CITIC-PRUDENTIAL Commodity(SZ165513) Net Value

Official Est date 2018-07-19, calibration(Calibration History) on 2018-07-19 19:47:32.
Symbol Official Est Official Premium Fair Est Fair Premium Realtime Est Realtime Premium
SZ165513 0.4752 -0.68% 0.4785 -1.37%

Reference data
Symbol Price Change Date Time Name
SZ165513 0.472 0.85% 2018-07-20 14:34 CITIC-PRUDENTIAL Commodity
GSG 16.9 0 2018-07-19 16:00 iShares S&P GSCI Commodity-Index
GSG 16.9 0 2018-07-19 20:00 Post-Market Trading
DINIW 95.15 -0.01% 2018-07-20 14:34 USD Index
USCNY 6.767 0.9% 2018-07-20 09:15 USD/CNY Reference Rate

The Premium of Ask/Bid Price comparing with SZ165513 each Est net value 0.4752/0.4785
Trading Price Num(100) Official PremiumFair Premium Arbitrage Quantity
Ask 5 0.478 15 0.58%-0.11% 875@17.02
Ask 4 0.477 22 0.37%-0.32% 877@16.99
Ask 3 0.476 15 0.16%-0.53% 879@16.95
Ask 2 0.475 516 0-0.74% 881@16.92
Ask 1 0.474 855 -0.26%-0.95% 883@16.88
Bid 1 0.472 201 -0.68%-1.37% 887@16.81
Bid 2 0.471 401 -0.89%-1.58% 888@16.77
Bid 3 0.47 1128 -1.1%-1.78% 890@16.74
Bid 4 0.469 600 -1.31%-1.99% 892@16.7
Bid 5 0.468 5 -1.52%-2.2% 894@16.67

Days of GSG trading range covered the SMA in past 100 trading days starting from 2018-07-19 History
SMA Est Premium Days T+1 Est SZ165513 EstT+1 Est Arbitrage Quantity
5 Days 16.84 0.34% 32 16.86 0.47290.4735 885/884
10 Days 17.13 -1.37% 21 17.06 0.48070.4786 870/874
20 Days 17.37 -2.69% 10 17.37 0.4870.4869 858/858
Boll Up 18.2 -7.15% 11 18.41 0.50920.5149 819/809
Boll Down 16.53 2.21% 5 16.32 0.46470.4589 901/913
5 Weeks 17.54 -3.66% 17.59 0.49160.4929 849/847
10 Weeks 17.55 -3.69% 17.49 0.49180.4903 849/852
20 Weeks 17.24 -1.99% 17.29 0.48360.4849 864/862
5 Months 17.42 -2.97% 17.67 0.48830.4951 856/843
10 Months 16.7 1.22% 16.85 0.4690.4731 893/884
20 Months 15.7 7.64% 15.7 0.44250.4425 949/949
EMA200/50 7.095 138.18% 15.22 0.21290.4298 2101/979

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
2018-07-19 0.468 0.473 -1.06% 16.9 0.66% 0.4731 08:06:18 0
2018-07-18 0.466 0.47 -0.85% 16.79 0.06% 0.4702 01:01:27 0
2018-07-17 0.468 0.47 -0.43% 16.78 -2.33% 0.4672 08:34:49 0.59%
2018-07-16 0.47 0.477 -1.47% 17.18 0.35% 0.4775 05:59:30 0
2018-07-13 0.47 0.476 -1.26% 17.12 0.53% 0.474 05:39:28 0.42%
2018-07-12 0.472 0.47 0.43% 17.03 -4.06% 0.4691 05:39:39 0.18%
2018-07-11 0.478 0.486 -1.65% 17.75 -0.06% 0.4835 06:19:37 0.51%
2018-07-10 0.478 0.485 -1.44% 17.76 0.45% 0.4843 08:36:57 0.15%
2018-07-09 0.476 0.482 -1.24% 17.68 0.28% 0.4831 08:15:50 -0.22%

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