CITIC-PRUDENTIAL BRIC(SZ165510) Net Value

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

Official Est date 2017-09-25, calibration(History) on 2017-09-25 20:50:42. Fair Est calibration History.
Symbol Official Est Official Premium Fair Est Fair Premium Realtime Est Realtime Premium
SZ165510 0.8226 1.38% 0.8167 2.12%

Reference data
Symbol Price Change Date Time Remark
^SPBRICNTR 3880.17 -1.92% 2017-09-25 18:15 S&P BRIC 40 Index (Net TR)
BKF 42.43 -2.37% 2017-09-25 16:00 iShares MSCI BRIC Index Fund
BKF 42.39 -2.46% 2017-09-25 20:00 Post-Market Trading
^BKF-IV 42.42 -2.23% 2017-09-25 15:23 Net Value
DXF 92.46 0% 2017-09-26 13:32 USD Future
USCNY 6.608 0.2% 2017-09-26 09:21 USD/CNY Reference Rate
SZ165510 0.834 -0.24% 2017-09-26 13:33 CITIC-PRUDENTIAL BRIC

The Premium of Ask/Bid Price comparing with SZ165510 each Est net value 0.8226/0.8167
Trading Price(RMB¥) Num(100) Official Premium Fair Premium Realtime Premium Arbitrage Quantity
Ask 5 0.833 11 1.26% 2% 104@43.43
Ask 4 0.832 30 1.14% 1.87% 104@43.37
Ask 3 0.831 13 1.02% 1.75% 105@43.32
Ask 2 0.83 315 0.9% 1.63% 105@43.27
Ask 1 0.829 6 0.78% 1.51% 105@43.22
Bid 1 0.822 135 -0.08% 0.65% 106@42.85
Bid 2 0.821 103 -0.2% 0.53% 106@42.8
Bid 3 0.82 100 -0.32% 0.41% 106@42.75
Bid 4 0.818 98 -0.56% 0.16% 106@42.64
Bid 5 0.816 5 -0.8% -0.08% 106@42.54

Days of BKF trading range covered the SMA in past 100 trading days starting from 2017-09-25. SZ165510 current trading price 0.834 comparing with Est. History
SMA Est Premium Days SZ165510 Est Premium Arbitrage Quantity
5 Days 43.4 -2.23% 16 0.8328 0.15% 104
10 Days 43.53 -2.52% 6 0.8351 -0.14% 104
20 Days 43.03 -1.39% 13 0.826 0.96% 105
Boll Up 44.53 -4.72% 3 0.8535 -2.28% 102
Boll Down 41.52 2.19% 0 0.7986 4.43% 109
5 Weeks 43.08 -1.5% 0.827 0.85% 105
10 Weeks 41.8 1.5% 0.8037 3.77% 108
20 Weeks 39.74 6.77% 0.7661 8.86% 114
5 Months 39.43 7.6% 0.7605 9.66% 115
10 Months 36.93 14.88% 0.715 16.65% 123
20 Months 33.74 25.76% 0.6568 26.99% 134

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
2017-09-26 0.834 42.43 -2.37% 0.8226 13:33:17
2017-09-25 0.836 0.839 -0.36% 43.46 -0.75% 0.8488 10:09:48 1.17%
2017-09-22 0.841 0.851 -1.18% 43.79 -0.27% 0.8528 14:50:22 0.21%
2017-09-21 0.844 0.853 -1.06% 43.91 -0.14% 0.8417 14:43:54 -1.32%
2017-09-20 0.844 0.843 0.12% 43.97 0.23% 0.8382 14:44:07 -0.57%
2017-09-19 0.846 0.84 0.71% 43.87 0.6% 0.8491 14:58:46 1.08%
2017-09-18 0.840 0.84 0% 43.61 0.53% 0.8416 12:10:53 0.19%
2017-09-15 0.838 0.841 -0.36% 43.38 0.14% 0.8412 14:55:55 0

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