标普500ETF南方【SH513650】南方标普500ETF(QDII)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 |
|---|
| SH513650 | 1.811 | 2026-05-19 | -0.05% | 1.804 | 0.35% | 1.802 | 0.47% |
校准记录
| 日期 | 校准值 | 时间 | 次数 | 净值 | 对冲值 |
|---|
| 2026-05-18 | 27764.9867 | 20:08 | 1 | 1.8247 | 27765 |
参考数据
| 代码 | 价格 | 涨幅 | 日期 | 时间 | 名称 |
|---|
| SH513650 | 1.81 | -0.66% | 2026-05-20 | 11:30 | 标普500ETF南方 |
| ^GSPC | 7353.61 | -0.67% | 2026-05-19 | 16:45 | 标普500指数 |
| ES | 7364.33 | -0.19% | 2026-05-20 | 00:36 | 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 | 6.8139 | -0.03% | 2026-05-20 | 00:36 | 离岸人民币（香港） |
| USDCNY | 6.8101 | -0.03% | 2026-05-20 | 00:36 | 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 |
SH513650当前5档交易价格相对于EST1.811|1.804|1.802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 | 2.004 | | 10.66% | 11.11% | 11.24% | 8170.37|30.07|814.96 |
| 卖5 | 1.815 | 1842326 | 0.23% | 0.63% | 0.75% | 7399.81|33.61|738.1 |
| 卖4 | 1.814 | 1037300 | 0.17% | 0.57% | 0.69% | 7395.73|33.63|737.7 |
| 卖3 | 1.813 | 810400 | 0.11% | 0.52% | 0.64% | 7391.66|33.65|737.29 |
| 卖2 | 1.812 | 2848400 | 0.06% | 0.46% | 0.58% | 7387.58|33.67|736.88 |
| 卖1 | 1.811 | 526200 | 0 | 0.41% | 0.53% | 7383.5|33.69|736.48 |
| 买1 | 1.81 | 1263500 | -0.05% | 0.35% | 0.47% | 7379.43|33.71|736.07 |
| 买2 | 1.809 | 466800 | -0.11% | 0.3% | 0.42% | 7375.35|33.73|735.66 |
| 买3 | 1.808 | 474200 | -0.16% | 0.24% | 0.36% | 7371.27|33.74|735.26 |
| 买4 | 1.807 | 195000 | -0.22% | 0.18% | 0.3% | 7367.19|33.76|734.85 |
| 买5 | 1.806 | 431400 | -0.27% | 0.13% | 0.25% | 7363.12|33.78|734.44 |
| 跌停 | 1.64 | | -9.44% | -9.07% | -8.97% | 6686.33|36.89|666.94 |
^GSPC 2026-05-19数据 牛市 历史价格
| 均线 | EST | 溢价 | T+1EST | 溢价 | SH513650 | T+1EST |
|---|
| 5日 | 7416.6 | -0.85% | 7388.39 | -0.47% | 1.819 | 1.812 |
| 10日 | 7406.72 | -0.72% | 7415.42 | -0.83% | 1.817 | 1.819 |
| 20日 | 7297.2 | 0.77% | 7307.69 | 0.63% | 1.79 | 1.792 |
| 布林上轨 | 7574.1 | -2.91% | 7631.22 | -3.64% | 1.858 | 1.872 |
| 布林下轨 | 7020.31 | 4.75% | 6984.16 | 5.29% | 1.722 | 1.713 |
| 5周 | 7300.66 | 0.73% | 7345.85 | 0.11% | 1.791 | 1.802 |
| 10周 | 6955.96 | 5.72% | 7012.14 | 4.87% | 1.706 | 1.72 |
| 20周 | 6910.19 | 6.42% | 6907.07 | 6.46% | 1.695 | 1.694 |
| 周布林上轨 | 7535.1 | -2.41% | 7692.46 | -4.4% | 1.848 | 1.887 |
| 周布林下轨 | 6285.28 | 17% | 6121.69 | 20.12% | 1.542 | 1.502 |
| 5月 | 6888.86 | 6.75% | 6872.14 | 7.01% | 1.69 | 1.686 |
| 10月 | 6804.33 | 8.07% | 6847.34 | 7.39% | 1.669 | 1.679 |
| 20月 | 6341.6 | 15.96% | 6376.94 | 15.32% | 1.555 | 1.564 |
| 月布林上轨 | 7479.48 | -1.68% | 7740.83 | -5% | 1.835 | 1.899 |
| 月布林下轨 | 5203.72 | 41.31% | 5013.05 | 46.69% | 1.276 | 1.23 |
| 小牛熊分界 | 7081.79 | 3.84% | | | 1.737 | |
| 牛熊分界 | 6745.55 | 9.01% | | | 1.655 | |
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 | -126 |
| SPY | ^GSPC | 1 | 10.0254 | 2026-05-19 | 2,769 |
| 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 | |
SH513650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 | 1.822 | 1.8247 | -0.15% | 1.825 | 04:05 | 0 | 7403.05 |
| 2026-05-18 | 1.818 | 1.8255 | -0.41% | 1.825 | 04:02 | 0 | 7408.5 |
| 2026-05-15 | 1.846 | 1.8477 | -0.09% | 1.848 | 04:03 | 0 | 7501.24 |
| 2026-05-14 | 1.842 | 1.8346 | 0.4% | 1.835 | 04:02 | 0 | 7444.25 |
| 2026-05-13 | 1.839 | 1.8238 | 0.83% | 1.824 | 04:06 | 0 | 7400.96 |
| 2026-05-12 | 1.833 | 1.8278 | 0.28% | 1.828 | 04:06 | 0 | 7412.84 |
| 2026-05-11 | 1.844 | 1.8252 | 1.03% | 1.825 | 04:06 | 0 | 7398.93 |
| 2026-05-08 | 1.839 | 1.8095 | 1.63% | 1.81 | 04:08 | 0 | 7337.11 |
| 2026-05-07 | 1.841 | 1.8184 | 1.24% | 1.819 | 04:09 | 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
513650官网
南方基金 - SH501018 SH501302 SH513600 SH513650 SH513800 SH520570 SZ159615 SZ159954 SZ160140
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