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 | 1.872 | 2026-06-11 | 2.73% | 1.86 | 3.38% | 1.859 | 3.43% |
校准记录
| 日期 | 校准值 | 时间 | 次数 | 净值 | 对冲值 |
| 2026-06-10 | 26920.779 | 20:41 | 1 | 1.8391 | 26921 |
参考数据
| 代码 | 价格 | 涨幅 | 日期 | 时间 | 名称 |
| SZ159612 | 1.923 | -1.08% | 2026-06-11 | 15:00 | 标普500ETF国泰 |
| ^GSPC | 7394.3 | 1.75% | 2026-06-11 | 16:56 | 标普500指数 |
| ES | 7399.98 | 1.67% | 2026-06-11 | 16:59 | 标普500指数期货 |
| SH | 33.74 | -1.66% | 2026-06-11 | 16:00 | 标普500指数ETF-ProShares做空 |
| 33.72 | -1.72% | 2026-06-11 | 17:49 | 盘后交易 |
| SPY | 737.76 | 1.7% | 2026-06-11 | 16:00 | SPDR标普500 ETF |
| 737.93 | 1.72% | 2026-06-11 | 17:50 | 盘后交易 |
| USDCNH | 6.7631 | 0 | 2026-06-11 | 17:00 | 离岸人民币(香港) |
| USDCNY | 6.772 | -0.05% | 2026-06-11 | 15:00 | 在岸人民币 |
| USCNY | 6.815 | 0.03% | 2026-06-11 | 09:15 | 美元人民币汇率中间价 |
SZ159612当前5档交易价格相对于EST1.872|1.86|1.859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 | 2.115 | | 12.99% | 13.71% | 13.76% | 8407.77|29.09|839.34 |
| 卖5 | 1.927 | 16000 | 2.95% | 3.6% | 3.64% | 7660.42|32.5|764.73 |
| 卖4 | 1.926 | 56200 | 2.89% | 3.55% | 3.59% | 7656.44|32.52|764.34 |
| 卖3 | 1.925 | 42800 | 2.84% | 3.49% | 3.54% | 7652.47|32.53|763.94 |
| 卖2 | 1.924 | 32800 | 2.79% | 3.44% | 3.48% | 7648.49|32.55|763.54 |
| 卖1 | 1.923 | 75524 | 2.73% | 3.38% | 3.43% | 7644.52|32.57|763.15 |
| 买1 | 1.922 | 11400 | 2.68% | 3.33% | 3.38% | 7640.54|32.59|762.75 |
| 买2 | 1.921 | 622300 | 2.62% | 3.28% | 3.32% | 7636.56|32.61|762.35 |
| 买3 | 1.92 | 123600 | 2.57% | 3.22% | 3.27% | 7632.59|32.62|761.96 |
| 买4 | 1.919 | 1000 | 2.52% | 3.17% | 3.21% | 7628.61|32.64|761.56 |
| 买5 | 1.918 | 3000 | 2.46% | 3.12% | 3.16% | 7624.64|32.66|761.16 |
| 跌停 | 1.731 | | -7.53% | -6.94% | -6.9% | 6881.26|36.05|686.95 |
^GSPC 2026-06-11数据 牛市 历史价格
| 均线 | EST | 溢价 | T+1EST | 溢价 | SZ159612 | T+1EST |
| 5日 | 7363.42 | 0.42% | 7349.31 | 0.61% | 1.852 | 1.849 |
| 10日 | 7465.02 | -0.95% | 7448.15 | -0.72% | 1.878 | 1.874 |
| 20日 | 7467.66 | -0.98% | 7470.95 | -1.03% | 1.879 | 1.879 |
| 布林上轨 | 7687.05 | -3.81% | 7744.02 | -4.52% | 1.934 | 1.948 |
| 布林下轨 | 7248.28 | 2.01% | 7197.88 | 2.73% | 1.823 | 1.811 |
| 5周 | 7461.44 | -0.9% | 7479.09 | -1.13% | 1.877 | 1.881 |
| 10周 | 7286.98 | 1.47% | 7345.75 | 0.66% | 1.833 | 1.848 |
| 20周 | 6995.21 | 5.71% | 6998.33 | 5.66% | 1.76 | 1.76 |
| 周布林上轨 | 7788.17 | -5.06% | 7995.37 | -7.52% | 1.959 | 2.011 |
| 周布林下轨 | 6202.25 | 19.22% | 6001.29 | 23.21% | 1.56 | 1.51 |
| 5月 | 7049.12 | 4.9% | 7105.86 | 4.06% | 1.773 | 1.788 |
| 10月 | 6928.75 | 6.72% | 6958.79 | 6.26% | 1.743 | 1.751 |
| 20月 | 6440.26 | 14.81% | 6462.92 | 14.41% | 1.62 | 1.626 |
| 月布林上轨 | 7689.18 | -3.83% | 8009.41 | -7.68% | 1.934 | 2.015 |
| 月布林下轨 | 5191.35 | 42.44% | 4916.44 | 50.4% | 1.306 | 1.237 |
| 小牛熊分界 | 7267.34 | 1.75% | | | 1.828 | |
| 牛熊分界 | 6854.24 | 7.88% | | | 1.724 | |
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 | 219.345 | 2026-06-11 | -127 |
| SPY | ^GSPC | 1 | 10.017 | 2026-06-11 | 2688 |
| 均线 | EST | 溢价 | T+1EST | 溢价 | SH | T+1EST |
| 5日 | 7363.42 | 0.42% | 7349.31 | 0.61% | 33.85 | 33.92 |
| 10日 | 7465.02 | -0.95% | 7448.15 | -0.72% | 33.39 | 33.47 |
| 20日 | 7467.66 | -0.98% | 7470.95 | -1.03% | 33.38 | 33.36 |
| 布林上轨 | 7687.05 | -3.81% | 7744.02 | -4.52% | 32.38 | 32.12 |
| 布林下轨 | 7248.28 | 2.01% | 7197.88 | 2.73% | 34.38 | 34.61 |
| 5周 | 7461.44 | -0.9% | 7479.09 | -1.13% | 33.4 | 33.32 |
| 10周 | 7286.98 | 1.47% | 7345.75 | 0.66% | 34.2 | 33.93 |
| 20周 | 6995.21 | 5.71% | 6998.33 | 5.66% | 35.53 | 35.52 |
| 周布林上轨 | 7788.17 | -5.06% | 7995.37 | -7.52% | 31.92 | 30.97 |
| 周布林下轨 | 6202.25 | 19.22% | 6001.29 | 23.21% | 39.15 | 40.06 |
| 5月 | 7049.12 | 4.9% | 7105.86 | 4.06% | 35.28 | 35.03 |
| 10月 | 6928.75 | 6.72% | 6958.79 | 6.26% | 35.83 | 35.7 |
| 20月 | 6440.26 | 14.81% | 6462.92 | 14.41% | 38.06 | 37.96 |
| 月布林上轨 | 7689.18 | -3.83% | 8009.41 | -7.68% | 32.37 | 30.91 |
| 月布林下轨 | 5191.35 | 42.44% | 4916.44 | 50.4% | 43.75 | 45.01 |
| 小牛熊分界 | 7267.34 | 1.75% | | | 34.29 | |
| 牛熊分界 | 6854.24 | 7.88% | | | 36.17 | |
| 均线 | EST | 溢价 | T+1EST | 溢价 | SPY | T+1EST |
| 5日 | 7363.42 | 0.42% | 7349.31 | 0.61% | 735.08 | 733.68 |
| 10日 | 7465.02 | -0.95% | 7448.15 | -0.72% | 745.23 | 743.54 |
| 20日 | 7467.66 | -0.98% | 7470.95 | -1.03% | 745.49 | 745.82 |
| 布林上轨 | 7687.05 | -3.81% | 7744.02 | -4.52% | 767.39 | 773.08 |
| 布林下轨 | 7248.28 | 2.01% | 7197.88 | 2.73% | 723.59 | 718.56 |
| 5周 | 7461.44 | -0.9% | 7479.09 | -1.13% | 744.87 | 746.63 |
| 10周 | 7286.98 | 1.47% | 7345.75 | 0.66% | 727.45 | 733.32 |
| 20周 | 6995.21 | 5.71% | 6998.33 | 5.66% | 698.33 | 698.64 |
| 周布林上轨 | 7788.17 | -5.06% | 7995.37 | -7.52% | 777.49 | 798.17 |
| 周布林下轨 | 6202.25 | 19.22% | 6001.29 | 23.21% | 619.17 | 599.1 |
| 5月 | 7049.12 | 4.9% | 7105.86 | 4.06% | 703.71 | 709.37 |
| 10月 | 6928.75 | 6.72% | 6958.79 | 6.26% | 691.69 | 694.69 |
| 20月 | 6440.26 | 14.81% | 6462.92 | 14.41% | 642.93 | 645.19 |
| 月布林上轨 | 7689.18 | -3.83% | 8009.41 | -7.68% | 767.6 | 799.57 |
| 月布林下轨 | 5191.35 | 42.44% | 4916.44 | 50.4% | 518.25 | 490.8 |
| 小牛熊分界 | 7267.34 | 1.75% | | | 725.49 | |
| 牛熊分界 | 6854.24 | 7.88% | | | 684.25 | |
校准记录
| 日期 | 校准值 | 时间 | 次数 |
| 2026-06-11 | 1.001 | 03:58 | 2646 |
理论溢价:1.0006 期货升水
| 均线 | EST | 溢价 | T+1EST | 溢价 | ES | T+1EST |
| 5日 | 7363.42 | 0.42% | 7349.31 | 0.61% | 7367.75 | 7353.5 |
| 10日 | 7465.02 | -0.95% | 7448.15 | -0.72% | 7469.5 | 7452.5 |
| 20日 | 7467.66 | -0.98% | 7470.95 | -1.03% | 7472 | 7475.25 |
| 布林上轨 | 7687.05 | -3.81% | 7744.02 | -4.52% | 7691.5 | 7748.5 |
| 布林下轨 | 7248.28 | 2.01% | 7197.88 | 2.73% | 7252.5 | 7202 |
| 5周 | 7461.44 | -0.9% | 7479.09 | -1.13% | 7465.75 | 7483.5 |
| 10周 | 7286.98 | 1.47% | 7345.75 | 0.66% | 7291.25 | 7350 |
| 20周 | 6995.21 | 5.71% | 6998.33 | 5.66% | 6999.25 | 7002.5 |
| 周布林上轨 | 7788.17 | -5.06% | 7995.37 | -7.52% | 7792.75 | 8000 |
| 周布林下轨 | 6202.25 | 19.22% | 6001.29 | 23.21% | 6206 | 6004.75 |
| 5月 | 7049.12 | 4.9% | 7105.86 | 4.06% | 7053.25 | 7110 |
| 10月 | 6928.75 | 6.72% | 6958.79 | 6.26% | 6932.75 | 6962.75 |
| 20月 | 6440.26 | 14.81% | 6462.92 | 14.41% | 6444 | 6466.75 |
| 月布林上轨 | 7689.18 | -3.83% | 8009.41 | -7.68% | 7693.75 | 8014 |
| 月布林下轨 | 5191.35 | 42.44% | 4916.44 | 50.4% | 5194.5 | 4919.25 |
| 小牛熊分界 | 7267.34 | 1.75% | | | 7271.5 | |
| 牛熊分界 | 6854.24 | 7.88% | | | 6858.25 | |
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 |
| 2026-06-11 | 1.923 | 1.8391 | 4.56% | 1.839 | 04:04 | 0 | 7266.99 |
| 2026-06-10 | 1.944 | 1.8696 | 3.98% | 1.87 | 04:04 | 0 | 7386.65 |
| 2026-06-09 | 1.979 | 1.876 | 5.49% | 1.876 | 04:06 | 0 | 7405.73 |
| 2026-06-08 | 1.937 | 1.8694 | 3.62% | 1.869 | 04:06 | 0 | 7383.74 |
| 2026-06-05 | 1.993 | 1.9215 | 3.72% | 1.922 | 04:05 | 0 | 7584.31 |
| 2026-06-04 | 1.992 | 1.9134 | 4.11% | 1.913 | 04:08 | 0 | 7553.68 |
| 2026-06-03 | 2.026 | 1.9275 | 5.11% | 1.927 | 04:06 | 0 | 7609.78 |
| 2026-06-02 | 2.046 | 1.9244 | 6.32% | 1.924 | 04:06 | 0 | 7599.96 |
| 2026-06-01 | 2.039 | 1.9193 | 6.24% | 1.919 | 04:12 | 0 | 7580.06 |
| 2026-05-29 | 1.981 | 1.9169 | 3.34% | 1.917 | 04:04 | 0 | 7563.63 |
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 |
| 2026-06-11 | 33.74 | 33.7108 | 0.09% | -1.66% |
| 2026-06-10 | 34.31 | 34.2908 | 0.06% | 1.6% |
| 2026-06-09 | 33.77 | 33.75 | 0.06% | 0.36% |
| 2026-06-08 | 33.65 | 33.6577 | -0.02% | -0.24% |
| 2026-06-05 | 33.73 | 33.7354 | -0.02% | 2.65% |
| 2026-06-04 | 32.86 | 32.8576 | 0 | -0.39% |
| 2026-06-03 | 32.99 | 32.9825 | 0.02% | 0.7% |
| 2026-06-02 | 32.76 | 32.7578 | 0 | -0.12% |
| 2026-06-01 | 32.8 | 32.7855 | 0.04% | -0.24% |
| 2026-05-29 | 32.88 | 32.8564 | 0.07% | -0.15% |
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 |
| 2026-06-11 | 737.76 | 738.1674 | -0.06% | 1.7% |
| 2026-06-10 | 725.43 | 725.4851 | -0.01% | -1.58% |
| 2026-06-09 | 737.05 | 737.3879 | -0.05% | -0.29% |
| 2026-06-08 | 739.22 | 739.2602 | -0.01% | 0.23% |
| 2026-06-05 | 737.55 | 737.0412 | 0.07% | -2.58% |
| 2026-06-04 | 757.09 | 756.9189 | 0.02% | 0.38% |
| 2026-06-03 | 754.24 | 753.7392 | 0.07% | -0.7% |
| 2026-06-02 | 759.57 | 759.3155 | 0.03% | 0.14% |
| 2026-06-01 | 758.54 | 758.3221 | 0.03% | 0.27% |
| 2026-05-29 | 756.48 | 756.2811 | 0.03% | 0.25% |
相关链接
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A股指数 A股商品 美股QDII 混合QDII 港股QDII 日本QDII 欧洲QDII
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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