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 | 参考EST | 溢价 | 实时EST | 溢价 |
|---|
| SZ161125 | 3.132 | 2026-10-19 | 4.56% | 3.132 | 4.57% | 3.135 | 4.47% |
校准记录
| 日期 | 校准值 | 时间 | 次数 | 净值 | 对冲值 |
|---|
| 2026-10-16 | 16498.992 | 18:00 | 1 | 3.1206 | 17367 |
参考数据
| 代码 | 价格 | 涨幅 | 日期 | 时间 | 名称 |
|---|
| SZ161125 | 3.275 | -0.24% | 2026-10-20 | 11:30 | 标普500LOF |
| ^GSPC | 7690.73 | 0.41% | 2026-10-19 | 16:44 | 标普500指数 |
| ES | 7743.41 | 0.12% | 2026-10-20 | 00:10 | 标普500指数期货 |
| SH | 32.32 | -0.46% | 2026-10-19 | 16:00 | 标普500指数ETF-ProShares做空 |
| 32.29 | -0.55% | 2026-10-19 | 19:57 | 盘后交易 |
| SPY | 766.48 | 0.42% | 2026-10-19 | 16:00 | SPDR标普500 ETF |
| 767.5 | 0.56% | 2026-10-19 | 19:59 | 盘后交易 |
| USDCNH | 6.6783 | -0.05% | 2026-10-20 | 00:10 | 离岸人民币（香港） |
| USDCNY | 6.6792 | -0.03% | 2026-10-20 | 00:09 | 在岸人民币 |
| USCNY | 6.72 | -0.01% | 2026-10-20 | 09:15 | 美元人民币汇率中间价 |
SZ161125当前5档交易价格相对于EST3.132|3.132|3.135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 | 3.611 | | 15.29% | 15.3% | 15.18% | 8929.12|27.17|889.91 |
| 卖5 | 3.28 | 200 | 4.72% | 4.73% | 4.62% | 8073.68|30.77|804.65 |
| 卖4 | 3.279 | 1000 | 4.69% | 4.7% | 4.59% | 8071.09|30.78|804.4 |
| 卖3 | 3.278 | 136331 | 4.66% | 4.67% | 4.56% | 8068.51|30.79|804.14 |
| 卖2 | 3.277 | 18718 | 4.62% | 4.64% | 4.53% | 8065.92|30.81|803.88 |
| 卖1 | 3.275 | 600 | 4.56% | 4.57% | 4.47% | 8060.76|30.83|803.37 |
| 买1 | 3.274 | 2000 | 4.53% | 4.54% | 4.43% | 8058.17|30.84|803.11 |
| 买2 | 3.273 | 9697 | 4.5% | 4.51% | 4.4% | 8055.59|30.85|802.85 |
| 买3 | 3.272 | 8700 | 4.46% | 4.48% | 4.37% | 8053|30.86|802.59 |
| 买4 | 3.271 | 28500 | 4.43% | 4.44% | 4.34% | 8050.42|30.87|802.34 |
| 买5 | 3.27 | 67200 | 4.4% | 4.41% | 4.31% | 8047.83|30.88|802.08 |
| 跌停 | 2.955 | | -5.66% | -5.65% | -5.74% | 7233.74|34.31|720.94 |
^GSPC 2026-10-19数据 牛市 历史价格
| 均线 | EST | 溢价 | T+1EST | 溢价 | SZ161125 | T+1EST |
|---|
| 5日 | 7703.29 | -0.16% | 7698.08 | -0.1% | 3.137 | 3.135 |
| 10日 | 7756.06 | -0.84% | 7750.35 | -0.77% | 3.157 | 3.155 |
| 20日 | 7734.01 | -0.56% | 7735.57 | -0.58% | 3.149 | 3.149 |
| 布林上轨 | 7862.05 | -2.18% | 7895.53 | -2.59% | 3.198 | 3.211 |
| 布林下轨 | 7605.98 | 1.11% | 7575.6 | 1.52% | 3.099 | 3.087 |
| 5周 | 7734.28 | -0.56% | 7731.23 | -0.52% | 3.149 | 3.147 |
| 10周 | 7705.48 | -0.19% | 7709.37 | -0.24% | 3.138 | 3.139 |
| 20周 | 7610.36 | 1.06% | 7620.3 | 0.92% | 3.101 | 3.105 |
| 周布林上轨 | 7928.21 | -3% | 8001.01 | -3.88% | 3.224 | 3.252 |
| 周布林下轨 | 7292.51 | 5.46% | 7239.58 | 6.23% | 2.978 | 2.957 |
| 5月 | 7581.69 | 1.44% | 7609.13 | 1.07% | 3.09 | 3.1 |
| 10月 | 7273.58 | 5.74% | 7315.4 | 5.13% | 2.97 | 2.987 |
| 20月 | 6778.04 | 13.47% | 6842.83 | 12.39% | 2.779 | 2.804 |
| 月布林上轨 | 8253.67 | -6.82% | 8519.03 | -9.72% | 3.35 | 3.452 |
| 月布林下轨 | 5302.41 | 45.04% | 5166.62 | 48.85% | 2.208 | 2.155 |
| 小牛熊分界 | 7680.81 | 0.13% | | | 3.128 | |
| 牛熊分界 | 7316.64 | 5.11% | | | 2.987 | |
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 | 237.475 | 2026-10-19 | -74 |
| SPY | ^GSPC | 1 | 10.034 | 2026-10-19 | 1731 |
| 均线 | EST | 溢价 | T+1EST | 溢价 | SH | T+1EST |
|---|
| 5日 | 7703.29 | -0.16% | 7698.08 | -0.1% | 32.33 | 32.35 |
| 10日 | 7756.06 | -0.84% | 7750.35 | -0.77% | 32.11 | 32.13 |
| 20日 | 7734.01 | -0.56% | 7735.57 | -0.58% | 32.2 | 32.2 |
| 布林上轨 | 7862.05 | -2.18% | 7895.53 | -2.59% | 31.66 | 31.52 |
| 布林下轨 | 7605.98 | 1.11% | 7575.6 | 1.52% | 32.74 | 32.87 |
| 5周 | 7734.28 | -0.56% | 7731.23 | -0.52% | 32.2 | 32.21 |
| 10周 | 7705.48 | -0.19% | 7709.37 | -0.24% | 32.32 | 32.31 |
| 20周 | 7610.36 | 1.06% | 7620.3 | 0.92% | 32.72 | 32.68 |
| 周布林上轨 | 7928.21 | -3% | 8001.01 | -3.88% | 31.39 | 31.08 |
| 周布林下轨 | 7292.51 | 5.46% | 7239.58 | 6.23% | 34.06 | 34.29 |
| 5月 | 7581.69 | 1.44% | 7609.13 | 1.07% | 32.84 | 32.73 |
| 10月 | 7273.58 | 5.74% | 7315.4 | 5.13% | 34.14 | 33.97 |
| 20月 | 6778.04 | 13.47% | 6842.83 | 12.39% | 36.23 | 35.96 |
| 月布林上轨 | 8253.67 | -6.82% | 8519.03 | -9.72% | 30.01 | 28.9 |
| 月布林下轨 | 5302.41 | 45.04% | 5166.62 | 48.85% | 42.44 | 43.01 |
| 小牛熊分界 | 7680.81 | 0.13% | | | 32.43 | |
| 牛熊分界 | 7316.64 | 5.11% | | | 33.96 | |
| 均线 | EST | 溢价 | T+1EST | 溢价 | SPY | T+1EST |
|---|
| 5日 | 7703.29 | -0.16% | 7698.08 | -0.1% | 767.74 | 767.22 |
| 10日 | 7756.06 | -0.84% | 7750.35 | -0.77% | 773 | 772.43 |
| 20日 | 7734.01 | -0.56% | 7735.57 | -0.58% | 770.8 | 770.96 |
| 布林上轨 | 7862.05 | -2.18% | 7895.53 | -2.59% | 783.56 | 786.9 |
| 布林下轨 | 7605.98 | 1.11% | 7575.6 | 1.52% | 758.04 | 755.01 |
| 5周 | 7734.28 | -0.56% | 7731.23 | -0.52% | 770.83 | 770.53 |
| 10周 | 7705.48 | -0.19% | 7709.37 | -0.24% | 767.96 | 768.35 |
| 20周 | 7610.36 | 1.06% | 7620.3 | 0.92% | 758.48 | 759.47 |
| 周布林上轨 | 7928.21 | -3% | 8001.01 | -3.88% | 790.16 | 797.41 |
| 周布林下轨 | 7292.51 | 5.46% | 7239.58 | 6.23% | 726.8 | 721.53 |
| 5月 | 7581.69 | 1.44% | 7609.13 | 1.07% | 755.62 | 758.36 |
| 10月 | 7273.58 | 5.74% | 7315.4 | 5.13% | 724.91 | 729.08 |
| 20月 | 6778.04 | 13.47% | 6842.83 | 12.39% | 675.53 | 681.98 |
| 月布林上轨 | 8253.67 | -6.82% | 8519.03 | -9.72% | 822.59 | 849.04 |
| 月布林下轨 | 5302.41 | 45.04% | 5166.62 | 48.85% | 528.46 | 514.93 |
| 小牛熊分界 | 7680.81 | 0.13% | | | 765.5 | |
| 牛熊分界 | 7316.64 | 5.11% | | | 729.21 | |
校准记录
| 日期 | 校准值 | 时间 | 次数 |
|---|
| 2026-10-19 | 1.006 | 04:02 | 1984 |
理论溢价：1.0058 设置期货升水
| 均线 | EST | 溢价 | T+1EST | 溢价 | ES | T+1EST |
|---|
| 5日 | 7703.29 | -0.16% | 7698.08 | -0.1% | 7748.25 | 7743 |
| 10日 | 7756.06 | -0.84% | 7750.35 | -0.77% | 7801.25 | 7795.5 |
| 20日 | 7734.01 | -0.56% | 7735.57 | -0.58% | 7779 | 7780.5 |
| 布林上轨 | 7862.05 | -2.18% | 7895.53 | -2.59% | 7907.75 | 7941.5 |
| 布林下轨 | 7605.98 | 1.11% | 7575.6 | 1.52% | 7650.25 | 7619.75 |
| 5周 | 7734.28 | -0.56% | 7731.23 | -0.52% | 7779.25 | 7776.25 |
| 10周 | 7705.48 | -0.19% | 7709.37 | -0.24% | 7750.25 | 7754.25 |
| 20周 | 7610.36 | 1.06% | 7620.3 | 0.92% | 7654.75 | 7664.75 |
| 周布林上轨 | 7928.21 | -3% | 8001.01 | -3.88% | 7974.25 | 8047.5 |
| 周布林下轨 | 7292.51 | 5.46% | 7239.58 | 6.23% | 7335 | 7281.75 |
| 5月 | 7581.69 | 1.44% | 7609.13 | 1.07% | 7625.75 | 7653.5 |
| 10月 | 7273.58 | 5.74% | 7315.4 | 5.13% | 7316 | 7358 |
| 20月 | 6778.04 | 13.47% | 6842.83 | 12.39% | 6817.5 | 6882.75 |
| 月布林上轨 | 8253.67 | -6.82% | 8519.03 | -9.72% | 8301.75 | 8568.75 |
| 月布林下轨 | 5302.41 | 45.04% | 5166.62 | 48.85% | 5333.25 | 5196.75 |
| 小牛熊分界 | 7680.81 | 0.13% | | | 7725.5 | |
| 牛熊分界 | 7316.64 | 5.11% | | | 7359.25 | |
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 |
|---|
| 2026-10-19 | 3.283 | 3.1206 | 5.2% | 3.121 | 04:06 | 0 | 7659.44 |
| 2026-10-16 | 3.299 | 3.1548 | 4.57% | 3.155 | 04:06 | 0 | 7744.06 |
| 2026-10-15 | 3.266 | 3.1448 | 3.85% | 3.145 | 04:05 | 0 | 7718.94 |
| 2026-10-14 | 3.34 | 3.1803 | 5.02% | 3.18 | 04:09 | 0 | 7805.45 |
| 2026-10-13 | 3.33 | 3.1817 | 4.66% | 3.182 | 04:06 | 0 | 7807.24 |
| 2026-10-12 | 3.337 | 3.1843 | 4.8% | 3.184 | 04:04 | 0 | 7811.54 |
| 2026-10-09 | 3.312 | 3.1679 | 4.55% | 3.168 | 04:06 | 0 | 7765.36 |
| 2026-10-08 | 3.294 | 3.1229 | 5.48% | 3.123 | 04:07 | 0 | 7651.54 |
| 2026-09-30 | 3.275 | 3.1328 | 4.54% | 3.133 | 04:08 | 0 | 7670.84 |
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 |
|---|
| 2026-10-20 | 24475.18 | 0 | 2364051 | 0.97% |
| 2026-10-19 | 24475.18 | 0.01 | 4623424 | 1.89% | 4623424% |
| 2026-10-16 | 24475.17 | 0.45 | 4710713 | 1.92% | 104683% |
| 2026-10-15 | 24474.72 | 0.08 | 9129941 | 3.73% | 1141243% |
| 2026-10-14 | 24474.64 | 0.09 | 3768351 | 1.54% | 418706% |
| 2026-10-13 | 24474.55 | 0.01 | 3522546 | 1.44% | 3522546% |
| 2026-10-12 | 24474.54 | 0.39 | 6992720 | 2.86% | 179301% |
| 2026-10-09 | 24474.15 | 23.79 | 7772101 | 3.18% | 3267% |
| 2026-10-08 | 24450.36 | 0.02 | 8041267 | 3.29% | 4020633% |
| 2026-09-30 | 24450.34 | 31.84 | 5742256 | 2.35% | 1803% |
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 |
|---|
| 2026-10-19 | 32.32 | 32.3854 | -0.2% | -0.46% |
| 2026-10-16 | 32.47 | 32.4174 | 0.16% | 1.18% |
| 2026-10-15 | 32.09 | 32.0866 | 0 | -0.25% |
| 2026-10-14 | 32.17 | 32.1781 | -0.03% | 1.07% |
| 2026-10-13 | 31.83 | 31.8541 | -0.08% | 0.03% |
| 2026-10-12 | 31.82 | 31.8031 | 0.05% | 0.06% |
| 2026-10-09 | 31.8 | 31.8071 | -0.02% | -0.53% |
| 2026-10-08 | 31.97 | 31.981 | -0.03% | 0.47% |
| 2026-10-07 | 31.82 | 31.7652 | 0.17% | 0.25% |
| 2026-10-06 | 31.74 | 31.7203 | 0.06% | -0.53% |
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 |
|---|
| 2026-10-19 | 766.48 | 766.4889 | 0% | 0.42% |
| 2026-10-16 | 763.25 | 763.3744 | -0.02% | -1.11% |
| 2026-10-15 | 771.79 | 771.8019 | 0% | 0.28% |
| 2026-10-14 | 769.6 | 769.2363 | 0.05% | -1.08% |
| 2026-10-13 | 778.01 | 777.8573 | 0.02% | -0.01% |
| 2026-10-12 | 778.1 | 778.0232 | 0.01% | -0.06% |
| 2026-10-09 | 778.57 | 778.4506 | 0.02% | 0.6% |
| 2026-10-08 | 773.93 | 773.77 | 0.02% | -0.42% |
| 2026-10-07 | 777.22 | 777.3934 | -0.02% | -0.24% |
| 2026-10-06 | 779.09 | 779.0852 | 0 | 0.55% |
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
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深交所LOF数据 SPY官网 芝商所
标普500 - SH513500 SH513650 SZ159612 SZ161125 SZ159655
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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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