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 | 1.905 | 2026-08-07 | 6.02% | 1.894 | 6.64% | 1.893 | 6.69% |
校准记录
| 日期 | 校准值 | 时间 | 次数 | 净值 | 对冲值 |
|---|
| 2026-08-06 | 27648.43 | 17:36 | 1 | 1.8933 | 27648 |
参考数据
| 代码 | 价格 | 涨幅 | 日期 | 时间 | 名称 |
|---|
| SZ159655 | 2.02 | -0.1% | 2026-08-07 | 16:29 | 标普500ETF华夏 |
| ^GSPC | 7757.64 | 0.62% | 2026-08-07 | 16:50 | 标普500指数 |
| ES | 7778.11 | 0.56% | 2026-08-07 | 16:59 | 标普500指数期货 |
| SH | 32.07 | -0.53% | 2026-08-07 | 16:00 | 标普500指数ETF-ProShares做空 |
| 32.08 | -0.5% | 2026-08-07 | 19:53 | 盘后交易 |
| SPY | 773.26 | 0.61% | 2026-08-07 | 16:00 | SPDR标普500 ETF |
| 773.4 | 0.63% | 2026-08-07 | 19:59 | 盘后交易 |
| USDCNH | 6.743 | 0 | 2026-08-07 | 16:59 | 离岸人民币（香港） |
| USDCNY | 6.7513 | 0.04% | 2026-08-07 | 14:52 | 在岸人民币 |
| USCNY | 6.7904 | 0.01% | 2026-08-07 | 09:15 | 美元人民币汇率中间价 |
SZ159655当前5档交易价格相对于EST1.905|1.894|1.893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 | 2.222 | | 16.62% | 17.3% | 17.36% | 9099.7|26.52|907.15 |
| 卖5 | 2.026 | 35800 | 6.34% | 6.95% | 7.01% | 8297.03|29.84|827.14 |
| 卖4 | 2.025 | 800 | 6.28% | 6.9% | 6.96% | 8292.93|29.86|826.73 |
| 卖3 | 2.024 | 9700 | 6.23% | 6.85% | 6.9% | 8288.84|29.87|826.32 |
| 卖2 | 2.023 | 20000 | 6.18% | 6.79% | 6.85% | 8284.74|29.89|825.91 |
| 卖1 | 2.02 | 81800 | 6.02% | 6.64% | 6.69% | 8272.46|29.94|824.69 |
| 买1 | 2.019 | 1152100 | 5.97% | 6.58% | 6.64% | 8268.36|29.96|824.28 |
| 买2 | 2.018 | 501200 | 5.92% | 6.53% | 6.59% | 8264.27|29.97|823.87 |
| 买3 | 2.017 | 231400 | 5.86% | 6.48% | 6.53% | 8260.17|29.99|823.46 |
| 买4 | 2.016 | 121700 | 5.81% | 6.43% | 6.48% | 8256.07|30.01|823.05 |
| 买5 | 2.015 | 182900 | 5.76% | 6.37% | 6.43% | 8251.98|30.02|822.64 |
| 跌停 | 1.818 | | -4.58% | -4.03% | -3.98% | 7445.21|33.36|742.22 |
^GSPC 2026-08-07数据 牛市 历史价格
| 均线 | EST | 溢价 | T+1EST | 溢价 | SZ159655 | T+1EST |
|---|
| 5日 | 7731.92 | 0.33% | 7730.38 | 0.35% | 1.888 | 1.888 |
| 10日 | 7577.83 | 2.37% | 7596.46 | 2.12% | 1.85 | 1.855 |
| 20日 | 7525.94 | 3.08% | 7524.96 | 3.09% | 1.838 | 1.837 |
| 布林上轨 | 7813.03 | -0.71% | 7886.01 | -1.63% | 1.908 | 1.926 |
| 布林下轨 | 7238.84 | 7.17% | 7163.9 | 8.29% | 1.768 | 1.749 |
| 5周 | 7529.26 | 3.03% | 7553.11 | 2.71% | 1.839 | 1.844 |
| 10周 | 7495.75 | 3.49% | 7503.78 | 3.38% | 1.83 | 1.832 |
| 20周 | 7348.8 | 5.56% | 7391.37 | 4.96% | 1.794 | 1.805 |
| 周布林上轨 | 7963.43 | -2.58% | 7959.5 | -2.54% | 1.945 | 1.944 |
| 周布林下轨 | 6734.18 | 15.2% | 6823.23 | 13.69% | 1.644 | 1.666 |
| 5月 | 7444.54 | 4.21% | 7523.05 | 3.12% | 1.818 | 1.837 |
| 10月 | 7091.02 | 9.4% | 7121.26 | 8.94% | 1.732 | 1.739 |
| 20月 | 6602.11 | 17.5% | 6633.31 | 16.95% | 1.612 | 1.62 |
| 月布林上轨 | 7984.06 | -2.84% | 8329.16 | -6.86% | 1.95 | 2.034 |
| 月布林下轨 | 5220.15 | 48.61% | 4937.46 | 57.12% | 1.275 | 1.206 |
| 小牛熊分界 | 7466.89 | 3.89% | | | 1.823 | |
| 牛熊分界 | 7063.53 | 9.83% | | | 1.725 | |
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 | 241.914 | 2026-08-07 | -116 |
| SPY | ^GSPC | 1 | 10.031 | 2026-08-07 | 2756 |
| 均线 | EST | 溢价 | T+1EST | 溢价 | SH | T+1EST |
|---|
| 5日 | 7731.92 | 0.33% | 7730.38 | 0.35% | 32.17 | 32.18 |
| 10日 | 7577.83 | 2.37% | 7596.46 | 2.12% | 32.81 | 32.73 |
| 20日 | 7525.94 | 3.08% | 7524.96 | 3.09% | 33.03 | 33.03 |
| 布林上轨 | 7813.03 | -0.71% | 7886.01 | -1.63% | 31.84 | 31.54 |
| 布林下轨 | 7238.84 | 7.17% | 7163.9 | 8.29% | 34.21 | 34.52 |
| 5周 | 7529.26 | 3.03% | 7553.11 | 2.71% | 33.01 | 32.91 |
| 10周 | 7495.75 | 3.49% | 7503.78 | 3.38% | 33.15 | 33.12 |
| 20周 | 7348.8 | 5.56% | 7391.37 | 4.96% | 33.76 | 33.58 |
| 周布林上轨 | 7963.43 | -2.58% | 7959.5 | -2.54% | 31.22 | 31.23 |
| 周布林下轨 | 6734.18 | 15.2% | 6823.23 | 13.69% | 36.3 | 35.93 |
| 5月 | 7444.54 | 4.21% | 7523.05 | 3.12% | 33.36 | 33.04 |
| 10月 | 7091.02 | 9.4% | 7121.26 | 8.94% | 34.82 | 34.7 |
| 20月 | 6602.11 | 17.5% | 6633.31 | 16.95% | 36.84 | 36.72 |
| 月布林上轨 | 7984.06 | -2.84% | 8329.16 | -6.86% | 31.13 | 29.71 |
| 月布林下轨 | 5220.15 | 48.61% | 4937.46 | 57.12% | 42.56 | 43.73 |
| 小牛熊分界 | 7466.89 | 3.89% | | | 33.27 | |
| 牛熊分界 | 7063.53 | 9.83% | | | 34.94 | |
| 均线 | EST | 溢价 | T+1EST | 溢价 | SPY | T+1EST |
|---|
| 5日 | 7731.92 | 0.33% | 7730.38 | 0.35% | 770.8 | 770.65 |
| 10日 | 7577.83 | 2.37% | 7596.46 | 2.12% | 755.44 | 757.3 |
| 20日 | 7525.94 | 3.08% | 7524.96 | 3.09% | 750.27 | 750.17 |
| 布林上轨 | 7813.03 | -0.71% | 7886.01 | -1.63% | 778.89 | 786.16 |
| 布林下轨 | 7238.84 | 7.17% | 7163.9 | 8.29% | 721.64 | 714.17 |
| 5周 | 7529.26 | 3.03% | 7553.11 | 2.71% | 750.6 | 752.97 |
| 10周 | 7495.75 | 3.49% | 7503.78 | 3.38% | 747.26 | 748.06 |
| 20周 | 7348.8 | 5.56% | 7391.37 | 4.96% | 732.61 | 736.85 |
| 周布林上轨 | 7963.43 | -2.58% | 7959.5 | -2.54% | 793.88 | 793.49 |
| 周布林下轨 | 6734.18 | 15.2% | 6823.23 | 13.69% | 671.33 | 680.21 |
| 5月 | 7444.54 | 4.21% | 7523.05 | 3.12% | 742.15 | 749.98 |
| 10月 | 7091.02 | 9.4% | 7121.26 | 8.94% | 706.91 | 709.92 |
| 20月 | 6602.11 | 17.5% | 6633.31 | 16.95% | 658.17 | 661.28 |
| 月布林上轨 | 7984.06 | -2.84% | 8329.16 | -6.86% | 795.94 | 830.34 |
| 月布林下轨 | 5220.15 | 48.61% | 4937.46 | 57.12% | 520.4 | 492.22 |
| 小牛熊分界 | 7466.89 | 3.89% | | | 744.38 | |
| 牛熊分界 | 7063.53 | 9.83% | | | 704.17 | |
校准记录
| 日期 | 校准值 | 时间 | 次数 |
|---|
| 2026-08-07 | 1.003 | 04:02 | 2180 |
理论溢价：1.0034 期货升水
| 均线 | EST | 溢价 | T+1EST | 溢价 | ES | T+1EST |
|---|
| 5日 | 7731.92 | 0.33% | 7730.38 | 0.35% | 7758 | 7756.5 |
| 10日 | 7577.83 | 2.37% | 7596.46 | 2.12% | 7603.25 | 7622 |
| 20日 | 7525.94 | 3.08% | 7524.96 | 3.09% | 7551.25 | 7550.25 |
| 布林上轨 | 7813.03 | -0.71% | 7886.01 | -1.63% | 7839.25 | 7912.5 |
| 布林下轨 | 7238.84 | 7.17% | 7163.9 | 8.29% | 7263.25 | 7188 |
| 5周 | 7529.26 | 3.03% | 7553.11 | 2.71% | 7554.75 | 7578.5 |
| 10周 | 7495.75 | 3.49% | 7503.78 | 3.38% | 7521 | 7529 |
| 20周 | 7348.8 | 5.56% | 7391.37 | 4.96% | 7373.5 | 7416.25 |
| 周布林上轨 | 7963.43 | -2.58% | 7959.5 | -2.54% | 7990.25 | 7986.25 |
| 周布林下轨 | 6734.18 | 15.2% | 6823.23 | 13.69% | 6756.75 | 6846.25 |
| 5月 | 7444.54 | 4.21% | 7523.05 | 3.12% | 7469.5 | 7548.5 |
| 10月 | 7091.02 | 9.4% | 7121.26 | 8.94% | 7115 | 7145.25 |
| 20月 | 6602.11 | 17.5% | 6633.31 | 16.95% | 6624.25 | 6655.75 |
| 月布林上轨 | 7984.06 | -2.84% | 8329.16 | -6.86% | 8011 | 8357.25 |
| 月布林下轨 | 5220.15 | 48.61% | 4937.46 | 57.12% | 5237.75 | 4954 |
| 小牛熊分界 | 7466.89 | 3.89% | | | 7492 | |
| 牛熊分界 | 7063.53 | 9.83% | | | 7087.25 | |
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 |
|---|
| 2026-08-07 | 2.02 | 1.8933 | 6.69% | 1.893 | 04:12 | 0 | 7709.96 |
| 2026-08-06 | 2.022 | 1.896 | 6.65% | 1.897 | 04:08 | 0.04% | 7723.55 |
| 2026-08-05 | 2.025 | 1.9008 | 6.53% | 1.901 | 04:07 | 0 | 7736.52 |
| 2026-08-04 | 1.956 | 1.8673 | 4.75% | 1.866 | 04:06 | -0.09% | 7600.5 |
| 2026-08-03 | 1.92 | 1.8384 | 4.44% | 1.841 | 04:10 | 0.16% | 7489.72 |
| 2026-07-31 | 1.903 | 1.8284 | 4.08% | 1.831 | 04:05 | 0.12% | 7437.63 |
| 2026-07-30 | 1.878 | 1.8008 | 4.29% | 1.801 | 04:10 | 0 | 7316.15 |
| 2026-07-29 | 1.909 | 1.829 | 4.37% | 1.829 | 04:08 | 0 | 7428.78 |
| 2026-07-28 | 1.892 | 1.8251 | 3.67% | 1.827 | 04:06 | 0.08% | 7413.18 |
| 2026-07-27 | 1.911 | 1.827 | 4.6% | 1.827 | 04:04 | 0 | 7411.98 |
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 |
|---|
| 2026-08-07 | 32.07 | 32.0678 | 0 | -0.53% |
| 2026-08-06 | 32.24 | 32.2581 | -0.06% | 0.19% |
| 2026-08-05 | 32.18 | 32.1083 | 0.22% | 0.22% |
| 2026-08-04 | 32.11 | 32.0629 | 0.15% | -1.77% |
| 2026-08-03 | 32.69 | 32.6354 | 0.17% | -1.42% |
| 2026-07-31 | 33.16 | 33.177 | -0.05% | -0.69% |
| 2026-07-30 | 33.39 | 33.4496 | -0.18% | -1.59% |
| 2026-07-29 | 33.93 | 33.9164 | 0.04% | 1.53% |
| 2026-07-28 | 33.42 | 33.4106 | 0.03% | -0.21% |
| 2026-07-27 | 33.49 | 33.487 | 0 | -0.03% |
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 |
|---|
| 2026-08-07 | 773.26 | 773.3639 | -0.01% | 0.61% |
| 2026-08-06 | 768.56 | 768.579 | 0% | -0.16% |
| 2026-08-05 | 769.79 | 769.9364 | -0.02% | -0.2% |
| 2026-08-04 | 771.33 | 771.2321 | 0.01% | 1.8% |
| 2026-08-03 | 757.67 | 757.6852 | 0% | 1.42% |
| 2026-07-31 | 747.03 | 746.5974 | 0.06% | 0.72% |
| 2026-07-30 | 741.69 | 741.3714 | 0.04% | 1.68% |
| 2026-07-29 | 729.46 | 729.2646 | 0.03% | -1.54% |
| 2026-07-28 | 740.86 | 740.4916 | 0.05% | 0.24% |
| 2026-07-27 | 739.09 | 738.9283 | 0.02% | 0.02% |
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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