标普500ETF华夏【SZ159655】华夏标普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 |
|---|
| SZ159655 | 1.883 | 2026-09-24 | 6.85% | 1.882 | 6.88% | 1.883 | 6.85% |
校准记录
| 日期 | 校准值 | 时间 | 次数 | 净值 | 对冲值 |
|---|
| 2026-09-23 | 27612.216 | 17:33 | 1 | 1.8829 | 27612 |
参考数据
| 代码 | 价格 | 涨幅 | 日期 | 时间 | 名称 |
|---|
| SZ159655 | 2.012 | -1.95% | 2026-09-24 | 16:29 | 标普500ETF华夏 |
| ^GSPC | 7743.41 | 0.51% | 2026-09-25 | 16:39 | 标普500指数 |
| ES | 7806.56 | 0.51% | 2026-09-25 | 16:59 | 标普500指数期货 |
| SH | 32.01 | -0.47% | 2026-09-25 | 16:00 | 标普500指数ETF-ProShares做空 |
| 32.03 | -0.4% | 2026-09-25 | 19:56 | 盘后交易 |
| SPY | 771.35 | 0.54% | 2026-09-25 | 16:00 | SPDR标普500 ETF |
| 772.04 | 0.63% | 2026-09-25 | 19:59 | 盘后交易 |
| USDCNH | 6.7227 | 0 | 2026-09-25 | 17:00 | 离岸人民币（香港） |
| USDCNY | 6.7125 | 0 | 2026-09-24 | 12:56 | 在岸人民币 |
| USCNY | 6.7489 | 0.03% | 2026-09-24 | 09:15 | 美元人民币汇率中间价 |
SZ159655当前5档交易价格相对于EST1.883|1.882|1.883的溢价
| 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 | 2.213 | | 17.52% | 17.56% | 17.52% | 9103.29|26.39|906.81 |
| 卖5 | 2.017 | 25600 | 7.12% | 7.15% | 7.11% | 8297.03|29.72|826.5 |
| 卖4 | 2.016 | 90600 | 7.06% | 7.1% | 7.06% | 8292.92|29.74|826.09 |
| 卖3 | 2.015 | 37300 | 7.01% | 7.04% | 7.01% | 8288.81|29.76|825.68 |
| 卖2 | 2.014 | 101000 | 6.96% | 6.99% | 6.95% | 8284.69|29.77|825.27 |
| 卖1 | 2.013 | 157800 | 6.9% | 6.94% | 6.9% | 8280.58|29.79|824.86 |
| 买1 | 2.012 | 368500 | 6.85% | 6.88% | 6.85% | 8276.47|29.81|824.45 |
| 买2 | 2.011 | 332800 | 6.8% | 6.83% | 6.8% | 8272.35|29.82|824.04 |
| 买3 | 2.01 | 766300 | 6.74% | 6.78% | 6.74% | 8268.24|29.84|823.63 |
| 买4 | 2.009 | 129500 | 6.69% | 6.72% | 6.69% | 8264.13|29.86|823.22 |
| 买5 | 2.008 | 598000 | 6.64% | 6.67% | 6.64% | 8260.01|29.88|822.81 |
| 跌停 | 1.811 | | -3.82% | -3.79% | -3.83% | 7449.64|33.23|742.09 |
^GSPC 2026-09-25数据 牛市 历史价格
| 均线 | EST | 溢价 | T+1EST | 溢价 | SZ159655 | T+1EST |
|---|
| 5日 | 7729.55 | 0.18% | 7717.86 | 0.33% | 1.879 | 1.876 |
| 10日 | 7678.75 | 0.84% | 7690.37 | 0.69% | 1.867 | 1.87 |
| 20日 | 7670.41 | 0.95% | 7669.54 | 0.96% | 1.865 | 1.864 |
| 布林上轨 | 7808.94 | -0.84% | 7843.52 | -1.28% | 1.898 | 1.907 |
| 布林下轨 | 7531.88 | 2.81% | 7495.55 | 3.31% | 1.831 | 1.822 |
| 5周 | 7692.37 | 0.66% | 7683.63 | 0.78% | 1.87 | 1.868 |
| 10周 | 7687.64 | 0.73% | 7712.38 | 0.4% | 1.869 | 1.875 |
| 20周 | 7570.55 | 2.28% | 7575.94 | 2.21% | 1.84 | 1.842 |
| 周布林上轨 | 7881.88 | -1.76% | 7962 | -2.75% | 1.916 | 1.936 |
| 周布林下轨 | 7259.22 | 6.67% | 7189.87 | 7.7% | 1.765 | 1.748 |
| 5月 | 7563.82 | 2.37% | 7558.41 | 2.45% | 1.839 | 1.837 |
| 10月 | 7184.02 | 7.79% | 7226.34 | 7.16% | 1.746 | 1.757 |
| 20月 | 6688.72 | 15.77% | 6729.51 | 15.07% | 1.626 | 1.636 |
| 月布林上轨 | 8141.69 | -4.89% | 8487.27 | -8.76% | 1.979 | 2.063 |
| 月布林下轨 | 5235.75 | 47.9% | 4971.75 | 55.75% | 1.273 | 1.209 |
| 小牛熊分界 | 7628.65 | 1.5% | | | 1.855 | |
| 牛熊分界 | 7243.59 | 6.9% | | | 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 | 241.901 | 2026-09-25 | -115 |
| SPY | ^GSPC | 1 | 10.039 | 2026-09-25 | 2751 |
| 均线 | EST | 溢价 | T+1EST | 溢价 | SH | T+1EST |
|---|
| 5日 | 7729.55 | 0.18% | 7717.86 | 0.33% | 32.07 | 32.12 |
| 10日 | 7678.75 | 0.84% | 7690.37 | 0.69% | 32.28 | 32.23 |
| 20日 | 7670.41 | 0.95% | 7669.54 | 0.96% | 32.31 | 32.32 |
| 布林上轨 | 7808.94 | -0.84% | 7843.52 | -1.28% | 31.74 | 31.6 |
| 布林下轨 | 7531.88 | 2.81% | 7495.55 | 3.31% | 32.89 | 33.04 |
| 5周 | 7692.37 | 0.66% | 7683.63 | 0.78% | 32.22 | 32.26 |
| 10周 | 7687.64 | 0.73% | 7712.38 | 0.4% | 32.24 | 32.14 |
| 20周 | 7570.55 | 2.28% | 7575.94 | 2.21% | 32.73 | 32.7 |
| 周布林上轨 | 7881.88 | -1.76% | 7962 | -2.75% | 31.44 | 31.11 |
| 周布林下轨 | 7259.22 | 6.67% | 7189.87 | 7.7% | 34.01 | 34.3 |
| 5月 | 7563.82 | 2.37% | 7558.41 | 2.45% | 32.75 | 32.78 |
| 10月 | 7184.02 | 7.79% | 7226.34 | 7.16% | 34.32 | 34.15 |
| 20月 | 6688.72 | 15.77% | 6729.51 | 15.07% | 36.37 | 36.2 |
| 月布林上轨 | 8141.69 | -4.89% | 8487.27 | -8.76% | 30.36 | 28.94 |
| 月布林下轨 | 5235.75 | 47.9% | 4971.75 | 55.75% | 42.38 | 43.47 |
| 小牛熊分界 | 7628.65 | 1.5% | | | 32.49 | |
| 牛熊分界 | 7243.59 | 6.9% | | | 34.08 | |
| 均线 | EST | 溢价 | T+1EST | 溢价 | SPY | T+1EST |
|---|
| 5日 | 7729.55 | 0.18% | 7717.86 | 0.33% | 769.97 | 768.81 |
| 10日 | 7678.75 | 0.84% | 7690.37 | 0.69% | 764.91 | 766.07 |
| 20日 | 7670.41 | 0.95% | 7669.54 | 0.96% | 764.08 | 763.99 |
| 布林上轨 | 7808.94 | -0.84% | 7843.52 | -1.28% | 777.88 | 781.32 |
| 布林下轨 | 7531.88 | 2.81% | 7495.55 | 3.31% | 750.28 | 746.66 |
| 5周 | 7692.37 | 0.66% | 7683.63 | 0.78% | 766.27 | 765.4 |
| 10周 | 7687.64 | 0.73% | 7712.38 | 0.4% | 765.79 | 768.26 |
| 20周 | 7570.55 | 2.28% | 7575.94 | 2.21% | 754.13 | 754.67 |
| 周布林上轨 | 7881.88 | -1.76% | 7962 | -2.75% | 785.14 | 793.13 |
| 周布林下轨 | 7259.22 | 6.67% | 7189.87 | 7.7% | 723.12 | 716.21 |
| 5月 | 7563.82 | 2.37% | 7558.41 | 2.45% | 753.46 | 752.92 |
| 10月 | 7184.02 | 7.79% | 7226.34 | 7.16% | 715.63 | 719.84 |
| 20月 | 6688.72 | 15.77% | 6729.51 | 15.07% | 666.29 | 670.35 |
| 月布林上轨 | 8141.69 | -4.89% | 8487.27 | -8.76% | 811.02 | 845.45 |
| 月布林下轨 | 5235.75 | 47.9% | 4971.75 | 55.75% | 521.55 | 495.25 |
| 小牛熊分界 | 7628.65 | 1.5% | | | 759.92 | |
| 牛熊分界 | 7243.59 | 6.9% | | | 721.56 | |
校准记录
| 日期 | 校准值 | 时间 | 次数 |
|---|
| 2026-09-25 | 1.008 | 03:58 | 1611 |
理论溢价：1.0082 设置期货升水
| 均线 | EST | 溢价 | T+1EST | 溢价 | ES | T+1EST |
|---|
| 5日 | 7729.55 | 0.18% | 7717.86 | 0.33% | 7792.75 | 7781 |
| 10日 | 7678.75 | 0.84% | 7690.37 | 0.69% | 7741.75 | 7753.25 |
| 20日 | 7670.41 | 0.95% | 7669.54 | 0.96% | 7733.25 | 7732.25 |
| 布林上轨 | 7808.94 | -0.84% | 7843.52 | -1.28% | 7873 | 7907.75 |
| 布林下轨 | 7531.88 | 2.81% | 7495.55 | 3.31% | 7593.5 | 7557 |
| 5周 | 7692.37 | 0.66% | 7683.63 | 0.78% | 7755.5 | 7746.5 |
| 10周 | 7687.64 | 0.73% | 7712.38 | 0.4% | 7750.5 | 7775.5 |
| 20周 | 7570.55 | 2.28% | 7575.94 | 2.21% | 7632.5 | 7638 |
| 周布林上轨 | 7881.88 | -1.76% | 7962 | -2.75% | 7946.5 | 8027.25 |
| 周布林下轨 | 7259.22 | 6.67% | 7189.87 | 7.7% | 7318.75 | 7248.75 |
| 5月 | 7563.82 | 2.37% | 7558.41 | 2.45% | 7625.75 | 7620.25 |
| 10月 | 7184.02 | 7.79% | 7226.34 | 7.16% | 7242.75 | 7285.5 |
| 20月 | 6688.72 | 15.77% | 6729.51 | 15.07% | 6743.5 | 6784.75 |
| 月布林上轨 | 8141.69 | -4.89% | 8487.27 | -8.76% | 8208.5 | 8556.75 |
| 月布林下轨 | 5235.75 | 47.9% | 4971.75 | 55.75% | 5278.75 | 5012.5 |
| 小牛熊分界 | 7628.65 | 1.5% | | | 7691.25 | |
| 牛熊分界 | 7243.59 | 6.9% | | | 7303 | |
SZ159655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 |
|---|
| 2026-09-24 | 2.012 | 1.8829 | 6.86% | 1.881 | 04:10 | -0.09% | 7706.03 |
| 2026-09-23 | 2.052 | 1.8953 | 8.27% | 1.893 | 04:08 | -0.11% | 7764.64 |
| 2026-09-22 | 2.057 | 1.8941 | 8.6% | 1.894 | 04:06 | -0.03% | 7764.7 |
| 2026-09-21 | 2.048 | 1.8666 | 9.72% | 1.868 | 04:05 | 0.06% | 7650.5 |
| 2026-09-18 | 2.032 | 1.8663 | 8.88% | 1.864 | 04:06 | -0.1% | 7637.76 |
| 2026-09-17 | 2.002 | 1.8448 | 8.52% | 1.845 | 04:05 | 0.04% | 7551.81 |
| 2026-09-16 | 2.012 | 1.8549 | 8.47% | 1.852 | 04:06 | -0.13% | 7585.73 |
| 2026-09-15 | 2 | 1.8616 | 7.43% | 1.861 | 04:06 | -0.03% | 7619.98 |
| 2026-09-14 | 2.001 | 1.8713 | 6.93% | 1.87 | 04:13 | -0.1% | 7656.98 |
| 2026-09-11 | 2.011 | 1.8542 | 8.46% | 1.855 | 04:06 | 0 | 7591.7 |
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 |
|---|
| 2026-09-25 | 32.01 | 32.0106 | 0 | -0.47% |
| 2026-09-24 | 32.16 | 32.1634 | 0 | 0.09% |
| 2026-09-23 | 32.13 | 32.1088 | 0.07% | -0.22% |
| 2026-09-22 | 32.2 | 32.1857 | 0.04% | 0.06% |
| 2026-09-21 | 32.18 | 32.2224 | -0.13% | -1.53% |
| 2026-09-18 | 32.68 | 32.6512 | 0.09% | -0.06% |
| 2026-09-17 | 32.7 | 32.6963 | 0 | -1.15% |
| 2026-09-16 | 33.08 | 33.0692 | 0.03% | 0.46% |
| 2026-09-15 | 32.93 | 32.9289 | 0 | 0.46% |
| 2026-09-14 | 32.78 | 32.7801 | 0 | 0.49% |
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 |
|---|
| 2026-09-25 | 771.35 | 771.3506 | 0 | 0.54% |
| 2026-09-24 | 767.18 | 767.4378 | -0.03% | -0.08% |
| 2026-09-23 | 767.81 | 767.6118 | 0.03% | -0.72% |
| 2026-09-22 | 773.38 | 773.4391 | -0.01% | -0.02% |
| 2026-09-21 | 773.5 | 773.4493 | 0.01% | 1.55% |
| 2026-09-18 | 761.69 | 762.0115 | -0.04% | -0.12% |
| 2026-09-17 | 762.6 | 762.6342 | 0% | 1.13% |
| 2026-09-16 | 754.05 | 754.0526 | 0 | -0.44% |
| 2026-09-15 | 757.39 | 757.4051 | 0% | -0.46% |
| 2026-09-14 | 760.88 | 760.696 | 0.02% | -0.45% |
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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159655官网
华夏基金 - SH510330 SH513180 SH513230 SH513300 SH513520 SH513660 SH588000 SZ159655 SZ159850 SZ159920 SZ159985
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