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 | 1.901 | 2026-08-12 | 6.45% | 1.891 | 7.06% | 1.889 | 7.14% |
校准记录
| 日期 | 校准值 | 时间 | 次数 | 净值 | 对冲值 |
|---|
| 2026-08-11 | 27664.74 | 17:44 | 1 | 1.8968 | 27665 |
参考数据
| 代码 | 价格 | 涨幅 | 日期 | 时间 | 名称 |
|---|
| SZ159655 | 2.024 | -0.3% | 2026-08-12 | 15:35 | 标普500ETF华夏 |
| ^GSPC | 7748.5 | 0.26% | 2026-08-12 | 16:36 | 标普500指数 |
| ES | 7764.74 | 0.22% | 2026-08-12 | 16:59 | 标普500指数期货 |
| SH | 32.1 | -0.28% | 2026-08-12 | 16:00 | 标普500指数ETF-ProShares做空 |
| 32.12 | -0.23% | 2026-08-12 | 17:05 | 盘后交易 |
| SPY | 772.49 | 0.25% | 2026-08-12 | 16:00 | SPDR标普500 ETF |
| 772.24 | 0.22% | 2026-08-12 | 17:06 | 盘后交易 |
| USDCNH | 6.746 | 0% | 2026-08-12 | 17:00 | 离岸人民币（香港） |
| USDCNY | 6.7501 | 0.06% | 2026-08-12 | 14:52 | 在岸人民币 |
| USCNY | 6.7882 | -0.03% | 2026-08-12 | 09:15 | 美元人民币汇率中间价 |
SZ159655当前5档交易价格相对于EST1.901|1.891|1.889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 | 2.226 | | 17.08% | 17.74% | 17.83% | 9123.08|26.39|909.62 |
| 卖5 | 2.028 | 148600 | 6.67% | 7.27% | 7.35% | 8311.59|29.75|828.71 |
| 卖4 | 2.027 | 288900 | 6.61% | 7.21% | 7.3% | 8307.5|29.77|828.3 |
| 卖3 | 2.026 | 234000 | 6.56% | 7.16% | 7.24% | 8303.4|29.78|827.89 |
| 卖2 | 2.025 | 567800 | 6.51% | 7.11% | 7.19% | 8299.3|29.8|827.48 |
| 卖1 | 2.024 | 44000 | 6.45% | 7.06% | 7.14% | 8295.2|29.82|827.07 |
| 买1 | 2.023 | 123300 | 6.4% | 7% | 7.08% | 8291.1|29.84|826.67 |
| 买2 | 2.022 | 31300 | 6.35% | 6.95% | 7.03% | 8287|29.85|826.26 |
| 买3 | 2.021 | 77400 | 6.3% | 6.9% | 6.98% | 8282.91|29.87|825.85 |
| 买4 | 2.02 | 164700 | 6.24% | 6.84% | 6.93% | 8278.81|29.89|825.44 |
| 买5 | 2.019 | 269400 | 6.19% | 6.79% | 6.87% | 8274.71|29.9|825.03 |
| 跌停 | 1.822 | | -4.17% | -3.63% | -3.56% | 7467.32|33.25|744.53 |
^GSPC 2026-08-12数据 牛市 历史价格
| 均线 | EST | 溢价 | T+1EST | 溢价 | SZ159655 | T+1EST |
|---|
| 5日 | 7746.86 | 0.02% | 7743.27 | 0.07% | 1.89 | 1.889 |
| 10日 | 7694.19 | 0.71% | 7719.75 | 0.37% | 1.877 | 1.884 |
| 20日 | 7556.47 | 2.54% | 7561.95 | 2.47% | 1.844 | 1.845 |
| 布林上轨 | 7897.96 | -1.89% | 7986.3 | -2.98% | 1.927 | 1.949 |
| 布林下轨 | 7214.97 | 7.39% | 7137.61 | 8.56% | 1.76 | 1.742 |
| 5周 | 7529.26 | 2.91% | 7553.11 | 2.59% | 1.837 | 1.843 |
| 10周 | 7495.75 | 3.37% | 7503.78 | 3.26% | 1.829 | 1.831 |
| 20周 | 7348.8 | 5.44% | 7391.37 | 4.83% | 1.793 | 1.803 |
| 周布林上轨 | 7963.43 | -2.7% | 7959.5 | -2.65% | 1.943 | 1.942 |
| 周布林下轨 | 6734.18 | 15.06% | 6823.23 | 13.56% | 1.643 | 1.665 |
| 5月 | 7444.54 | 4.08% | 7523.05 | 3% | 1.816 | 1.836 |
| 10月 | 7091.02 | 9.27% | 7121.26 | 8.81% | 1.73 | 1.738 |
| 20月 | 6602.11 | 17.36% | 6633.31 | 16.81% | 1.611 | 1.619 |
| 月布林上轨 | 7984.06 | -2.95% | 8329.16 | -6.97% | 1.948 | 2.032 |
| 月布林下轨 | 5220.15 | 48.43% | 4937.46 | 56.93% | 1.274 | 1.205 |
| 小牛熊分界 | 7498.14 | 3.34% | | | 1.83 | |
| 牛熊分界 | 7083.62 | 9.39% | | | 1.728 | |
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 | 241.525 | 2026-08-12 | -115 |
| SPY | ^GSPC | 1 | 10.03 | 2026-08-12 | 2758 |
| 均线 | EST | 溢价 | T+1EST | 溢价 | SH | T+1EST |
|---|
| 5日 | 7746.86 | 0.02% | 7743.27 | 0.07% | 32.09 | 32.1 |
| 10日 | 7694.19 | 0.71% | 7719.75 | 0.37% | 32.31 | 32.2 |
| 20日 | 7556.47 | 2.54% | 7561.95 | 2.47% | 32.88 | 32.85 |
| 布林上轨 | 7897.96 | -1.89% | 7986.3 | -2.98% | 31.46 | 31.1 |
| 布林下轨 | 7214.97 | 7.39% | 7137.61 | 8.56% | 34.29 | 34.61 |
| 5周 | 7529.26 | 2.91% | 7553.11 | 2.59% | 32.99 | 32.89 |
| 10周 | 7495.75 | 3.37% | 7503.78 | 3.26% | 33.13 | 33.09 |
| 20周 | 7348.8 | 5.44% | 7391.37 | 4.83% | 33.74 | 33.56 |
| 周布林上轨 | 7963.43 | -2.7% | 7959.5 | -2.65% | 31.19 | 31.21 |
| 周布林下轨 | 6734.18 | 15.06% | 6823.23 | 13.56% | 36.28 | 35.91 |
| 5月 | 7444.54 | 4.08% | 7523.05 | 3% | 33.34 | 33.02 |
| 10月 | 7091.02 | 9.27% | 7121.26 | 8.81% | 34.8 | 34.68 |
| 20月 | 6602.11 | 17.36% | 6633.31 | 16.81% | 36.83 | 36.7 |
| 月布林上轨 | 7984.06 | -2.95% | 8329.16 | -6.97% | 31.11 | 29.68 |
| 月布林下轨 | 5220.15 | 48.43% | 4937.46 | 56.93% | 42.55 | 43.72 |
| 小牛熊分界 | 7498.14 | 3.34% | | | 33.12 | |
| 牛熊分界 | 7083.62 | 9.39% | | | 34.83 | |
| 均线 | EST | 溢价 | T+1EST | 溢价 | SPY | T+1EST |
|---|
| 5日 | 7746.86 | 0.02% | 7743.27 | 0.07% | 772.4 | 772.04 |
| 10日 | 7694.19 | 0.71% | 7719.75 | 0.37% | 767.15 | 769.7 |
| 20日 | 7556.47 | 2.54% | 7561.95 | 2.47% | 753.42 | 753.97 |
| 布林上轨 | 7897.96 | -1.89% | 7986.3 | -2.98% | 787.47 | 796.28 |
| 布林下轨 | 7214.97 | 7.39% | 7137.61 | 8.56% | 719.37 | 711.66 |
| 5周 | 7529.26 | 2.91% | 7553.11 | 2.59% | 750.71 | 753.08 |
| 10周 | 7495.75 | 3.37% | 7503.78 | 3.26% | 747.36 | 748.17 |
| 20周 | 7348.8 | 5.44% | 7391.37 | 4.83% | 732.71 | 736.96 |
| 周布林上轨 | 7963.43 | -2.7% | 7959.5 | -2.65% | 794 | 793.6 |
| 周布林下轨 | 6734.18 | 15.06% | 6823.23 | 13.56% | 671.43 | 680.31 |
| 5月 | 7444.54 | 4.08% | 7523.05 | 3% | 742.26 | 750.09 |
| 10月 | 7091.02 | 9.27% | 7121.26 | 8.81% | 707.01 | 710.03 |
| 20月 | 6602.11 | 17.36% | 6633.31 | 16.81% | 658.26 | 661.38 |
| 月布林上轨 | 7984.06 | -2.95% | 8329.16 | -6.97% | 796.05 | 830.46 |
| 月布林下轨 | 5220.15 | 48.43% | 4937.46 | 56.93% | 520.48 | 492.29 |
| 小牛熊分界 | 7498.14 | 3.34% | | | 747.6 | |
| 牛熊分界 | 7083.62 | 9.39% | | | 706.27 | |
校准记录
| 日期 | 校准值 | 时间 | 次数 |
|---|
| 2026-08-12 | 1.003 | 03:56 | 2738 |
理论溢价：1.0029 期货升水
| 均线 | EST | 溢价 | T+1EST | 溢价 | ES | T+1EST |
|---|
| 5日 | 7746.86 | 0.02% | 7743.27 | 0.07% | 7769.75 | 7766 |
| 10日 | 7694.19 | 0.71% | 7719.75 | 0.37% | 7716.75 | 7742.5 |
| 20日 | 7556.47 | 2.54% | 7561.95 | 2.47% | 7578.75 | 7584.25 |
| 布林上轨 | 7897.96 | -1.89% | 7986.3 | -2.98% | 7921.25 | 8009.75 |
| 布林下轨 | 7214.97 | 7.39% | 7137.61 | 8.56% | 7236.25 | 7158.5 |
| 5周 | 7529.26 | 2.91% | 7553.11 | 2.59% | 7551.5 | 7575.25 |
| 10周 | 7495.75 | 3.37% | 7503.78 | 3.26% | 7517.75 | 7525.75 |
| 20周 | 7348.8 | 5.44% | 7391.37 | 4.83% | 7370.5 | 7413 |
| 周布林上轨 | 7963.43 | -2.7% | 7959.5 | -2.65% | 7986.75 | 7983 |
| 周布林下轨 | 6734.18 | 15.06% | 6823.23 | 13.56% | 6754 | 6843.25 |
| 5月 | 7444.54 | 4.08% | 7523.05 | 3% | 7466.5 | 7545.25 |
| 10月 | 7091.02 | 9.27% | 7121.26 | 8.81% | 7111.75 | 7142.25 |
| 20月 | 6602.11 | 17.36% | 6633.31 | 16.81% | 6621.5 | 6652.75 |
| 月布林上轨 | 7984.06 | -2.95% | 8329.16 | -6.97% | 8007.5 | 8353.75 |
| 月布林下轨 | 5220.15 | 48.43% | 4937.46 | 56.93% | 5235.5 | 4952 |
| 小牛熊分界 | 7498.14 | 3.34% | | | 7520.25 | |
| 牛熊分界 | 7083.62 | 9.39% | | | 7104.5 | |
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 |
|---|
| 2026-08-12 | 2.024 | 1.8968 | 6.71% | 1.897 | 04:08 | 0 | 7728.2 |
| 2026-08-11 | 2.03 | 1.9022 | 6.72% | 1.902 | 04:05 | 0 | 7753.11 |
| 2026-08-10 | 2.029 | 1.9041 | 6.56% | 1.905 | 04:06 | 0.06% | 7757.64 |
| 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 |
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 |
|---|
| 2026-08-12 | 32.1 | 32.0816 | 0.06% | -0.28% |
| 2026-08-11 | 32.19 | 32.1915 | 0 | 0.37% |
| 2026-08-10 | 32.07 | 32.0665 | 0 | 0 |
| 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% |
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 |
|---|
| 2026-08-12 | 772.49 | 772.5657 | -0.01% | 0.25% |
| 2026-08-11 | 770.56 | 770.5242 | 0% | -0.32% |
| 2026-08-10 | 773.03 | 772.984 | 0.01% | -0.03% |
| 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% |
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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