标普500ETF【SH513500】博时标普500ETF净值
仓位估算值使用1。实时ESTES和^GSPC关联程度按照100%估算。
| 代码 | 官方EST | EST日期 | 溢价 | 参考EST | 溢价 | 实时EST | 溢价 |
|---|
| SH513500 | 2.310 | 2026-04-17 | 2.19% | 2.296 | 2.84% | 2.297 | 2.81% |
校准记录
| 日期 | 校准值 | 时间 | 次数 | 净值 | 对冲值 |
|---|
| 2026-04-16 | 21,164.5547 | 19:24 | 1 | 2.2828 | 21,165 |
参考数据
| 代码 | 价格 | 涨幅 | 日期 | 时间 | 名称 |
|---|
| SH513500 | 2.361 | -0.17% | 2026-04-17 | 15:00 | 标普500ETF |
| ^GSPC | 7126.06 | 1.20% | 2026-04-17 | 16:38 | 标普500指数 |
| ES | 7166.62 | 1.27% | 2026-04-17 | 16:59 | 标普500指数期货 |
| SH | 34.80 | -1.14% | 2026-04-17 | 16:00 | 标普500指数ETF-ProShares做空 |
| 34.80 | -1.14% | 2026-04-17 | 19:58 | 盘后交易 |
| SPY | 710.14 | 1.21% | 2026-04-17 | 16:00 | SPDR标普500 ETF |
| 710.75 | 1.30% | 2026-04-17 | 19:59 | 盘后交易 |
| USDCNH | 6.8129 | -0.01% | 2026-04-17 | 17:28 | 离岸人民币（香港） |
| USDCNY | 6.8184 | 0 | 2026-04-17 | 14:57 | 在岸人民币 |
| USCNY | 6.8622 | 0.01% | 2026-04-17 | 09:15 | 美元人民币汇率中间价 |
SH513500当前5档交易价格相对于EST2.310|2.296|2.297的溢价 轮动交易
| 交易 | 价格 | 数量 | 官方溢价 | 参考溢价 | 实时溢价 | ^GSPC|SH|SPY价格 |
|---|
| 涨停 | 2.597 | | 12.40% | 13.12% | 13.08% | 8061.18|30.22|803.39 |
| 卖5 | 2.366 | 1757790 | 2.40% | 3.06% | 3.02% | 7344.15|33.71|731.93 |
| 卖4 | 2.365 | 690400 | 2.36% | 3.02% | 2.98% | 7341.04|33.73|731.62 |
| 卖3 | 2.364 | 315500 | 2.32% | 2.97% | 2.94% | 7337.94|33.75|731.32 |
| 卖2 | 2.363 | 657800 | 2.27% | 2.93% | 2.89% | 7334.84|33.76|731.01 |
| 卖1 | 2.362 | 373000 | 2.23% | 2.89% | 2.85% | 7331.73|33.78|730.70 |
| 买1 | 2.361 | 56800 | 2.19% | 2.84% | 2.81% | 7328.63|33.79|730.39 |
| 买2 | 2.360 | 542400 | 2.14% | 2.80% | 2.76% | 7325.52|33.81|730.08 |
| 买3 | 2.359 | 208500 | 2.10% | 2.76% | 2.72% | 7322.42|33.82|729.77 |
| 买4 | 2.358 | 239600 | 2.06% | 2.71% | 2.67% | 7319.32|33.84|729.46 |
| 买5 | 2.357 | 286700 | 2.01% | 2.67% | 2.63% | 7316.21|33.85|729.15 |
| 跌停 | 2.125 | | -8.03% | -7.44% | -7.47% | 6596.08|37.37|657.38 |
^GSPC 2026-04-17数据 牛市 历史价格
| 均线 | EST | 溢价 | T+1EST | 溢价 | SH513500 | T+1EST |
|---|
| 5日 | 7039.42 | 1.23% | 7063.43 | 0.89% | 2.268 | 2.276 |
| 10日 | 6898.35 | 3.30% | 6933.53 | 2.78% | 2.222 | 2.234 |
| 20日 | 6700.13 | 6.36% | 6706.75 | 6.25% | 2.159 | 2.161 |
| 布林上轨 | 7216.71 | -1.26% | 7351.62 | -3.07% | 2.325 | 2.368 |
| 布林下轨 | 6183.55 | 15.24% | 6061.88 | 17.56% | 1.992 | 1.953 |
| 5周 | 6723.62 | 5.99% | 6841.88 | 4.15% | 2.166 | 2.204 |
| 10周 | 6729.06 | 5.90% | 6706.51 | 6.26% | 2.168 | 2.161 |
| 20周 | 6817.96 | 4.52% | 6817.44 | 4.53% | 2.196 | 2.196 |
| 周布林上轨 | 7225.17 | -1.37% | 7329.78 | -2.78% | 2.328 | 2.361 |
| 周布林下轨 | 6410.76 | 11.16% | 6305.09 | 13.02% | 2.065 | 2.031 |
| 5月 | 6797.98 | 4.83% | 6782.14 | 5.07% | 2.190 | 2.185 |
| 10月 | 6707.70 | 6.24% | 6753.74 | 5.51% | 2.161 | 2.176 |
| 20月 | 6265.47 | 13.74% | 6293.41 | 13.23% | 2.018 | 2.027 |
| 月布林上轨 | 7336.35 | -2.87% | 7596.13 | -6.19% | 2.363 | 2.447 |
| 月布林下轨 | 5194.58 | 37.18% | 4990.69 | 42.79% | 1.673 | 1.608 |
| 小牛熊分界 | 6772.94 | 5.21% | | | 2.182 | |
| 牛熊分界 | 6614.42 | 7.74% | | | 2.131 | |
基金指数对照表
| 代码 | 跟踪代码 | 仓位 | 校准值 | 日期 | 对冲值 |
|---|
| SH | ^GSPC | -1.00 | 204.8949 | 2026-04-17 | -106 |
| SPY | ^GSPC | 1.00 | 10.0339 | 2026-04-17 | 2,109 |
| 均线 | EST | 溢价 | T+1EST | 溢价 | SH | T+1EST |
|---|
| 5日 | 7039.42 | 1.23% | 7063.43 | 0.89% | 35.20 | 35.08 |
| 10日 | 6898.35 | 3.30% | 6933.53 | 2.78% | 35.89 | 35.72 |
| 20日 | 6700.13 | 6.36% | 6706.75 | 6.25% | 36.86 | 36.83 |
| 布林上轨 | 7216.71 | -1.26% | 7351.62 | -3.07% | 34.34 | 33.68 |
| 布林下轨 | 6183.55 | 15.24% | 6061.88 | 17.56% | 39.38 | 39.97 |
| 5周 | 6723.62 | 5.99% | 6841.88 | 4.15% | 36.74 | 36.17 |
| 10周 | 6729.06 | 5.90% | 6706.51 | 6.26% | 36.72 | 36.83 |
| 20周 | 6817.96 | 4.52% | 6817.44 | 4.53% | 36.28 | 36.29 |
| 周布林上轨 | 7225.17 | -1.37% | 7329.78 | -2.78% | 34.30 | 33.78 |
| 周布林下轨 | 6410.76 | 11.16% | 6305.09 | 13.02% | 38.27 | 38.79 |
| 5月 | 6797.98 | 4.83% | 6782.14 | 5.07% | 36.38 | 36.46 |
| 10月 | 6707.70 | 6.24% | 6753.74 | 5.51% | 36.82 | 36.60 |
| 20月 | 6265.47 | 13.74% | 6293.41 | 13.23% | 38.98 | 38.84 |
| 月布林上轨 | 7336.35 | -2.87% | 7596.13 | -6.19% | 33.75 | 32.48 |
| 月布林下轨 | 5194.58 | 37.18% | 4990.69 | 42.79% | 44.21 | 45.20 |
| 小牛熊分界 | 6772.94 | 5.21% | | | 36.50 | |
| 牛熊分界 | 6614.42 | 7.74% | | | 37.28 | |
| 均线 | EST | 溢价 | T+1EST | 溢价 | SPY | T+1EST |
|---|
| 5日 | 7039.42 | 1.23% | 7063.43 | 0.89% | 701.56 | 703.96 |
| 10日 | 6898.35 | 3.30% | 6933.53 | 2.78% | 687.50 | 691.01 |
| 20日 | 6700.13 | 6.36% | 6706.75 | 6.25% | 667.75 | 668.41 |
| 布林上轨 | 7216.71 | -1.26% | 7351.62 | -3.07% | 719.23 | 732.68 |
| 布林下轨 | 6183.55 | 15.24% | 6061.88 | 17.56% | 616.27 | 604.14 |
| 5周 | 6723.62 | 5.99% | 6841.88 | 4.15% | 670.09 | 681.88 |
| 10周 | 6729.06 | 5.90% | 6706.51 | 6.26% | 670.63 | 668.39 |
| 20周 | 6817.96 | 4.52% | 6817.44 | 4.53% | 679.49 | 679.44 |
| 周布林上轨 | 7225.17 | -1.37% | 7329.78 | -2.78% | 720.08 | 730.50 |
| 周布林下轨 | 6410.76 | 11.16% | 6305.09 | 13.02% | 638.91 | 628.38 |
| 5月 | 6797.98 | 4.83% | 6782.14 | 5.07% | 677.50 | 675.92 |
| 10月 | 6707.70 | 6.24% | 6753.74 | 5.51% | 668.50 | 673.09 |
| 20月 | 6265.47 | 13.74% | 6293.41 | 13.23% | 624.43 | 627.21 |
| 月布林上轨 | 7336.35 | -2.87% | 7596.13 | -6.19% | 731.16 | 757.05 |
| 月布林下轨 | 5194.58 | 37.18% | 4990.69 | 42.79% | 517.70 | 497.38 |
| 小牛熊分界 | 6772.94 | 5.21% | | | 675.01 | |
| 牛熊分界 | 6614.42 | 7.74% | | | 659.21 | |
校准记录
| 日期 | 校准值 | 时间 | 次数 |
|---|
| 2026-04-17 | 1.0053 | 04:04 | 1155 |
理论溢价：1.0050 期货升水
| 均线 | EST | 溢价 | T+1EST | 溢价 | ES | T+1EST |
|---|
| 5日 | 7039.42 | 1.23% | 7063.43 | 0.89% | 7074.75 | 7098.75 |
| 10日 | 6898.35 | 3.30% | 6933.53 | 2.78% | 6933.00 | 6968.25 |
| 20日 | 6700.13 | 6.36% | 6706.75 | 6.25% | 6733.75 | 6740.25 |
| 布林上轨 | 7216.71 | -1.26% | 7351.62 | -3.07% | 7253.00 | 7388.50 |
| 布林下轨 | 6183.55 | 15.24% | 6061.88 | 17.56% | 6214.50 | 6092.25 |
| 5周 | 6723.62 | 5.99% | 6841.88 | 4.15% | 6757.25 | 6876.25 |
| 10周 | 6729.06 | 5.90% | 6706.51 | 6.26% | 6762.75 | 6740.25 |
| 20周 | 6817.96 | 4.52% | 6817.44 | 4.53% | 6852.25 | 6851.50 |
| 周布林上轨 | 7225.17 | -1.37% | 7329.78 | -2.78% | 7261.50 | 7366.50 |
| 周布林下轨 | 6410.76 | 11.16% | 6305.09 | 13.02% | 6443.00 | 6336.75 |
| 5月 | 6797.98 | 4.83% | 6782.14 | 5.07% | 6832.00 | 6816.25 |
| 10月 | 6707.70 | 6.24% | 6753.74 | 5.51% | 6741.25 | 6787.50 |
| 20月 | 6265.47 | 13.74% | 6293.41 | 13.23% | 6297.00 | 6325.00 |
| 月布林上轨 | 7336.35 | -2.87% | 7596.13 | -6.19% | 7373.25 | 7634.25 |
| 月布林下轨 | 5194.58 | 37.18% | 4990.69 | 42.79% | 5220.75 | 5015.75 |
| 小牛熊分界 | 6772.94 | 5.21% | | | 6807.00 | |
| 牛熊分界 | 6614.42 | 7.74% | | | 6647.50 | |
SH513500的历史价格相对于净值的溢价 基金溢价记录
| 日期 | 价格 | 净值 | 溢价 | 官方EST | 时间 | 误差 | ^GSPC价格 |
|---|
| 2026-04-17 | 2.361 | 2.2828 | 3.43% | 2.283 | 04:04 | 0 | 7041.28 |
| 2026-04-16 | 2.365 | 2.2756 | 3.93% | 2.275 | 04:06 | 0 | 7022.95 |
| 2026-04-15 | 2.337 | 2.2575 | 3.52% | 2.257 | 04:08 | 0 | 6967.38 |
| 2026-04-14 | 2.313 | 2.2332 | 3.57% | 2.233 | 04:08 | 0 | 6886.24 |
| 2026-04-13 | 2.281 | 2.2105 | 3.19% | 2.210 | 04:08 | 0 | 6816.89 |
| 2026-04-10 | 2.294 | 2.2128 | 3.67% | 2.213 | 04:05 | 0 | 6824.66 |
| 2026-04-09 | 2.275 | 2.2001 | 3.40% | 2.200 | 04:06 | 0 | 6782.81 |
| 2026-04-08 | 2.290 | 2.1520 | 6.41% | 2.152 | 04:06 | 0 | 6616.85 |
| 2026-04-07 | 2.207 | 2.1432 | 2.98% |
| 2026-04-03 | 2.206 | 2.1417 | 3.00% | 2.142 | 04:06 | 0 | 6582.69 |
SH的净值价格比较
| 日期 | 价格 | 净值 | y溢价 | x涨幅 | 份额(万) | 换手 |
|---|
| 2026-04-17 | 34.80 | 34.7791 | 0.06% | -1.14% |
| 2026-04-16 | 35.20 | 35.2002 | 0 | -0.26% |
| 2026-04-15 | 35.29 | 35.2793 | 0.03% | -0.79% |
| 2026-04-14 | 35.57 | 35.5591 | 0.03% | -1.17% |
| 2026-04-13 | 35.99 | 35.9800 | 0.03% | -0.99% |
| 2026-04-10 | 36.35 | 36.3398 | 0.03% | 0.17% |
| 2026-04-09 | 36.29 | 36.2799 | 0.03% | -0.60% |
| 2026-04-08 | 36.51 | 36.5109 | 0 | -2.51% |
| 2026-04-07 | 37.45 | 37.4274 | 0.06% | 0 |
| 2026-04-06 | 37.45 | 37.4536 | 0 | -0.48% |
SPY的净值价格比较
| 日期 | 价格 | 净值 | y溢价 | x涨幅 | 份额(万) | 换手 |
|---|
| 2026-04-17 | 710.14 | 710.1987 | -0.01% | 1.21% |
| 2026-04-16 | 701.66 | 701.7572 | -0.01% | 0.25% |
| 2026-04-15 | 699.94 | 699.9265 | 0.00% | 0.79% |
| 2026-04-14 | 694.46 | 694.3392 | 0.02% | 1.22% |
| 2026-04-13 | 686.10 | 686.2427 | -0.02% | 0.98% |
| 2026-04-10 | 679.46 | 679.3319 | 0.02% | -0.07% |
| 2026-04-09 | 679.91 | 680.0446 | -0.02% | 0.58% |
| 2026-04-08 | 676.01 | 675.8376 | 0.03% | 2.55% |
| 2026-04-07 | 659.22 | 659.3081 | -0.01% | 0.04% |
| 2026-04-06 | 658.93 | 658.8050 | 0.02% | 0.47% |
相关链接
LOF基金 义工群对比 义工群对冲计算器 A股和H股对比 拖拉机自动化 简单测试 开发记录
A股指数 A股商品 美股QDII 混合QDII 港股QDII 日本QDII 欧洲QDII
上交所ETF规模 上交所ETF申购赎回清单 SPY官网 芝商所
标普500 - SH513500 SH513650 SZ159612 SZ161125 SZ159655
生物科技 中丐互怜 大宗商品和黄金 恒生指数 H股中国企业指数 恒生科技指数 MSCI美国50 原油 纳斯达克100
513500官网
博时基金 - SH513360 SH513500 SH513390 SZ159742 SZ159937
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