标普500ETF博时【SH513500】博时标普500ETF净值
仓位估算值使用1.00。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 | 2.379 | 2026-05-19 | 1.74% | 2.369 | 2.15% | 2.368 | 2.2% |
校准记录
| 日期 | 校准值 | 时间 | 次数 | 净值 | 对冲值 |
|---|
| 2026-05-18 | 21137.6716 | 18:36 | 1 | 2.3968 | 21138 |
参考数据
| 代码 | 价格 | 涨幅 | 日期 | 时间 | 名称 |
|---|
| SH513500 | 2.42 | -0.82% | 2026-05-20 | 11:30 | 标普500ETF博时 |
| ^GSPC | 7353.61 | -0.67% | 2026-05-19 | 16:45 | 标普500指数 |
| ES | 7369.65 | -0.11% | 2026-05-20 | 00:10 | 标普500指数期货 |
| SH | 33.83 | 0.65% | 2026-05-19 | 16:00 | 标普500指数ETF-ProShares做空 |
| 33.79 | 0.54% | 2026-05-19 | 19:58 | 盘后交易 |
| SPY | 733.73 | -0.67% | 2026-05-19 | 16:00 | SPDR标普500 ETF |
| 734.19 | -0.6% | 2026-05-19 | 19:59 | 盘后交易 |
| USDCNH | 6.8126 | -0.05% | 2026-05-20 | 00:10 | 离岸人民币（香港） |
| USDCNY | 6.8095 | -0.04% | 2026-05-20 | 00:10 | 在岸人民币 |
| USCNY | 6.8397 | 0.03% | 2026-05-20 | 09:15 | 美元人民币汇率中间价 |
SH513500当前5档交易价格相对于EST2.379|2.369|2.368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 | 2.684 | | 12.83% | 13.3% | 13.35% | 8331.52|29.33|831.04 |
| 卖5 | 2.425 | 884200 | 1.95% | 2.37% | 2.41% | 7527.55|33.03|750.85 |
| 卖4 | 2.424 | 606700 | 1.9% | 2.32% | 2.37% | 7524.45|33.04|750.54 |
| 卖3 | 2.423 | 610200 | 1.86% | 2.28% | 2.33% | 7521.34|33.05|750.23 |
| 卖2 | 2.422 | 570300 | 1.82% | 2.24% | 2.29% | 7518.24|33.07|749.92 |
| 卖1 | 2.421 | 316500 | 1.78% | 2.2% | 2.24% | 7515.13|33.08|749.61 |
| 买1 | 2.42 | 41800 | 1.74% | 2.15% | 2.2% | 7512.03|33.1|749.3 |
| 买2 | 2.419 | 432600 | 1.69% | 2.11% | 2.16% | 7508.93|33.11|748.99 |
| 买3 | 2.418 | 350200 | 1.65% | 2.07% | 2.12% | 7505.82|33.13|748.68 |
| 买4 | 2.417 | 570100 | 1.61% | 2.03% | 2.08% | 7502.72|33.14|748.37 |
| 买5 | 2.416 | 887100 | 1.57% | 1.99% | 2.03% | 7499.61|33.15|748.06 |
| 跌停 | 2.196 | | -7.68% | -7.3% | -7.26% | 6816.7|36.3|679.94 |
^GSPC 2026-05-19数据 牛市 历史价格
| 均线 | EST | 溢价 | T+1EST | 溢价 | SH513500 | T+1EST |
|---|
| 5日 | 7416.6 | -0.85% | 7388.39 | -0.47% | 2.389 | 2.38 |
| 10日 | 7406.72 | -0.72% | 7415.42 | -0.83% | 2.386 | 2.389 |
| 20日 | 7297.2 | 0.77% | 7307.69 | 0.63% | 2.351 | 2.354 |
| 布林上轨 | 7574.1 | -2.91% | 7631.22 | -3.64% | 2.44 | 2.458 |
| 布林下轨 | 7020.31 | 4.75% | 6984.16 | 5.29% | 2.262 | 2.25 |
| 5周 | 7300.66 | 0.73% | 7345.85 | 0.11% | 2.352 | 2.366 |
| 10周 | 6955.96 | 5.72% | 7012.14 | 4.87% | 2.241 | 2.259 |
| 20周 | 6910.19 | 6.42% | 6907.07 | 6.46% | 2.226 | 2.225 |
| 周布林上轨 | 7535.1 | -2.41% | 7692.46 | -4.4% | 2.427 | 2.478 |
| 周布林下轨 | 6285.28 | 17% | 6121.69 | 20.12% | 2.025 | 1.972 |
| 5月 | 6888.86 | 6.75% | 6872.14 | 7.01% | 2.219 | 2.214 |
| 10月 | 6804.33 | 8.07% | 6847.34 | 7.39% | 2.192 | 2.206 |
| 20月 | 6341.6 | 15.96% | 6376.94 | 15.32% | 2.043 | 2.054 |
| 月布林上轨 | 7479.48 | -1.68% | 7740.83 | -5% | 2.41 | 2.494 |
| 月布林下轨 | 5203.72 | 41.31% | 5013.05 | 46.69% | 1.676 | 1.615 |
| 小牛熊分界 | 7081.79 | 3.84% | | | 2.281 | |
| 牛熊分界 | 6745.55 | 9.01% | | | 2.173 | |
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 | 217.3978 | 2026-05-19 | -96 |
| SPY | ^GSPC | 1 | 10.0254 | 2026-05-19 | 2,108 |
| 均线 | EST | 溢价 | T+1EST | 溢价 | SH | T+1EST |
|---|
| 5日 | 7416.6 | -0.85% | 7388.39 | -0.47% | 33.54 | 33.67 |
| 10日 | 7406.72 | -0.72% | 7415.42 | -0.83% | 33.58 | 33.54 |
| 20日 | 7297.2 | 0.77% | 7307.69 | 0.63% | 34.09 | 34.04 |
| 布林上轨 | 7574.1 | -2.91% | 7631.22 | -3.64% | 32.81 | 32.55 |
| 布林下轨 | 7020.31 | 4.75% | 6984.16 | 5.29% | 35.36 | 35.53 |
| 5周 | 7300.66 | 0.73% | 7345.85 | 0.11% | 34.07 | 33.86 |
| 10周 | 6955.96 | 5.72% | 7012.14 | 4.87% | 35.65 | 35.4 |
| 20周 | 6910.19 | 6.42% | 6907.07 | 6.46% | 35.87 | 35.88 |
| 周布林上轨 | 7535.1 | -2.41% | 7692.46 | -4.4% | 32.99 | 32.27 |
| 周布林下轨 | 6285.28 | 17% | 6121.69 | 20.12% | 38.74 | 39.49 |
| 5月 | 6888.86 | 6.75% | 6872.14 | 7.01% | 35.96 | 36.04 |
| 10月 | 6804.33 | 8.07% | 6847.34 | 7.39% | 36.35 | 36.15 |
| 20月 | 6341.6 | 15.96% | 6376.94 | 15.32% | 38.48 | 38.32 |
| 月布林上轨 | 7479.48 | -1.68% | 7740.83 | -5% | 33.25 | 32.04 |
| 月布林下轨 | 5203.72 | 41.31% | 5013.05 | 46.69% | 43.71 | 44.59 |
| 小牛熊分界 | 7081.79 | 3.84% | | | 35.08 | |
| 牛熊分界 | 6745.55 | 9.01% | | | 36.62 | |
| 均线 | EST | 溢价 | T+1EST | 溢价 | SPY | T+1EST |
|---|
| 5日 | 7416.6 | -0.85% | 7388.39 | -0.47% | 739.78 | 736.96 |
| 10日 | 7406.72 | -0.72% | 7415.42 | -0.83% | 738.79 | 739.66 |
| 20日 | 7297.2 | 0.77% | 7307.69 | 0.63% | 727.87 | 728.92 |
| 布林上轨 | 7574.1 | -2.91% | 7631.22 | -3.64% | 755.49 | 761.19 |
| 布林下轨 | 7020.31 | 4.75% | 6984.16 | 5.29% | 700.25 | 696.64 |
| 5周 | 7300.66 | 0.73% | 7345.85 | 0.11% | 728.21 | 732.72 |
| 10周 | 6955.96 | 5.72% | 7012.14 | 4.87% | 693.83 | 699.44 |
| 20周 | 6910.19 | 6.42% | 6907.07 | 6.46% | 689.27 | 688.96 |
| 周布林上轨 | 7535.1 | -2.41% | 7692.46 | -4.4% | 751.6 | 767.29 |
| 周布林下轨 | 6285.28 | 17% | 6121.69 | 20.12% | 626.93 | 610.62 |
| 5月 | 6888.86 | 6.75% | 6872.14 | 7.01% | 687.14 | 685.47 |
| 10月 | 6804.33 | 8.07% | 6847.34 | 7.39% | 678.71 | 683 |
| 20月 | 6341.6 | 15.96% | 6376.94 | 15.32% | 632.55 | 636.08 |
| 月布林上轨 | 7479.48 | -1.68% | 7740.83 | -5% | 746.05 | 772.12 |
| 月布林下轨 | 5203.72 | 41.31% | 5013.05 | 46.69% | 519.05 | 500.03 |
| 小牛熊分界 | 7081.79 | 3.84% | | | 706.38 | |
| 牛熊分界 | 6745.55 | 9.01% | | | 672.84 | |
校准记录
| 日期 | 校准值 | 时间 | 次数 |
|---|
| 2026-05-19 | 1.0027 | 04:00 | 3150 |
理论溢价：1.0024 期货升水
| 均线 | EST | 溢价 | T+1EST | 溢价 | ES | T+1EST |
|---|
| 5日 | 7416.6 | -0.85% | 7388.39 | -0.47% | 7434.5 | 7406.25 |
| 10日 | 7406.72 | -0.72% | 7415.42 | -0.83% | 7424.75 | 7433.5 |
| 20日 | 7297.2 | 0.77% | 7307.69 | 0.63% | 7315 | 7325.5 |
| 布林上轨 | 7574.1 | -2.91% | 7631.22 | -3.64% | 7592.5 | 7649.75 |
| 布林下轨 | 7020.31 | 4.75% | 6984.16 | 5.29% | 7037.25 | 7001 |
| 5周 | 7300.66 | 0.73% | 7345.85 | 0.11% | 7318.25 | 7363.75 |
| 10周 | 6955.96 | 5.72% | 7012.14 | 4.87% | 6972.75 | 7029.25 |
| 20周 | 6910.19 | 6.42% | 6907.07 | 6.46% | 6927 | 6923.75 |
| 周布林上轨 | 7535.1 | -2.41% | 7692.46 | -4.4% | 7553.25 | 7711 |
| 周布林下轨 | 6285.28 | 17% | 6121.69 | 20.12% | 6300.5 | 6136.5 |
| 5月 | 6888.86 | 6.75% | 6872.14 | 7.01% | 6905.5 | 6888.75 |
| 10月 | 6804.33 | 8.07% | 6847.34 | 7.39% | 6820.75 | 6864 |
| 20月 | 6341.6 | 15.96% | 6376.94 | 15.32% | 6357 | 6392.5 |
| 月布林上轨 | 7479.48 | -1.68% | 7740.83 | -5% | 7497.5 | 7759.5 |
| 月布林下轨 | 5203.72 | 41.31% | 5013.05 | 46.69% | 5216.25 | 5025.25 |
| 小牛熊分界 | 7081.79 | 3.84% | | | 7099 | |
| 牛熊分界 | 6745.55 | 9.01% | | | 6762 | |
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 |
|---|
| 2026-05-19 | 2.44 | 2.3968 | 1.8% | 2.397 | 04:05 | 0 | 7403.05 |
| 2026-05-18 | 2.44 | 2.3983 | 1.74% | 2.398 | 04:02 | 0 | 7408.5 |
| 2026-05-15 | 2.48 | 2.4274 | 2.17% | 2.427 | 04:03 | 0 | 7501.24 |
| 2026-05-14 | 2.489 | 2.4098 | 3.29% | 2.41 | 04:02 | 0 | 7444.25 |
| 2026-05-13 | 2.488 | 2.3954 | 3.87% | 2.396 | 04:06 | 0 | 7400.96 |
| 2026-05-12 | 2.477 | 2.4008 | 3.17% | 2.401 | 04:06 | 0 | 7412.84 |
| 2026-05-11 | 2.492 | 2.3975 | 3.94% | 2.397 | 04:04 | 0 | 7398.93 |
| 2026-05-08 | 2.483 | 2.3766 | 4.48% | 2.377 | 04:08 | 0 | 7337.11 |
| 2026-05-07 | 2.482 | 2.3882 | 3.93% | 2.388 | 04:06 | 0 | 7365.12 |
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 |
|---|
| 2026-05-19 | 33.83 | 33.8256 | 0 | 0.65% |
| 2026-05-18 | 33.61 | 33.595 | 0.04% | 0.15% |
| 2026-05-15 | 33.56 | 33.5574 | 0 | 1.27% |
| 2026-05-14 | 33.14 | 33.15 | -0.03% | -0.81% |
| 2026-05-13 | 33.41 | 33.3997 | 0.03% | -0.54% |
| 2026-05-12 | 33.59 | 33.5883 | 0 | 0.18% |
| 2026-05-11 | 33.53 | 33.5332 | 0 | -0.24% |
| 2026-05-08 | 33.61 | 33.5945 | 0.05% | -0.74% |
| 2026-05-07 | 33.86 | 33.8749 | -0.04% | 0.33% |
| 2026-05-06 | 33.75 | 33.7331 | 0.05% | -1.37% |
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 |
|---|
| 2026-05-19 | 733.73 | 733.4956 | 0.03% | -0.67% |
| 2026-05-18 | 738.65 | 738.3735 | 0.04% | -0.07% |
| 2026-05-15 | 739.17 | 738.8641 | 0.04% | -1.2% |
| 2026-05-14 | 748.17 | 747.9738 | 0.03% | 0.79% |
| 2026-05-13 | 742.31 | 742.2825 | 0% | 0.56% |
| 2026-05-12 | 738.18 | 737.9445 | 0.03% | -0.15% |
| 2026-05-11 | 739.3 | 739.0874 | 0.03% | 0.23% |
| 2026-05-08 | 737.62 | 737.6397 | 0% | 0.83% |
| 2026-05-07 | 731.58 | 731.3814 | 0.03% | -0.31% |
| 2026-05-06 | 733.83 | 734.1562 | -0.04% | 1.39% |
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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