CITIC-PRUDENTIAL Commodity(SZ165513) Net Value

Official Est date 2018-01-17, calibration(History) on 2018-01-17 21:18:27.
Symbol Official Est Official Premium Fair Est Fair Premium Realtime Est Realtime Premium
SZ165513 0.4603 -0.72% 0.4603 -0.72%

Reference data
Symbol Price Change Date Time Remark
GSG 16.77 0.36% 2018-01-17 13:23 iShares S&P GSCI Commodity-Index
^GSG-IV 16.7 -0.01% 2018-01-17 13:13 Net Value
DXF 90.11 -0.14% 2018-01-18 02:28 USD Future
USCNY 6.627 0.1% 2017-10-24 09:22 USD/CNY Reference Rate
SZ165513 0.457 -0.44% 2018-01-17 15:05 CITIC-PRUDENTIAL Commodity

The Premium of Ask/Bid Price comparing with SZ165513 each Est net value 0.4603/0.4603
Trading Price(RMB¥) Num(100) Official Premium Fair Premium Realtime Premium Arbitrage Quantity
Ask 5 0.461 477 0.15% 0.15% 277@16.79
Ask 4 0.46 8 -0.07% -0.07% 278@16.76
Ask 3 0.459 3334 -0.29% -0.29% 278@16.72
Ask 2 0.458 154 -0.5% -0.5% 279@16.68
Ask 1 0.457 1922 -0.72% -0.72% 280@16.65
Bid 1 0.456 958 -0.94% -0.94% 280@16.61
Bid 2 0.455 509 -1.15% -1.15% 281@16.57
Bid 3 0.454 5 -1.37% -1.37% 281@16.54
Bid 4 0.444 23 -3.54% -3.54% 288@16.17
Bid 5 0.443 2 -3.76% -3.76% 288@16.14

Days of GSG trading range covered the SMA in past 100 trading days starting from 2018-01-16. SZ165513 current trading price 0.457 comparing with Est. History
SMA Est Premium Days SZ165513 Est Premium Arbitrage Quantity
5 Days 16.71 0.37% 31 0.4587 -0.37% 279
10 Days 16.59 1.08% 19 0.4556 0.3% 281
20 Days 16.27 3.07% 14 0.4473 2.17% 286
Boll Up 17.14 -2.14% 12 0.4699 -2.74% 272
Boll Down 15.4 8.86% 2 0.4247 7.6% 302
5 Weeks 16.33 2.68% 0.4489 1.8% 285
10 Weeks 15.99 4.86% 0.44 3.86% 291
20 Weeks 15.51 8.15% 0.4274 6.94% 300
5 Months 15.59 7.6% 0.4294 6.43% 299
10 Months 14.9 12.53% 0.4116 11.03% 312
20 Months 14.92 12.39% 0.4121 10.89% 312

The Premium history of SZ165513 Close price comparing with Net Value All Records
Date Close Net Value Premium GSG Change Official Est Est Time Error
2018-01-17 0.457 0.459 -0.44% 16.71 -0.54% 0.4598 19:32:03 0.17%
2018-01-15 0.459 0.466 -1.5% 16.8 0.72% 0.4647 20:25:15 -0.28%
2018-01-12 0.458 0.463 -1.08% 16.68 0.24% 0.4616 20:16:30 -0.3%
2018-01-11 0.456 0.461 -1.08% 16.64 0.36% 0.4602 20:51:25 -0.17%
2018-01-10 0.460 0.457 0.66% 16.58 0.91% 0.4599 20:47:33 0.63%
2018-01-09 0.453 0.455 -0.44% 16.43 0.18% 0.4552 20:40:28 0
2018-01-08 0.452 0.455 -0.66% 16.4 -0.85% 0.4535 21:14:25 -0.33%

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