CITIC-PRUDENTIAL Commodity(SZ165513) Net Value

Official Est date 2018-09-18, calibration(Calibration History) on 2018-09-19 09:05:05.
Symbol Official Est Official Premium Fair Est Fair Premium Realtime Est Realtime Premium
SZ165513 0.4876 0 0.4877 0

Reference data
Symbol Price Change Date Time Name
SZ165513 0.488 0.21% 2018-09-19 13:38 CITIC-PRUDENTIAL Commodity
GSG 17.43 1.1% 2018-09-18 16:00 iShares S&P GSCI Commodity-Index
GSG 17.43 1.1% 2018-09-18 20:00 Post-Market Trading
DINIW 94.52 -0.09% 2018-09-19 13:38 USD Index
USCNY 6.857 0.02% 2018-09-19 09:15 USD/CNY Reference Rate

The Premium of Ask/Bid Price comparing with SZ165513 each Est net value 0.4876/0.4877
Trading Price Num(100) Official PremiumFair Premium Arbitrage Quantity
Ask 5 0.492 5152 0.91%0.89% 829@17.58
Ask 4 0.491 45 0.7%0.68% 831@17.55
Ask 3 0.49 1299 0.5%0.48% 833@17.51
Ask 2 0.489 1502 0.29%0.27% 834@17.47
Ask 1 0.488 252 00 836@17.44
Bid 1 0.487 709 -0.12%-0.14% 838@17.4
Bid 2 0.486 300 -0.32%-0.34% 839@17.37
Bid 3 0.485 5 -0.53%-0.55% 841@17.33
Bid 4 0.484 513 -0.73%-0.75% 843@17.3
Bid 5 0.483 505 -0.94%-0.96% 845@17.26

Days of GSG trading range covered the SMA in past 100 trading days starting from 2018-09-18 History
SMA Est Premium Days T+1 Est SZ165513 EstT+1 Est Arbitrage Quantity
5 Days 17.32 0.66% 35 17.32 0.48450.4846 842/842
10 Days 17.3 0.75% 26 17.32 0.48410.4847 843/842
20 Days 17.3 0.76% 18 17.31 0.48410.4843 843/842
Boll Up 17.58 -0.84% 5 17.64 0.49150.4932 829/826
Boll Down 17.02 2.42% 8 16.97 0.47660.4755 857/859
5 Weeks 17.29 0.82% 17.3 0.48380.4842 843/843
10 Weeks 17.16 1.56% 17.18 0.48050.481 849/848
20 Weeks 17.38 0.3% 17.36 0.48620.4856 839/840
5 Months 17.58 -0.83% 17.54 0.49140.4904 829/831
10 Months 17.09 1.99% 17.19 0.47850.4812 853/848
20 Months 15.89 9.69% 15.92 0.44670.4473 917/916
EMA50 16.84 3.52% 0.4718 866
EMA200 10.55 65.17% 0.3047 1382

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
2018-09-18 0.487 0.484 0.62% 17.24 -0.23% 0.4851 12:00:03 -0.22%
2018-09-17 0.486 0.484 0.41% 17.28 -0.17% 0.4835 04:55:34 0
2018-09-14 0.484 0.485 -0.21% 17.31 -1.14% 0.4888 07:12:43 -0.78%
2018-09-13 0.488 0.495 -1.41% 17.51 0.63% 0.4932 09:39:28 0.36%
2018-09-12 0.486 0.489 -0.61% 17.4 1.16% 0.4851 04:36:57 0.81%
2018-09-11 0.476 0.48 -0.83% 17.2 0.06% 0.4821 06:22:00 -0.43%
2018-09-10 0.48 0.479 0.21% 17.19 0.29% 0.4796 20:54:14 -0.12%
2018-09-07 0.48 0.479 0.21% 17.14 -0.7% 0.4793 03:26:29 0
2018-09-06 0.482 0.483 -0.21% 17.26 -0.58% 0.4828 10:14:45 0

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