bid 5 0.798 90 0.22% 0.22% 0.23%

Days of USO trading range covered the SMA in past 100 trading days starting from 2017-04-28. SZ164815 current trading price 0.803 comparing with Est. History
SMA Est Premium Days SZ164815 Est SZ164815 Premium
5 Days 10.28 -0.34% 35 0.7989 0.52%
10 Days 10.43 -1.82% 32 0.8103 -0.9%
20 Days 10.7 -4.27% 24 0.83 -3.26%
Boll Up 11.49 -10.88% 9 0.8886 -9.63%
Boll Down 9.904 3.39% 6 0.7715 4.09%
5 Weeks 10.66 -3.96% N/A 0.8275 -2.96%
10 Weeks 10.59 -3.28% N/A 0.822 -2.31%
20 Weeks 11.07 -7.5% N/A 0.8576 -6.37%
5 Months 10.91 -6.16% N/A 0.846 -5.08%
10 Months 10.9 -6.07% N/A 0.8452 -4.99%
20 Months 11.04 -7.22% N/A 0.8552 -6.1%

The Premium history of SZ164815 Close price comparing with Net Value All Records
Date Close Net Value Premium USO Change Official Est Est Time
2017-04-28 0.803 0.7959 0.89% 10.24 -0.19% 0.8037 17:26:41
2017-04-27 0.803 0.8046 -0.2% 10.26 -0.97% 0.7963 18:13:35
2017-04-26 0.807 0.8035 0.44% 10.36 1.07% 0.8097 18:57:02
2017-04-25 0.810 0.7998 1.28% 10.25 -0.68% 0.798 17:49:14
2017-04-24 0.808 0.8048 0.4% 10.32 -2.09% 0.8002 17:58:16
2017-04-21 0.824 0.816 0.98% 10.54 -0.75% 0.8193 16:17:21
2017-04-20 0.865 0.8237 5.01% 10.62 -3.8% 0.8077 17:53:05

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