CITIC-PRUDENTIAL BRIC(SZ165510) Net Value

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

Official Est date 2018-06-15, calibration(Calibration History) on 2018-06-15 21:58:19.
Symbol Official Est Official Premium Fair Est Fair Premium Realtime Est Realtime Premium
SZ165510 0.7663 1.79% 0.7616 2.41%

Reference data
Symbol Price Change Date Time Name
SZ165510 0.78 -1.64% 2018-06-15 16:35 CITIC-PRUDENTIAL BRIC
BKF 44.43 -0.54% 2018-06-15 16:00 iShares MSCI BRIC Index Fund
ES 2773.2 -0.4% 2018-06-18 16:41 S&P 500 Future
DINIW 94.83 -0.04% 2018-06-18 17:20 USD Index
USCNY 6.431 0.54% 2018-06-15 09:15 USD/CNY Reference Rate

The Premium of Ask/Bid Price comparing with SZ165510 each Est net value 0.7663/0.7616
Trading Price Num(100) Official PremiumFair Premium Arbitrage Quantity
Ask 5 0.793 3 3.49%4.12% 335@46.3
Ask 4 0.792 52 3.36%3.99% 336@46.24
Ask 3 0.791 1 3.23%3.86% 336@46.18
Ask 2 0.79 2 3.1%3.72% 337@46.12
Ask 1 0.786 2 2.58%3.2% 338@45.89
Bid 1 0.779 1 1.66%2.28% 341@45.48
Bid 2 0.778 8 1.53%2.15% 342@45.42
Bid 3 0.777 8 1.4%2.02% 342@45.37
Bid 4 0.775 60 1.14%1.76% 343@45.25
Bid 5 0.774 24 1.01%1.62% 344@45.19

Days of BKF trading range covered the SMA in past 100 trading days starting from 2018-06-15 History
SMA Est Premium Days T+1 Est SZ165510 EstT+1 Est Arbitrage Quantity
5 Days 44.8 -0.83% 38 44.64 0.76770.765 347/348
10 Days 45.09 -1.45% 24 45.06 0.77230.7719 344/345
20 Days 42.57 4.36% 21 42.43 0.73140.7291 365/366
Boll Up 65.77 -32.44% 3 71.56 1.10881.2031 236/217
Boll Down 19.38 129.29% 12 13.3 0.3540.2551 802/1169
5 Weeks 44.84 -0.91% 44.85 0.76830.7684 346/346
10 Weeks 45.01 -1.28% 45.01 0.7710.771 345/345
20 Weeks 45.81 -3.01% 45.87 0.78410.7851 339/338
5 Months 45.57 -2.5% 45.24 0.78010.7748 341/343
10 Months 45.15 -1.6% 45.5 0.77340.779 344/341
20 Months 40.32 10.19% 40.78 0.69480.7022 385/381
EMA200/50 44.43 -0% 45.28 0.76160.7754 350/343

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
2018-06-15 0.780 0.761 2.5% 44.67 -0.33% 0.7625 20:25:23 0.2%
2018-06-14 0.793 0.774 2.45% 44.82 -1.02% 0.78 18:32:50 0.78%
2018-06-13 0.796 0.785 1.4% 45.28 0.18% 0.7919 21:01:07 0.88%
2018-06-12 0.796 0.785 1.4% 45.2 0.09% 0.7826 20:44:35 -0.31%
2018-06-11 0.800 0.783 2.17% 45.16 0.04% 0.781 19:45:36 -0.26%
2018-06-08 0.800 0.784 2.04% 45.14 -1.4% 0.7889 21:17:07 0.63%
2018-06-07 0.794 0.793 0.13% 45.78 1.08% 0.7889 18:42:31 -0.52%
2018-06-06 0.797 0.787 1.27% 45.29 -0.37% 0.7905 19:30:03 0.44%
2018-06-05 0.791 0.793 -0.25% 45.46 1.13% 0.7998 20:49:01 0.86%

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