标普500LOF【SZ161125】易方达标普500指数(QDII-LOF)A净值
仓位估算值使用0.95。实时ESTES和^GSPC关联程度按照100%估算。
| 代码 | 官方EST | EST日期 | 溢价 | 实时EST | 溢价 |
|---|
| SZ161125 | 3.073 | 2026-07-17 | 2.34% | 3.072 | 2.39% |
校准记录
| 日期 | 校准值 | 时间 | 次数 | 净值 | 对冲值 |
|---|
| 2026-07-16 | 16493.465 | 17:00 | 1 | 3.1019 | 17362 |
参考数据
| 代码 | 价格 | 涨幅 | 日期 | 时间 | 名称 |
|---|
| SZ161125 | 3.145 | -1.93% | 2026-07-17 | 15:00 | 标普500LOF |
| ^GSPC | 7457.69 | -1.01% | 2026-07-17 | 16:43 | 标普500指数 |
| ES | 7493.01 | -1.12% | 2026-07-17 | 16:59 | 标普500指数期货 |
| SH | 33.27 | 1.06% | 2026-07-17 | 16:00 | 标普500指数ETF-ProShares做空 |
| 33.33 | 1.25% | 2026-07-17 | 19:59 | 盘后交易 |
| SPY | 743.29 | -0.99% | 2026-07-17 | 16:00 | SPDR标普500 ETF |
| 742.49 | -1.1% | 2026-07-17 | 19:59 | 盘后交易 |
| USDCNH | 6.7781 | 0 | 2026-07-17 | 16:59 | 离岸人民币（香港） |
| USDCNY | 6.7819 | 0.1% | 2026-07-17 | 14:56 | 在岸人民币 |
| USCNY | 6.7934 | 0.04% | 2026-07-17 | 09:15 | 美元人民币汇率中间价 |
SZ161125当前5档交易价格相对于EST3.073|3.072的溢价 轮动交易
| 交易 | 价格 | 数量 | 官方溢价 | 实时溢价 | ^GSPC|SH|SPY价格 |
|---|
| 涨停 | 3.46 | | 12.59% | 12.65% | 8446.18|28.87|841.76 |
| 卖5 | 3.154 | 1660 | 2.63% | 2.69% | 7664.15|32.36|763.83 |
| 卖4 | 3.153 | 108 | 2.6% | 2.65% | 7661.59|32.37|763.57 |
| 卖3 | 3.152 | 4247 | 2.56% | 2.62% | 7659.04|32.38|763.32 |
| 卖2 | 3.147 | 181 | 2.4% | 2.46% | 7646.26|32.44|762.04 |
| 卖1 | 3.146 | 3649 | 2.37% | 2.43% | 7643.7|32.45|761.79 |
| 买1 | 3.145 | 1400 | 2.34% | 2.39% | 7641.15|32.46|761.53 |
| 买2 | 3.143 | 14782 | 2.27% | 2.33% | 7636.03|32.48|761.02 |
| 买3 | 3.142 | 2452 | 2.24% | 2.3% | 7633.48|32.49|760.77 |
| 买4 | 3.141 | 1200 | 2.21% | 2.26% | 7630.92|32.5|760.51 |
| 买5 | 3.14 | 10700 | 2.17% | 2.23% | 7628.37|32.52|760.26 |
| 跌停 | 2.831 | | -7.88% | -7.83% | 6838.67|36.04|681.56 |
^GSPC 2026-07-17数据 牛市 历史价格
| 均线 | EST | 溢价 | T+1EST | 溢价 | SZ161125 | T+1EST |
|---|
| 5日 | 7526.86 | -0.92% | 7521.29 | -0.85% | 3.1 | 3.098 |
| 10日 | 7525.38 | -0.9% | 7528.07 | -0.93% | 3.1 | 3.101 |
| 20日 | 7477.9 | -0.27% | 7478.18 | -0.27% | 3.081 | 3.081 |
| 布林上轨 | 7641.2 | -2.4% | 7683.63 | -2.94% | 3.145 | 3.162 |
| 布林下轨 | 7314.6 | 1.96% | 7272.73 | 2.54% | 3.017 | 3.001 |
| 5周 | 7467.59 | -0.13% | 7505.44 | -0.64% | 3.077 | 3.092 |
| 10周 | 7471.07 | -0.18% | 7470.77 | -0.18% | 3.078 | 3.078 |
| 20周 | 7182.92 | 3.83% | 7213.51 | 3.38% | 2.966 | 2.978 |
| 周布林上轨 | 8071.89 | -7.61% | 8266.59 | -9.79% | 3.314 | 3.39 |
| 周布林下轨 | 6293.95 | 18.49% | 6160.44 | 21.06% | 2.618 | 2.566 |
| 5月 | 7204.24 | 3.52% | 7429.48 | 0.38% | 2.974 | 3.062 |
| 10月 | 7018.85 | 6.25% | 7041.18 | 5.92% | 2.902 | 2.91 |
| 20月 | 6517.47 | 14.43% | 6552.8 | 13.81% | 2.705 | 2.719 |
| 月布林上轨 | 7857.68 | -5.09% | 8181.98 | -8.85% | 3.23 | 3.357 |
| 月布林下轨 | 5177.26 | 44.05% | 4923.61 | 51.47% | 2.181 | 2.082 |
| 小牛熊分界 | 7403.46 | 0.73% | | | 3.052 | |
| 牛熊分界 | 6988.02 | 6.72% | | | 2.889 | |
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 | 224.11 | 2026-07-17 | -76 |
| SPY | ^GSPC | 1 | 10.034 | 2026-07-17 | 1730 |
| 均线 | EST | 溢价 | T+1EST | 溢价 | SH | T+1EST |
|---|
| 5日 | 7526.86 | -0.92% | 7521.29 | -0.85% | 32.97 | 32.99 |
| 10日 | 7525.38 | -0.9% | 7528.07 | -0.93% | 32.97 | 32.96 |
| 20日 | 7477.9 | -0.27% | 7478.18 | -0.27% | 33.19 | 33.19 |
| 布林上轨 | 7641.2 | -2.4% | 7683.63 | -2.94% | 32.46 | 32.27 |
| 布林下轨 | 7314.6 | 1.96% | 7272.73 | 2.54% | 33.92 | 34.1 |
| 5周 | 7467.59 | -0.13% | 7505.44 | -0.64% | 33.23 | 33.06 |
| 10周 | 7471.07 | -0.18% | 7470.77 | -0.18% | 33.22 | 33.22 |
| 20周 | 7182.92 | 3.83% | 7213.51 | 3.38% | 34.5 | 34.37 |
| 周布林上轨 | 8071.89 | -7.61% | 8266.59 | -9.79% | 30.54 | 29.67 |
| 周布林下轨 | 6293.95 | 18.49% | 6160.44 | 21.06% | 38.47 | 39.07 |
| 5月 | 7204.24 | 3.52% | 7429.48 | 0.38% | 34.41 | 33.4 |
| 10月 | 7018.85 | 6.25% | 7041.18 | 5.92% | 35.24 | 35.14 |
| 20月 | 6517.47 | 14.43% | 6552.8 | 13.81% | 37.47 | 37.31 |
| 月布林上轨 | 7857.68 | -5.09% | 8181.98 | -8.85% | 31.49 | 30.05 |
| 月布林下轨 | 5177.26 | 44.05% | 4923.61 | 51.47% | 43.45 | 44.58 |
| 小牛熊分界 | 7403.46 | 0.73% | | | 33.52 | |
| 牛熊分界 | 6988.02 | 6.72% | | | 35.37 | |
| 均线 | EST | 溢价 | T+1EST | 溢价 | SPY | T+1EST |
|---|
| 5日 | 7526.86 | -0.92% | 7521.29 | -0.85% | 750.14 | 749.59 |
| 10日 | 7525.38 | -0.9% | 7528.07 | -0.93% | 749.99 | 750.26 |
| 20日 | 7477.9 | -0.27% | 7478.18 | -0.27% | 745.26 | 745.29 |
| 布林上轨 | 7641.2 | -2.4% | 7683.63 | -2.94% | 761.54 | 765.77 |
| 布林下轨 | 7314.6 | 1.96% | 7272.73 | 2.54% | 728.99 | 724.82 |
| 5周 | 7467.59 | -0.13% | 7505.44 | -0.64% | 744.24 | 748.01 |
| 10周 | 7471.07 | -0.18% | 7470.77 | -0.18% | 744.58 | 744.55 |
| 20周 | 7182.92 | 3.83% | 7213.51 | 3.38% | 715.86 | 718.91 |
| 周布林上轨 | 8071.89 | -7.61% | 8266.59 | -9.79% | 804.46 | 823.87 |
| 周布林下轨 | 6293.95 | 18.49% | 6160.44 | 21.06% | 627.27 | 613.96 |
| 5月 | 7204.24 | 3.52% | 7429.48 | 0.38% | 717.99 | 740.44 |
| 10月 | 7018.85 | 6.25% | 7041.18 | 5.92% | 699.51 | 701.74 |
| 20月 | 6517.47 | 14.43% | 6552.8 | 13.81% | 649.55 | 653.07 |
| 月布林上轨 | 7857.68 | -5.09% | 8181.98 | -8.85% | 783.11 | 815.43 |
| 月布林下轨 | 5177.26 | 44.05% | 4923.61 | 51.47% | 515.98 | 490.7 |
| 小牛熊分界 | 7403.46 | 0.73% | | | 737.84 | |
| 牛熊分界 | 6988.02 | 6.72% | | | 696.44 | |
校准记录
| 日期 | 校准值 | 时间 | 次数 |
|---|
| 2026-07-17 | 1.005 | 04:02 | 2078 |
理论溢价：1.0055 期货升水
| 均线 | EST | 溢价 | T+1EST | 溢价 | ES | T+1EST |
|---|
| 5日 | 7526.86 | -0.92% | 7521.29 | -0.85% | 7568.25 | 7562.75 |
| 10日 | 7525.38 | -0.9% | 7528.07 | -0.93% | 7567 | 7569.5 |
| 20日 | 7477.9 | -0.27% | 7478.18 | -0.27% | 7519.25 | 7519.5 |
| 布林上轨 | 7641.2 | -2.4% | 7683.63 | -2.94% | 7683.25 | 7726 |
| 布林下轨 | 7314.6 | 1.96% | 7272.73 | 2.54% | 7355 | 7312.75 |
| 5周 | 7467.59 | -0.13% | 7505.44 | -0.64% | 7508.75 | 7546.75 |
| 10周 | 7471.07 | -0.18% | 7470.77 | -0.18% | 7512.25 | 7512 |
| 20周 | 7182.92 | 3.83% | 7213.51 | 3.38% | 7222.5 | 7253.25 |
| 周布林上轨 | 8071.89 | -7.61% | 8266.59 | -9.79% | 8116.5 | 8312.25 |
| 周布林下轨 | 6293.95 | 18.49% | 6160.44 | 21.06% | 6328.75 | 6194.5 |
| 5月 | 7204.24 | 3.52% | 7429.48 | 0.38% | 7244 | 7470.5 |
| 10月 | 7018.85 | 6.25% | 7041.18 | 5.92% | 7057.5 | 7080 |
| 20月 | 6517.47 | 14.43% | 6552.8 | 13.81% | 6553.5 | 6589 |
| 月布林上轨 | 7857.68 | -5.09% | 8181.98 | -8.85% | 7901 | 8227 |
| 月布林下轨 | 5177.26 | 44.05% | 4923.61 | 51.47% | 5205.75 | 4950.75 |
| 小牛熊分界 | 7403.46 | 0.73% | | | 7444.25 | |
| 牛熊分界 | 6988.02 | 6.72% | | | 7026.5 | |
SZ161125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 |
|---|
| 2026-07-17 | 3.145 | 3.1019 | 1.39% | 3.102 | 04:06 | 0 | 7533.77 |
| 2026-07-16 | 3.207 | 3.1171 | 2.88% | 3.117 | 04:05 | 0 | 7572.4 |
| 2026-07-15 | 3.195 | 3.1092 | 2.76% | 3.109 | 04:06 | 0 | 7543.59 |
| 2026-07-14 | 3.167 | 3.0975 | 2.24% | 3.098 | 04:06 | 0 | 7515.34 |
| 2026-07-13 | 3.147 | 3.1218 | 0.81% | 3.122 | 04:05 | 0 | 7575.39 |
| 2026-07-10 | 3.157 | 3.1112 | 1.47% | 3.111 | 04:06 | 0 | 7543.64 |
| 2026-07-09 | 3.158 | 3.0891 | 2.23% | 3.089 | 04:04 | 0 | 7482.71 |
| 2026-07-08 | 3.155 | 3.0965 | 1.89% | 3.097 | 04:04 | 0 | 7503.85 |
| 2026-07-07 | 3.169 | 3.1104 | 1.88% | 3.11 | 04:05 | 0 | 7537.43 |
| 2026-07-06 | 3.165 | 3.0882 | 2.49% |
SZ161125的成交数量相对于场内份额(万)的换手比例 基金场内份额 基金场内申购账户
| 日期 | 份额(万) | 场内新增(万) | 数量 | 换手 | 新增换手 |
|---|
| 2026-07-17 | 24527.86 | 0.03 | 3913473 | 1.6% | 1304491% |
| 2026-07-16 | 24527.83 | 0.07 | 4175789 | 1.7% | 596541% |
| 2026-07-15 | 24527.76 | 0.03 | 2796246 | 1.14% | 932082% |
| 2026-07-14 | 24527.73 | 0.02 | 4892013 | 1.99% | 2446006% |
| 2026-07-13 | 24527.71 | 0.01 | 2599625 | 1.06% | 2599625% |
| 2026-07-10 | 24527.7 | 0.02 | 3852394 | 1.57% | 1926197% |
| 2026-07-09 | 24527.68 | 0.01 | 3611431 | 1.47% | 3611431% |
| 2026-07-08 | 24527.67 | 0.03 | 4048646 | 1.65% | 1349549% |
| 2026-07-07 | 24527.64 | 0.02 | 2170016 | 0.88% | 1085008% |
| 2026-07-06 | 24527.62 | 0.38 | 2901935 | 1.18% | 76367% |
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 |
|---|
| 2026-07-17 | 33.27 | 33.2769 | -0.02% | 1.06% |
| 2026-07-16 | 32.92 | 32.8132 | 0.33% | 0.55% |
| 2026-07-15 | 32.74 | 32.7637 | -0.07% | -0.37% |
| 2026-07-14 | 32.86 | 32.8455 | 0.04% | -0.33% |
| 2026-07-13 | 32.97 | 32.9614 | 0.03% | 0.73% |
| 2026-07-10 | 32.73 | 32.7034 | 0.08% | -0.33% |
| 2026-07-09 | 32.84 | 32.844 | 0 | -0.82% |
| 2026-07-08 | 33.11 | 33.1005 | 0.03% | 0.3% |
| 2026-07-07 | 33.01 | 33.0047 | 0.02% | 0.49% |
| 2026-07-06 | 32.85 | 32.845 | 0 | -0.82% |
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 |
|---|
| 2026-07-17 | 743.29 | 743.2493 | 0.01% | -0.99% |
| 2026-07-16 | 750.72 | 750.8309 | -0.01% | -0.54% |
| 2026-07-15 | 754.81 | 754.6791 | 0.02% | 0.4% |
| 2026-07-14 | 751.83 | 751.7598 | 0.01% | 0.36% |
| 2026-07-13 | 749.17 | 748.9447 | 0.03% | -0.77% |
| 2026-07-10 | 754.95 | 754.926 | 0% | 0.43% |
| 2026-07-09 | 751.71 | 751.6912 | 0% | 0.85% |
| 2026-07-08 | 745.4 | 745.5951 | -0.03% | -0.31% |
| 2026-07-07 | 747.71 | 747.7063 | 0 | -0.48% |
| 2026-07-06 | 751.28 | 751.0433 | 0.03% | 0.87% |
相关链接
LOF基金 义工群对比 义工群对冲计算器 A股和H股对比 拖拉机自动化 简单测试 开发记录
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LOF数据 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
161125官网
易方达基金 - SH510310 SH510900 SH513000 SH513010 SH513050 SH513090 SH513210 SH513850 SH588080 SZ159696 SZ159934 SZ161116 SZ161124 SZ161125 SZ161126 SZ161127 SZ161128 SZ161129 SZ161130
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