CITIC-PRUDENTIAL Commodity(SZ165513) Net Value

Official Est date 2018-05-21, calibration(Calibration History) on 2018-05-21 22:30:09.
Symbol Official Est Official Premium Fair Est Fair Premium Realtime Est Realtime Premium
SZ165513 0.4779 -3.32% 0.4779 -3.32%

Reference data
Symbol Price Change Date Time Name
GSG 18.15 0.95% 2018-05-21 16:00 iShares S&P GSCI Commodity-Index
GSG 17.97 -0.05% 2018-05-18 20:00 Post-Market Trading
DINIW 93.56 0.04% 2018-05-22 08:04 USD Index
USCNY 6.385 0.14% 2018-05-21 09:15 USD/CNY Reference Rate
SZ165513 0.462 -1.07% 2018-05-21 16:00 CITIC-PRUDENTIAL Commodity

The Premium of Ask/Bid Price comparing with SZ165513 each Est net value 0.4779/0.4779
Trading Price Num(100) Official PremiumFair Premium Arbitrage Quantity
Ask 5 0.47 238 -1.65%-1.65% 877@17.84
Ask 4 0.469 1886 -1.86%-1.86% 879@17.8
Ask 3 0.468 1081 -2.07%-2.07% 881@17.77
Ask 2 0.467 20 -2.28%-2.28% 883@17.73
Ask 1 0.466 1 -2.49%-2.49% 885@17.69
Bid 1 0.463 1 -3.11%-3.11% 891@17.58
Bid 2 0.462 33 -3.32%-3.32% 893@17.54
Bid 3 0.461 289 -3.53%-3.53% 894@17.5
Bid 4 0.46 83 -3.74%-3.74% 896@17.46
Bid 5 0.459 91 -3.95%-3.95% 898@17.42

Days of GSG trading range covered the SMA in past 100 trading days starting from 2018-05-21 History
SMA Est Premium Days T+1 Est SZ165513 EstT+1 Est Arbitrage Quantity
5 Days 18.04 0.64% 23 18.05 0.4750.4755 868/867
10 Days 17.94 1.15% 16 17.96 0.47270.473 872/872
20 Days 17.68 2.64% 10 17.7 0.46620.4667 885/884
Boll Up 18.31 -0.88% 15 18.45 0.48190.4855 855/848
Boll Down 17.05 6.42% 2 16.95 0.45050.4479 918/923
5 Weeks 17.69 2.61% 17.79 0.46630.469 885/880
10 Weeks 17.22 5.4% 17.28 0.45460.4562 909/906
20 Weeks 16.85 7.69% 16.86 0.44540.4455 929/929
5 Months 16.81 7.99% 16.78 0.44430.4436 931/933
10 Months 16 13.41% 16.2 0.42420.429 978/966
20 Months 15.38 18.02% 15.42 0.40850.4097 1018/1015
EMA 1.8635 873.96% 6.373 0.07030.1832 8404/2457

The Premium history of SZ165513 Close price comparing with Net Value Net Value History
Date Close Net Value Premium GSG Change Official Est Est Time Error
2018-05-21 0.462 0.473 -2.33% 17.98 -0.28% 0.4723 20:54:53 -0.15%
2018-05-18 0.467 0.473 -1.27% 18.03 0.28% 0.4738 20:42:27 0.17%
2018-05-17 0.468 0.473 -1.06% 17.98 0.45% 0.4728 18:43:38 0
2018-05-16 0.464 0.469 -1.07% 17.9 -0.06% 0.4707 21:15:51 0.36%
2018-05-15 0.462 0.47 -1.7% 17.91 0.73% 0.47 19:08:08 0
2018-05-14 0.462 0.468 -1.28% 17.78 -0.73% 0.468 20:54:05 0
2018-05-11 0.463 0.473 -2.11% 17.91 0.34% 0.4728 20:40:04 0
2018-05-10 0.465 0.471 -1.27% 17.85 1.13% 0.4704 19:00:50 -0.13%
2018-05-09 0.465 0.465 0% 17.65 0.28% 0.4669 19:08:34 0.41%

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