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 | 1.868 | 2026-07-24 | 5.18% | 1.862 | 5.55% | 1.873 | 4.91% |
校准记录
| 日期 | 校准值 | 时间 | 次数 | 净值 | 对冲值 |
|---|
| 2026-07-23 | 26953.922 | 20:43 | 1 | 1.8664 | 26954 |
参考数据
| 代码 | 价格 | 涨幅 | 日期 | 时间 | 名称 |
|---|
| SZ159612 | 1.965 | -0.96% | 2026-07-24 | 15:35 | 标普500ETF国泰 |
| ^GSPC | 7411.98 | 0.05% | 2026-07-24 | 17:26 | 标普500指数 |
| ES | 7492.75 | 0.61% | 2026-07-26 | 19:02 | 标普500指数期货 |
| SH | 33.5 | -0.06% | 2026-07-24 | 16:00 | 标普500指数ETF-ProShares做空 |
| 33.59 | 0.21% | 2026-07-24 | 19:51 | 盘后交易 |
| SPY | 738.93 | 0.1% | 2026-07-24 | 16:00 | SPDR标普500 ETF |
| 738.66 | 0.07% | 2026-07-24 | 19:59 | 盘后交易 |
| USDCNH | 6.7684 | -0.05% | 2026-07-26 | 19:03 | 离岸人民币（香港） |
| USDCNY | 6.7702 | 0 | 2026-07-24 | 14:59 | 在岸人民币 |
| USCNY | 6.7939 | 0.05% | 2026-07-24 | 09:15 | 美元人民币汇率中间价 |
SZ159612当前5档交易价格相对于EST1.868|1.862|1.873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 | 2.162 | | 15.72% | 16.13% | 15.43% | 8607.48|28.1|857.98 |
| 卖5 | 1.969 | 1600 | 5.39% | 5.76% | 5.13% | 7839.1|31.57|781.39 |
| 卖4 | 1.968 | 15900 | 5.34% | 5.71% | 5.07% | 7835.12|31.59|780.99 |
| 卖3 | 1.967 | 28900 | 5.29% | 5.66% | 5.02% | 7831.14|31.61|780.59 |
| 卖2 | 1.966 | 34000 | 5.23% | 5.6% | 4.97% | 7827.16|31.63|780.2 |
| 卖1 | 1.965 | 70800 | 5.18% | 5.55% | 4.91% | 7823.17|31.64|779.8 |
| 买1 | 1.964 | 21500 | 5.13% | 5.49% | 4.86% | 7819.19|31.66|779.4 |
| 买2 | 1.963 | 64000 | 5.07% | 5.44% | 4.81% | 7815.21|31.68|779 |
| 买3 | 1.962 | 92300 | 5.02% | 5.39% | 4.75% | 7811.23|31.7|778.61 |
| 买4 | 1.961 | 121600 | 4.97% | 5.33% | 4.7% | 7807.25|31.72|778.21 |
| 买5 | 1.96 | 189500 | 4.91% | 5.28% | 4.65% | 7803.27|31.73|777.81 |
| 跌停 | 1.769 | | -5.31% | -4.98% | -5.55% | 7042.85|35.17|702.02 |
^GSPC 2026-07-24数据 牛市 历史价格
| 均线 | EST | 溢价 | T+1EST | 溢价 | SZ159612 | T+1EST |
|---|
| 5日 | 7457.11 | -0.61% | 7439.75 | -0.37% | 1.873 | 1.869 |
| 10日 | 7486.57 | -1% | 7479.45 | -0.9% | 1.88 | 1.879 |
| 20日 | 7497.04 | -1.13% | 7500.19 | -1.18% | 1.883 | 1.884 |
| 布林上轨 | 7606.92 | -2.56% | 7632.91 | -2.89% | 1.911 | 1.917 |
| 布林下轨 | 7387.16 | 0.34% | 7367.47 | 0.6% | 1.855 | 1.851 |
| 5周 | 7482.08 | -0.94% | 7481.69 | -0.93% | 1.879 | 1.879 |
| 10周 | 7464.24 | -0.7% | 7449.76 | -0.51% | 1.875 | 1.871 |
| 20周 | 7223.96 | 2.6% | 7263.82 | 2.04% | 1.814 | 1.825 |
| 周布林上轨 | 8067.09 | -8.12% | 8204.06 | -9.65% | 2.026 | 2.061 |
| 周布林下轨 | 6380.83 | 16.16% | 6323.58 | 17.21% | 1.603 | 1.588 |
| 5月 | 7204.24 | 2.88% | 7429.48 | -0.24% | 1.81 | 1.866 |
| 10月 | 7018.85 | 5.6% | 7041.18 | 5.27% | 1.763 | 1.769 |
| 20月 | 6517.47 | 13.72% | 6552.8 | 13.11% | 1.637 | 1.646 |
| 月布林上轨 | 7857.68 | -5.67% | 8181.98 | -9.41% | 1.974 | 2.055 |
| 月布林下轨 | 5177.26 | 43.16% | 4923.61 | 50.54% | 1.3 | 1.237 |
| 小牛熊分界 | 7412.44 | -0.01% | | | 1.862 | |
| 牛熊分界 | 7010.75 | 5.72% | | | 1.761 | |
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 | 221.241 | 2026-07-24 | -122 |
| SPY | ^GSPC | 1 | 10.032 | 2026-07-24 | 2686 |
| 均线 | EST | 溢价 | T+1EST | 溢价 | SH | T+1EST |
|---|
| 5日 | 7457.11 | -0.61% | 7439.75 | -0.37% | 33.3 | 33.38 |
| 10日 | 7486.57 | -1% | 7479.45 | -0.9% | 33.16 | 33.2 |
| 20日 | 7497.04 | -1.13% | 7500.19 | -1.18% | 33.12 | 33.1 |
| 布林上轨 | 7606.92 | -2.56% | 7632.91 | -2.89% | 32.62 | 32.5 |
| 布林下轨 | 7387.16 | 0.34% | 7367.47 | 0.6% | 33.61 | 33.7 |
| 5周 | 7482.08 | -0.94% | 7481.69 | -0.93% | 33.18 | 33.19 |
| 10周 | 7464.24 | -0.7% | 7449.76 | -0.51% | 33.27 | 33.33 |
| 20周 | 7223.96 | 2.6% | 7263.82 | 2.04% | 34.35 | 34.17 |
| 周布林上轨 | 8067.09 | -8.12% | 8204.06 | -9.65% | 30.54 | 29.92 |
| 周布林下轨 | 6380.83 | 16.16% | 6323.58 | 17.21% | 38.16 | 38.42 |
| 5月 | 7204.24 | 2.88% | 7429.48 | -0.24% | 34.44 | 33.42 |
| 10月 | 7018.85 | 5.6% | 7041.18 | 5.27% | 35.28 | 35.18 |
| 20月 | 6517.47 | 13.72% | 6552.8 | 13.11% | 37.54 | 37.39 |
| 月布林上轨 | 7857.68 | -5.67% | 8181.98 | -9.41% | 31.49 | 30.02 |
| 月布林下轨 | 5177.26 | 43.16% | 4923.61 | 50.54% | 43.6 | 44.75 |
| 小牛熊分界 | 7412.44 | -0.01% | | | 33.5 | |
| 牛熊分界 | 7010.75 | 5.72% | | | 35.32 | |
| 均线 | EST | 溢价 | T+1EST | 溢价 | SPY | T+1EST |
|---|
| 5日 | 7457.11 | -0.61% | 7439.75 | -0.37% | 743.31 | 741.58 |
| 10日 | 7486.57 | -1% | 7479.45 | -0.9% | 746.25 | 745.54 |
| 20日 | 7497.04 | -1.13% | 7500.19 | -1.18% | 747.29 | 747.6 |
| 布林上轨 | 7606.92 | -2.56% | 7632.91 | -2.89% | 758.24 | 760.83 |
| 布林下轨 | 7387.16 | 0.34% | 7367.47 | 0.6% | 736.34 | 734.37 |
| 5周 | 7482.08 | -0.94% | 7481.69 | -0.93% | 745.8 | 745.76 |
| 10周 | 7464.24 | -0.7% | 7449.76 | -0.51% | 744.02 | 742.58 |
| 20周 | 7223.96 | 2.6% | 7263.82 | 2.04% | 720.07 | 724.04 |
| 周布林上轨 | 8067.09 | -8.12% | 8204.06 | -9.65% | 804.11 | 817.76 |
| 周布林下轨 | 6380.83 | 16.16% | 6323.58 | 17.21% | 636.03 | 630.32 |
| 5月 | 7204.24 | 2.88% | 7429.48 | -0.24% | 718.1 | 740.56 |
| 10月 | 7018.85 | 5.6% | 7041.18 | 5.27% | 699.63 | 701.85 |
| 20月 | 6517.47 | 13.72% | 6552.8 | 13.11% | 649.65 | 653.17 |
| 月布林上轨 | 7857.68 | -5.67% | 8181.98 | -9.41% | 783.24 | 815.56 |
| 月布林下轨 | 5177.26 | 43.16% | 4923.61 | 50.54% | 516.06 | 490.78 |
| 小牛熊分界 | 7412.44 | -0.01% | | | 738.86 | |
| 牛熊分界 | 7010.75 | 5.72% | | | 698.82 | |
校准记录
| 日期 | 校准值 | 时间 | 次数 |
|---|
| 2026-07-24 | 1.005 | 04:02 | 2120 |
理论溢价：1.0049 期货升水
| 均线 | EST | 溢价 | T+1EST | 溢价 | ES | T+1EST |
|---|
| 5日 | 7457.11 | -0.61% | 7439.75 | -0.37% | 7493.5 | 7476 |
| 10日 | 7486.57 | -1% | 7479.45 | -0.9% | 7523.25 | 7516 |
| 20日 | 7497.04 | -1.13% | 7500.19 | -1.18% | 7533.75 | 7536.75 |
| 布林上轨 | 7606.92 | -2.56% | 7632.91 | -2.89% | 7644 | 7670.25 |
| 布林下轨 | 7387.16 | 0.34% | 7367.47 | 0.6% | 7423.25 | 7403.5 |
| 5周 | 7482.08 | -0.94% | 7481.69 | -0.93% | 7518.5 | 7518.25 |
| 10周 | 7464.24 | -0.7% | 7449.76 | -0.51% | 7500.75 | 7486.25 |
| 20周 | 7223.96 | 2.6% | 7263.82 | 2.04% | 7259.25 | 7299.25 |
| 周布林上轨 | 8067.09 | -8.12% | 8204.06 | -9.65% | 8106.5 | 8244 |
| 周布林下轨 | 6380.83 | 16.16% | 6323.58 | 17.21% | 6412 | 6354.5 |
| 5月 | 7204.24 | 2.88% | 7429.48 | -0.24% | 7239.5 | 7465.75 |
| 10月 | 7018.85 | 5.6% | 7041.18 | 5.27% | 7053 | 7075.5 |
| 20月 | 6517.47 | 13.72% | 6552.8 | 13.11% | 6549.25 | 6584.75 |
| 月布林上轨 | 7857.68 | -5.67% | 8181.98 | -9.41% | 7896 | 8222 |
| 月布林下轨 | 5177.26 | 43.16% | 4923.61 | 50.54% | 5202.5 | 4947.75 |
| 小牛熊分界 | 7412.44 | -0.01% | | | 7448.75 | |
| 牛熊分界 | 7010.75 | 5.72% | | | 7045 | |
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 |
|---|
| 2026-07-24 | 1.965 | 1.8664 | 5.28% | 1.867 | 04:07 | 0.05% | 7408.3 |
| 2026-07-23 | 1.984 | 1.891 | 4.92% | 1.891 | 04:05 | 0 | 7498.96 |
| 2026-07-22 | 1.98 | 1.8932 | 4.58% | 1.893 | 04:06 | 0 | 7509.2 |
| 2026-07-21 | 1.982 | 1.8774 | 5.57% | 1.877 | 04:06 | 0 | 7443.28 |
| 2026-07-20 | 1.957 | 1.8807 | 4.06% | 1.881 | 04:06 | 0 | 7457.69 |
| 2026-07-17 | 1.967 | 1.8994 | 3.56% | 1.899 | 04:06 | 0 | 7533.77 |
| 2026-07-16 | 2.013 | 1.9091 | 5.44% | 1.909 | 04:06 | 0 | 7572.4 |
| 2026-07-15 | 2.008 | 1.9041 | 5.46% | 1.904 | 04:06 | 0 | 7543.59 |
| 2026-07-14 | 1.988 | 1.8963 | 4.84% | 1.896 | 04:05 | 0 | 7515.34 |
| 2026-07-13 | 1.983 | 1.912 | 3.71% | 1.912 | 04:05 | 0 | 7575.39 |
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 |
|---|
| 2026-07-24 | 33.5 | 33.5018 | 0 | -0.06% |
| 2026-07-23 | 33.52 | 33.4577 | 0.19% | 1.3% |
| 2026-07-22 | 33.09 | 33.0414 | 0.15% | 0.09% |
| 2026-07-21 | 33.06 | 33.0771 | -0.05% | -0.78% |
| 2026-07-20 | 33.32 | 33.3234 | 0 | 0.15% |
| 2026-07-17 | 33.27 | 33.2769 | -0.02% | 1.06% |
| 2026-07-16 | 32.92 | 32.8132 | 0.33% | 0.55% |
| 2026-07-15 | 32.74 | 32.7637 | -0.07% | -0.37% |
| 2026-07-14 | 32.86 | 32.8455 | 0.04% | -0.33% |
| 2026-07-13 | 32.97 | 32.9614 | 0.03% | 0.73% |
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 |
|---|
| 2026-07-24 | 738.93 | 738.8115 | 0.02% | 0.1% |
| 2026-07-23 | 738.18 | 738.3776 | -0.03% | -1.23% |
| 2026-07-22 | 747.41 | 747.3977 | 0% | -0.12% |
| 2026-07-21 | 748.28 | 748.4087 | -0.02% | 0.83% |
| 2026-07-20 | 742.09 | 741.8406 | 0.03% | -0.16% |
| 2026-07-17 | 743.29 | 743.2493 | 0.01% | -0.99% |
| 2026-07-16 | 750.72 | 750.8309 | -0.01% | -0.54% |
| 2026-07-15 | 754.81 | 754.6791 | 0.02% | 0.4% |
| 2026-07-14 | 751.83 | 751.7598 | 0.01% | 0.36% |
| 2026-07-13 | 749.17 | 748.9447 | 0.03% | -0.77% |
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
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159612官网
国泰基金 - SH513100 SH518800 SZ159612 SZ160216 SZ160225
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