标普500ETF国泰【SZ159612】国泰标普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 |
|---|
| SZ159612 | 1.908 | 2026-09-10 | 8.74% | 1.891 | 9.72% | 1.891 | 9.7% |
校准记录
| 日期 | 校准值 | 时间 | 次数 | 净值 | 对冲值 |
|---|
| 2026-09-09 | 26946.549 | 20:35 | 1 | 1.9205 | 26947 |
参考数据
| 代码 | 价格 | 涨幅 | 日期 | 时间 | 名称 |
|---|
| SZ159612 | 2.075 | 0.05% | 2026-09-10 | 15:40 | 标普500ETF国泰 |
| ^GSPC | 7588.05 | -0.63% | 2026-09-10 | 15:18 | 标普500指数 |
| ES | 7593.73 | -0.65% | 2026-09-10 | 15:18 | 标普500指数期货 |
| SH | 32.9 | 0.67% | 2026-09-10 | 15:18 | 标普500指数ETF-ProShares做空 |
| SPY | 757.52 | -0.64% | 2026-09-10 | 15:18 | SPDR标普500 ETF |
| USDCNH | 6.7148 | 0.13% | 2026-09-10 | 15:17 | 离岸人民币（香港） |
| USDCNY | 6.7161 | 0.01% | 2026-09-10 | 14:56 | 在岸人民币 |
| USCNY | 6.7766 | 0% | 2026-09-10 | 09:15 | 美元人民币汇率中间价 |
SZ159612当前5档交易价格相对于EST1.908|1.891|1.891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 | 2.283 | | 19.64% | 20.72% | 20.7% | 9159.92|26.15|914.25 |
| 卖5 | 2.082 | 10100 | 9.1% | 10.09% | 10.07% | 8353.47|29.61|833.76 |
| 卖4 | 2.081 | 64600 | 9.05% | 10.03% | 10.02% | 8349.45|29.62|833.36 |
| 卖3 | 2.08 | 48600 | 9% | 9.98% | 9.97% | 8345.44|29.64|832.96 |
| 卖2 | 2.077 | 1100 | 8.84% | 9.82% | 9.81% | 8333.41|29.69|831.76 |
| 卖1 | 2.075 | 103700 | 8.74% | 9.72% | 9.7% | 8325.38|29.73|830.96 |
| 买1 | 2.074 | 11600 | 8.69% | 9.66% | 9.65% | 8321.37|29.74|830.56 |
| 买2 | 2.073 | 22600 | 8.63% | 9.61% | 9.6% | 8317.36|29.76|830.16 |
| 买3 | 2.072 | 257500 | 8.58% | 9.56% | 9.54% | 8313.34|29.78|829.76 |
| 买4 | 2.07 | 8000 | 8.48% | 9.45% | 9.44% | 8305.32|29.81|828.96 |
| 买5 | 2.069 | 21000 | 8.42% | 9.4% | 9.39% | 8301.31|29.83|828.56 |
| 跌停 | 1.868 | | -2.11% | -1.23% | -1.24% | 7494.85|33.28|748.06 |
^GSPC 2026-09-09数据 牛市 历史价格
| 均线 | EST | 溢价 | T+1EST | 溢价 | SZ159612 | T+1EST |
|---|
| 5日 | 7694.05 | -1.38% | 7676.16 | -1.15% | 1.918 | 1.913 |
| 10日 | 7689.24 | -1.32% | 7684.02 | -1.25% | 1.916 | 1.915 |
| 20日 | 7697.58 | -1.42% | 7691.95 | -1.35% | 1.919 | 1.917 |
| 布林上轨 | 7805.03 | -2.78% | 7807.95 | -2.82% | 1.945 | 1.946 |
| 布林下轨 | 7590.14 | -0.03% | 7575.95 | 0.16% | 1.892 | 1.888 |
| 5周 | 7722.62 | -1.74% | 7701.58 | -1.47% | 1.925 | 1.92 |
| 10周 | 7620.32 | -0.42% | 7625.94 | -0.5% | 1.899 | 1.901 |
| 20周 | 7517.21 | 0.94% | 7533.16 | 0.73% | 1.874 | 1.878 |
| 周布林上轨 | 7860.21 | -3.46% | 7917.35 | -4.16% | 1.959 | 1.973 |
| 周布林下轨 | 7174.22 | 5.77% | 7148.97 | 6.14% | 1.788 | 1.782 |
| 5月 | 7563.82 | 0.32% | 7558.41 | 0.39% | 1.885 | 1.884 |
| 10月 | 7184.02 | 5.62% | 7226.34 | 5.01% | 1.791 | 1.801 |
| 20月 | 6688.72 | 13.45% | 6729.51 | 12.76% | 1.667 | 1.677 |
| 月布林上轨 | 8141.69 | -6.8% | 8487.27 | -10.59% | 2.029 | 2.115 |
| 月布林下轨 | 5235.75 | 44.93% | 4971.75 | 52.62% | 1.305 | 1.239 |
| 小牛熊分界 | 7602.01 | -0.18% | | | 1.895 | |
| 牛熊分界 | 7189.66 | 5.54% | | | 1.792 | |
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 | 233.715 | 2026-09-09 | -115 |
| SPY | ^GSPC | 1 | 10.019 | 2026-09-09 | 2690 |
| 均线 | EST | 溢价 | T+1EST | 溢价 | SH | T+1EST |
|---|
| 5日 | 7694.05 | -1.38% | 7676.16 | -1.15% | 32.43 | 32.5 |
| 10日 | 7689.24 | -1.32% | 7684.02 | -1.25% | 32.45 | 32.47 |
| 20日 | 7697.58 | -1.42% | 7691.95 | -1.35% | 32.41 | 32.44 |
| 布林上轨 | 7805.03 | -2.78% | 7807.95 | -2.82% | 31.95 | 31.94 |
| 布林下轨 | 7590.14 | -0.03% | 7575.95 | 0.16% | 32.87 | 32.93 |
| 5周 | 7722.62 | -1.74% | 7701.58 | -1.47% | 32.3 | 32.39 |
| 10周 | 7620.32 | -0.42% | 7625.94 | -0.5% | 32.74 | 32.72 |
| 20周 | 7517.21 | 0.94% | 7533.16 | 0.73% | 33.18 | 33.12 |
| 周布林上轨 | 7860.21 | -3.46% | 7917.35 | -4.16% | 31.72 | 31.47 |
| 周布林下轨 | 7174.22 | 5.77% | 7148.97 | 6.14% | 34.65 | 34.76 |
| 5月 | 7563.82 | 0.32% | 7558.41 | 0.39% | 32.98 | 33.01 |
| 10月 | 7184.02 | 5.62% | 7226.34 | 5.01% | 34.61 | 34.43 |
| 20月 | 6688.72 | 13.45% | 6729.51 | 12.76% | 36.73 | 36.55 |
| 月布林上轨 | 8141.69 | -6.8% | 8487.27 | -10.59% | 30.51 | 29.03 |
| 月布林下轨 | 5235.75 | 44.93% | 4971.75 | 52.62% | 42.95 | 44.07 |
| 小牛熊分界 | 7602.01 | -0.18% | | | 32.82 | |
| 牛熊分界 | 7189.66 | 5.54% | | | 34.59 | |
| 均线 | EST | 溢价 | T+1EST | 溢价 | SPY | T+1EST |
|---|
| 5日 | 7694.05 | -1.38% | 7676.16 | -1.15% | 767.94 | 766.16 |
| 10日 | 7689.24 | -1.32% | 7684.02 | -1.25% | 767.46 | 766.94 |
| 20日 | 7697.58 | -1.42% | 7691.95 | -1.35% | 768.3 | 767.74 |
| 布林上轨 | 7805.03 | -2.78% | 7807.95 | -2.82% | 779.02 | 779.31 |
| 布林下轨 | 7590.14 | -0.03% | 7575.95 | 0.16% | 757.57 | 756.16 |
| 5周 | 7722.62 | -1.74% | 7701.58 | -1.47% | 770.8 | 768.7 |
| 10周 | 7620.32 | -0.42% | 7625.94 | -0.5% | 760.59 | 761.15 |
| 20周 | 7517.21 | 0.94% | 7533.16 | 0.73% | 750.29 | 751.89 |
| 周布林上轨 | 7860.21 | -3.46% | 7917.35 | -4.16% | 784.53 | 790.23 |
| 周布林下轨 | 7174.22 | 5.77% | 7148.97 | 6.14% | 716.06 | 713.54 |
| 5月 | 7563.82 | 0.32% | 7558.41 | 0.39% | 754.95 | 754.41 |
| 10月 | 7184.02 | 5.62% | 7226.34 | 5.01% | 717.04 | 721.26 |
| 20月 | 6688.72 | 13.45% | 6729.51 | 12.76% | 667.6 | 671.67 |
| 月布林上轨 | 8141.69 | -6.8% | 8487.27 | -10.59% | 812.62 | 847.12 |
| 月布林下轨 | 5235.75 | 44.93% | 4971.75 | 52.62% | 522.58 | 496.23 |
| 小牛熊分界 | 7602.01 | -0.18% | | | 758.76 | |
| 牛熊分界 | 7189.66 | 5.54% | | | 717.6 | |
校准记录
| 日期 | 校准值 | 时间 | 次数 |
|---|
| 2026-09-10 | 1.001 | 03:18 | 2398 |
理论溢价：1.0006 期货升水
| 均线 | EST | 溢价 | T+1EST | 溢价 | ES | T+1EST |
|---|
| 5日 | 7694.05 | -1.38% | 7676.16 | -1.15% | 7699 | 7681 |
| 10日 | 7689.24 | -1.32% | 7684.02 | -1.25% | 7694.25 | 7689 |
| 20日 | 7697.58 | -1.42% | 7691.95 | -1.35% | 7702.5 | 7696.75 |
| 布林上轨 | 7805.03 | -2.78% | 7807.95 | -2.82% | 7810 | 7813 |
| 布林下轨 | 7590.14 | -0.03% | 7575.95 | 0.16% | 7595 | 7580.75 |
| 5周 | 7722.62 | -1.74% | 7701.58 | -1.47% | 7727.5 | 7706.5 |
| 10周 | 7620.32 | -0.42% | 7625.94 | -0.5% | 7625.25 | 7630.75 |
| 20周 | 7517.21 | 0.94% | 7533.16 | 0.73% | 7522 | 7538 |
| 周布林上轨 | 7860.21 | -3.46% | 7917.35 | -4.16% | 7865.25 | 7922.5 |
| 周布林下轨 | 7174.22 | 5.77% | 7148.97 | 6.14% | 7178.75 | 7153.5 |
| 5月 | 7563.82 | 0.32% | 7558.41 | 0.39% | 7568.75 | 7563.25 |
| 10月 | 7184.02 | 5.62% | 7226.34 | 5.01% | 7188.5 | 7231 |
| 20月 | 6688.72 | 13.45% | 6729.51 | 12.76% | 6693 | 6733.75 |
| 月布林上轨 | 8141.69 | -6.8% | 8487.27 | -10.59% | 8146.75 | 8492.75 |
| 月布林下轨 | 5235.75 | 44.93% | 4971.75 | 52.62% | 5239 | 4975 |
| 小牛熊分界 | 7602.01 | -0.18% | | | 7606.75 | |
| 牛熊分界 | 7189.66 | 5.54% | | | 7194.25 | |
SZ159612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 |
|---|
| 2026-09-10 | 2.075 | 1.9205 | 8.04% | 1.92 | 04:05 | 0 | 7636.36 |
| 2026-09-09 | 2.074 | 1.9306 | 7.43% | 1.931 | 04:05 | 0 | 7673.52 |
| 2026-09-08 | 2.073 | 1.9416 | 6.77% |
| 2026-09-07 | 2.079 | 1.9415 | 7.08% | 1.941 | 04:06 | 0 | 7718.6 |
| 2026-09-04 | 2.081 | 1.9493 | 6.76% | 1.949 | 04:09 | 0 | 7747.71 |
| 2026-09-03 | 2.052 | 1.9296 | 6.34% | 1.93 | 04:06 | 0 | 7666.6 |
| 2026-09-02 | 2.045 | 1.9202 | 6.5% | 1.92 | 04:06 | 0 | 7631.47 |
| 2026-09-01 | 2.079 | 1.9344 | 7.48% | 1.934 | 04:06 | 0 | 7686.14 |
| 2026-08-31 | 2.074 | 1.9404 | 6.89% | 1.94 | 04:06 | 0 | 7711.76 |
| 2026-08-28 | 2.089 | 1.946 | 7.35% | 1.946 | 04:05 | 0 | 7730.99 |
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 |
|---|
| 2026-09-09 | 32.68 | 32.6738 | 0.02% | 0.49% |
| 2026-09-08 | 32.52 | 32.536 | -0.05% | 0.53% |
| 2026-09-04 | 32.35 | 32.2715 | 0.24% | 0.47% |
| 2026-09-03 | 32.2 | 32.1761 | 0.07% | -1.04% |
| 2026-09-02 | 32.54 | 32.525 | 0.05% | -0.43% |
| 2026-09-01 | 32.68 | 32.7391 | -0.18% | 0.71% |
| 2026-08-31 | 32.45 | 32.4879 | -0.12% | 0.37% |
| 2026-08-28 | 32.33 | 32.3591 | -0.09% | 0.25% |
| 2026-08-27 | 32.25 | 32.2564 | -0.02% | -0.62% |
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 |
|---|
| 2026-09-09 | 762.4 | 762.1869 | 0.03% | -0.46% |
| 2026-09-08 | 765.96 | 765.8593 | 0.01% | -0.55% |
| 2026-09-04 | 770.19 | 770.3325 | -0.02% | -0.39% |
| 2026-09-03 | 773.17 | 773.1212 | 0.01% | 1.05% |
| 2026-09-02 | 765.16 | 764.987 | 0.02% | 0.44% |
| 2026-09-01 | 761.78 | 761.48 | 0.04% | -0.69% |
| 2026-08-31 | 767.05 | 766.8585 | 0.02% | -0.3% |
| 2026-08-28 | 769.35 | 769.3774 | 0% | -0.23% |
| 2026-08-27 | 771.1 | 771.2741 | -0.02% | 0.66% |
相关链接
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深交所申购赎回清单 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
159612官网
国泰基金 - SH513100 SH518800 SZ159612 SZ160216 SZ160225
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