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SZ159612国泰标普500ETF(QDII)净值

净值2024-04-11、官方估值2024-04-12。仓位估算值使用0.98,校准记录对冲值27750。最近校准21:18:31。期货实时估值ES关联程度按照100%估算。

代码净值官方估值溢价实时估值溢价
SZ1596121.38351.3646.18%1.3755.29%

参考数据

代码价格涨幅日期时间名称
SZ1596121.4480.63%2024-04-1215:00标普500ETF
^GSPC5123.41-1.46%2024-04-1216:20标普500指数
ES5167.33-1.45%2024-04-1216:38标普500指数期货
SH12.191.5%2024-04-1216:00标普500指数ETF-ProShares做空
SH12.181.42%2024-04-1216:26盘后交易
SPY510.85-1.38%2024-04-1216:00SPDR标普500 ETF
SPY510.97-1.36%2024-04-1216:38盘后交易
USDCNH7.26740.19%2024-04-1216:38离岸人民币(香港)
USCNY7.0967-0%2024-04-1209:15美元人民币汇率中间价

SZ159612当前5档交易价格相对于估值1.364/1.375溢价

交易价格数量(手)官方溢价实时溢价^GSPC价格
卖51.45326.54%5.66%5465.64
卖41.45211306.47%5.58%5461.81
卖31.4511856.4%5.51%5457.97
卖21.454176.32%5.44%5454.14
卖11.4493196.25%5.37%5450.3
买11.4481036.18%5.29%5446.47
买21.4472506.1%5.22%5442.63
买31.44655186.03%5.15%5438.8
买41.4455135.96%5.08%5434.96
买51.4441735.88%5%5431.13

^GSPC 2024-04-11数据 牛市 历史价格

均线估值溢价T+1估值溢价SZ159612估值T+1估值
5日5193-1.34%5189.87-1.28%1.3821.381
10日5198.29-1.44%5192.61-1.33%1.3831.382
20日5202.87-1.53%5207.64-1.62%1.3841.386
布林上轨5287.36-3.1%5296.23-3.26%1.4071.409
布林下轨5118.390.1%5119.050.09%1.3621.363
5周5202.49-1.52%5230.96-2.06%1.3841.392
10周5132.41-0.18%5145.64-0.43%1.3661.37
20周4937.13.77%4956.123.38%1.3151.32
周布林上轨5420.67-5.48%5517.58-7.14%1.4411.467
周布林下轨4453.5215.04%4394.6716.58%1.1891.174
5月4991.532.64%5065.421.14%1.3291.349
10月4679.159.49%4690.439.23%1.2481.251
20月4339.2318.07%4381.0916.94%1.1591.17
月布林上轨5322.87-3.75%5506.06-6.95%1.4161.464
月布林下轨3355.5852.68%3256.1357.35%0.9030.877
小牛熊分界5092.530.61%1.356
牛熊分界4714.318.68%1.257

实时数据溢价:1.0086、理论溢价:1.0086。
hf_ES 2024-01-26收盘价冲突:4914.250000 - 5243.25 = -329

均线估值溢价T+1估值溢价ES估值T+1估值
5日5193-1.34%5189.87-1.28%5237.755234.75
10日5198.29-1.44%5192.61-1.33%5243.255237.5
20日5202.87-1.53%5207.64-1.62%5247.755252.5
布林上轨5287.36-3.1%5296.23-3.26%53335342
布林下轨5118.390.1%5119.050.09%5162.55163.25
5周5202.49-1.52%5230.96-2.06%5247.55276
10周5132.41-0.18%5145.64-0.43%5176.755190
20周4937.13.77%4956.123.38%4979.754999
周布林上轨5420.67-5.48%5517.58-7.14%5467.55565.25
周布林下轨4453.5215.04%4394.6716.58%44924432.5
5月4991.532.64%5065.421.14%5034.55109.25
10月4679.159.49%4690.439.23%4719.54731
20月4339.2318.07%4381.0916.94%4376.754419
月布林上轨5322.87-3.75%5506.06-6.95%5368.755553.5
月布林下轨3355.5852.68%3256.1357.35%3384.53284.25
小牛熊分界5092.530.61%5136.5
牛熊分界4714.318.68%4755

基金指数对照表

代码跟踪代码杠杆倍数校准值
SH^GSPC-1433.01
SPY^GSPC110.03

均线估值溢价T+1估值溢价SH估值T+1估值
5日5193-1.34%5189.87-1.28%12.0212.03
10日5198.29-1.44%5192.61-1.33%12.0112.02
20日5202.87-1.53%5207.64-1.62%1211.99
布林上轨5287.36-3.1%5296.23-3.26%11.811.78
布林下轨5118.390.1%5119.050.09%12.1912.19
5周5202.49-1.52%5230.96-2.06%1211.93
10周5132.41-0.18%5145.64-0.43%12.1612.13
20周4937.13.77%4956.123.38%12.6112.57
周布林上轨5420.67-5.48%5517.58-7.14%11.511.27
周布林下轨4453.5215.04%4394.6716.58%13.7313.86
5月4991.532.64%5065.421.14%12.4912.32
10月4679.159.49%4690.439.23%13.2113.18
20月4339.2318.07%4381.0916.94%13.9913.9
月布林上轨5322.87-3.75%5506.06-6.95%11.7211.3
月布林下轨3355.5852.68%3256.1357.35%16.2616.49
小牛熊分界5092.530.61%12.25
牛熊分界4714.318.68%13.13

均线估值溢价T+1估值溢价SPY估值T+1估值
5日5193-1.34%5189.87-1.28%517.58517.26
10日5198.29-1.44%5192.61-1.33%518.1517.54
20日5202.87-1.53%5207.64-1.62%518.56519.03
布林上轨5287.36-3.1%5296.23-3.26%526.98527.86
布林下轨5118.390.1%5119.050.09%510.14510.21
5周5202.49-1.52%5230.96-2.06%518.52521.36
10周5132.41-0.18%5145.64-0.43%511.54512.86
20周4937.13.77%4956.123.38%492.07493.97
周布林上轨5420.67-5.48%5517.58-7.14%540.27549.93
周布林下轨4453.5215.04%4394.6716.58%443.87438.01
5月4991.532.64%5065.421.14%497.5504.86
10月4679.159.49%4690.439.23%466.36467.49
20月4339.2318.07%4381.0916.94%432.48436.66
月布林上轨5322.87-3.75%5506.06-6.95%530.52548.78
月布林下轨3355.5852.68%3256.1357.35%334.44324.53
小牛熊分界5092.530.61%507.56
牛熊分界4714.318.68%469.87

SZ159612的历史价格相对于净值溢价 基金溢价记录

日期价格净值溢价官方估值时间误差^GSPC价格
2024-04-121.4471.38354.59%1.38304:3305199.06
2024-04-111.4391.3734.81%1.37304:5505160.64
2024-04-101.4561.3865.05%1.38606:3305209.91
2024-04-091.4511.38364.87%1.38404:2205202.39
2024-04-081.4451.38624.24%1.38604:4405211.49
2024-04-031.4481.38454.59%1.38505:5305205.81
2024-04-021.4621.39414.87%1.39504:170.05%5243.77
2024-04-011.4651.39784.81%
2024-03-291.4611.39774.53%1.39806:1305254.35
2024-03-281.4491.39623.78%1.39605:4105248.49

相关链接

A股指数 美股QDII 混合QDII 港股QDII 日本QDII 欧洲QDII
LOF基金 A股和H股对比 拖拉机自动化 简单测试 开发记录
深交所申购赎回清单 集思录 芝商所
标普500 - SH513500 SH513650 SZ159612 SZ159655 SZ161125
中丐互怜 - SH513050 SH513220 SZ159605 SZ159607 SZ164906
H股中国企业指数 - SH510900 SZ159823 SZ159850 SZ159954 SZ159960 SZ160717 SZ161831
159612官网
国泰基金 - SH513100 SZ159612 SZ160216

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