CITIC-PRUDENTIAL BRIC(SZ165510) Net Value

Please notice that using BKF to estimate this LOF is not accurate.

Official Est date 2018-04-20, calibration(Calibration History) on 2018-04-20 21:39:12.
Symbol Official Est Official Premium Fair Est Fair Premium Realtime Est Realtime Premium
SZ165510 0.7896 1.95% 0.7896 1.95%

Reference data
Symbol Price Change Date Time Name
BKF 44.98 -1.08% 2018-04-20 16:00 iShares MSCI BRIC Index Fund
BKF 44.97 -1.1% 2018-04-20 20:00 Post-Market Trading
DINIW 90.33 0.5% 2018-04-21 05:59 USD Index
USCNY 6.29 0.1% 2018-04-20 09:15 USD/CNY Reference Rate
SZ165510 0.805 0.12% 2018-04-20 15:05 CITIC-PRUDENTIAL BRIC

The Premium of Ask/Bid Price comparing with SZ165510 each Est net value 0.7896/0.7896
Trading Price Num(100) Official PremiumFair Premium Arbitrage Quantity
Ask 5 0.809 14 2.45%2.45% 344@46.11
Ask 4 0.808 4 2.33%2.33% 345@46.05
Ask 3 0.807 7 2.2%2.2% 345@45.99
Ask 2 0.806 6 2.07%2.07% 346@45.94
Ask 1 0.805 2 1.95%1.95% 346@45.88
Bid 1 0.795 8 0.68%0.68% 350@45.31
Bid 2 0.791 506 0.18%0.18% 352@45.08
Bid 3 0.762 120 -3.5%-3.5% 366@43.43

Days of BKF trading range covered the SMA in past 100 trading days starting from 2018-04-20 History
SMA Est Premium Days T+1 Est SZ165510 EstT+1 Est Arbitrage Quantity
5 Days 45.36 -0.83% 12 45.37 0.79590.7962 350/350
10 Days 45.53 -1.2% 9 45.49 0.79870.7981 349/349
20 Days 45.61 -1.39% 10 45.55 0.80020.7992 348/349
Boll Up 46.67 -3.62% 1 46.67 0.81770.8178 340/340
Boll Down 44.56 0.95% 7 44.44 0.78260.7806 356/357
5 Weeks 45.4 -0.93% 45.13 0.79670.7921 350/352
10 Weeks 46.44 -3.14% 46.19 0.8140.8098 342/344
20 Weeks 46.62 -3.52% 46.78 0.8170.8196 341/339
5 Months 46.83 -3.94% 47.6 0.82040.8333 339/333
10 Months 44.59 0.87% 45.1 0.78320.7916 356/352
20 Months 39.46 14% 39.78 0.69760.7029 402/399

The Premium history of SZ165510 Close price comparing with Net Value Net Value History
Date Close Net Value Premium BKF Change Official Est Est Time Error
2018-04-20 0.805 0.797 1% 45.47 -0.46% 0.7897 19:54:43 -0.92%
2018-04-19 0.804 0.793 1.39% 45.68 0.84% 0.7928 21:30:11 0
2018-04-18 0.795 0.786 1.15% 45.3 0.58% 0.794 20:24:16 1.02%
2018-04-17 0.803 0.791 1.52% 45.04 -0.71% 0.7945 20:50:58 0.44%
2018-04-16 0.815 0.8 1.87% 45.36 -1.53% 0.7983 14:30:02 -0.21%
2018-04-13 0.818 0.807 1.36% 46.07 0.12% 0.8089 15:00:02 0.24%
2018-04-12 0.816 0.808 0.99% 46.01 0.35% 0.8256 15:00:03 2.18%
2018-04-11 0.815 0.811 0.49% 45.85 2.02% 0.8039 14:56:50 -0.88%
2018-04-10 0.814 0.795 2.39% 44.94 -0.27% 0.7879 15:05:54 -0.89%

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