CITIC-PRUDENTIAL BRIC(SZ165510) Net Value

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

Official Est date 2017-12-15, calibration(History) on 2017-12-05 21:01:16. Fair Est calibration History.
Symbol Official Est Official Premium Fair Est Fair Premium Realtime Est Realtime Premium
SZ165510 0.0414 1907.25% 0.8371 -0.73%

Reference data
Symbol Price Change Date Time Remark
^SPBRICNTR 4057.6 -0.68% 2017-12-16 10:06 S&P BRIC 40 Index (Net TR)
BKF 43.78 -0.21% 2017-12-15 16:00 iShares MSCI BRIC Index Fund
BKF 43.78 -0.21% 2017-12-15 20:00 Post-Market Trading
^BKF-IV 43.9 -0.26% 2017-12-15 18:59 Net Value
DXF 93.5 0.34% 2017-12-16 06:27 USD Future
USCNY 6.627 0.1% 2017-10-24 09:22 USD/CNY Reference Rate
SZ165510 0.831 -0.48% 2017-12-15 16:28 CITIC-PRUDENTIAL BRIC

The Premium of Ask/Bid Price comparing with SZ165510 each Est net value 0.0414/0.8371
Trading Price(RMB¥) Num(100) Official Premium Fair Premium Realtime Premium Arbitrage Quantity
Ask 5 0.845 1 1941.06% 0.94% 102@44.17
Ask 4 0.842 1 1933.82% 0.58% 103@44.01
Ask 3 0.837 1 1921.74% -0.02% 103@43.75
Ask 2 0.836 1 1919.32% -0.14% 103@43.7
Ask 1 0.835 1 1916.91% -0.26% 103@43.64
Bid 1 0.83 52 1904.83% -0.85% 104@43.38
Bid 2 0.829 50 1902.42% -0.97% 104@43.33
Bid 3 0.826 900 1895.17% -1.33% 105@43.17
Bid 4 0.816 90 1871.01% -2.52% 106@42.65
Bid 5 0 0@

Days of BKF trading range covered the SMA in past 100 trading days starting from 2017-12-15. SZ165510 current trading price 0.831 comparing with Est. History
SMA Est Premium Days SZ165510 Est Premium Arbitrage Quantity
5 Days 43.95 -0.39% 12 0.8403 -1.1% 103
10 Days 43.69 0.22% 7 0.8354 -0.53% 103
20 Days 44.38 -1.35% 6 0.8481 -2.01% 102
Boll Up 46.62 -6.08% 1 0.8887 -6.49% 97
Boll Down 42.15 3.88% 1 0.8074 2.92% 107
5 Weeks 44.23 -1.02% 0.8453 -1.69% 102
10 Weeks 44.35 -1.27% 0.8474 -1.94% 102
20 Weeks 43.46 0.74% 0.8313 -0.04% 104
5 Months 43.37 0.95% 0.8296 0.16% 104
10 Months 40.22 8.84% 0.7725 7.57% 112
20 Months 36.19 20.99% 0.6991 18.86% 125

The Premium history of SZ165510 Close price comparing with Net Value All Records
Date Close Net Value Premium BKF Change Official Est Est Time Error
2017-12-15 0.831 0.828 0.36% 43.87 -0.84% 0.0418 19:34:38 -94.95%
2017-12-14 0.835 0.836 -0.12% 44.24 0.73% 0.0414 19:55:53 -95.05%
2017-12-13 0.838 0.829 1.09% 43.92 -0.54% 0.0416 20:56:41 -94.98%
2017-12-12 0.839 0.832 0.84% 44.16 0.96% 0.0411 19:34:26 -95.06%
2017-12-11 0.845 0.821 2.92% 43.74 1.34% 0.0405 22:06:40 -95.07%
2017-12-08 0.814 0.81 0.49% 43.16 0.54% 0.0404 19:10:37 -95.01%
2017-12-07 0.814 0.808 0.74% 42.93 -1.01% 0.0411 10:35:32 -94.91%

Discussions and Suggestions

Development Record

Related software:
BRIC - SZ161714
A Shares - SZ150022 SZ150152
H-Shares - SZ150175 SH510900 SZ160717
Hang Seng Index - SZ150169 SH513660 SZ159920 SZ160924
S&P 500 - ES SPY UVXY SH513500 SZ161125
NASDAQ-100 - SH513100 SZ159941
CITIC-PRUDENTIAL Fund - SZ165513
ADR Tools Future ETF Gold ETF Graded Fund LOF Tools HK LOF Pair Trading Stock Groups
My Portfolio

More options? Please login or register account. metropolitan-tundra