SZ159612国泰标普500ETF净值
实时估值ES和^GSPC关联程度按照100%估算。
| 代码 | 官方估值 | 估值日期 | 官方溢价 | 参考估值 | 参考溢价 | 实时估值 | 实时溢价 |
|---|
| SZ159612 | 1.755 | 2025-09-23 | 2.75% | 1.756 | 2.66% | 1.757 | 2.62% |
校准记录
| 日期 | 校准值 | 时间 | 次数 | 净值 | 对冲值 |
|---|
| 2025-09-22 | 26,956.2093 | 20:25 | 1 | 1.7657 | 26,956 |
参考数据
| 代码 | 价格 | 涨幅 | 日期 | 时间 | 名称 |
|---|
| SZ159612 | 1.803 | 0.95% | 2025-09-23 | 15:00 | 标普500ETF |
| ^GSPC | 6656.92 | -0.55% | 2025-09-23 | 16:07 | 标普500指数 |
| ES | 6715.70 | -0.54% | 2025-09-23 | 16:07 | 标普500指数期货 |
| SH | 37.49 | 0.55% | 2025-09-23 | 15:59 | 标普500指数ETF-ProShares做空 |
| 37.48 | 0.54% | 2025-09-23 | 16:04 | 盘后交易 |
| SPY | 663.28 | -0.53% | 2025-09-23 | 16:00 | SPDR标普500 ETF |
| 663.42 | -0.51% | 2025-09-23 | 16:07 | 盘后交易 |
| USDCNH | 7.1129 | -0.04% | 2025-09-23 | 16:07 | 离岸人民币（香港） |
| USDCNY | 7.1119 | 0 | 2025-09-23 | 14:41 | 在岸人民币 |
| USCNY | 7.1057 | -0.07% | 2025-09-23 | 09:15 | 美元人民币汇率中间价 |
SZ159612当前5档交易价格相对于估值1.755|1.756|1.757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 | 1.983 | | 13.01% | 12.91% | 12.86% | 7516.16|32.69|748.66 |
| 卖5 | 1.808 | 234500 | 3.03% | 2.94% | 2.90% | 6852.86|36.38|682.59 |
| 卖4 | 1.807 | 88200 | 2.98% | 2.89% | 2.84% | 6849.07|36.40|682.22 |
| 卖3 | 1.806 | 72700 | 2.92% | 2.83% | 2.79% | 6845.28|36.42|681.84 |
| 卖2 | 1.805 | 232600 | 2.86% | 2.77% | 2.73% | 6841.49|36.45|681.46 |
| 卖1 | 1.804 | 167500 | 2.81% | 2.72% | 2.67% | 6837.69|36.47|681.08 |
| 买1 | 1.803 | 401400 | 2.75% | 2.66% | 2.62% | 6833.90|36.49|680.71 |
| 买2 | 1.802 | 1021700 | 2.69% | 2.60% | 2.56% | 6830.11|36.51|680.33 |
| 买3 | 1.801 | 259000 | 2.63% | 2.54% | 2.50% | 6826.32|36.53|679.95 |
| 买4 | 1.800 | 733900 | 2.58% | 2.49% | 2.45% | 6822.53|36.55|679.57 |
| 买5 | 1.799 | 515800 | 2.52% | 2.43% | 2.39% | 6818.74|36.57|679.20 |
| 跌停 | 1.623 | | -7.51% | -7.59% | -7.63% | 6151.65|40.29|612.75 |
^GSPC 2025-09-22数据 牛市 历史价格
| 均线 | 估值 | 溢价 | T+1估值 | 溢价 | SZ159612 | T+1估值 |
|---|
| 5日 | 6647.61 | 0.14% | 6663.36 | -0.10% | 1.754 | 1.758 |
| 10日 | 6612.92 | 0.67% | 6623.03 | 0.51% | 1.745 | 1.747 |
| 20日 | 6541.10 | 1.77% | 6545.27 | 1.71% | 1.726 | 1.727 |
| 布林上轨 | 6719.86 | -0.94% | 6764.24 | -1.59% | 1.773 | 1.785 |
| 布林下轨 | 6362.34 | 4.63% | 6326.31 | 5.23% | 1.679 | 1.669 |
| 5周 | 6547.60 | 1.67% | 6576.72 | 1.22% | 1.727 | 1.735 |
| 10周 | 6458.14 | 3.08% | 6466.82 | 2.94% | 1.704 | 1.706 |
| 20周 | 6250.01 | 6.51% | 6266.21 | 6.24% | 1.649 | 1.653 |
| 周布林上轨 | 6813.72 | -2.30% | 6946.82 | -4.17% | 1.798 | 1.833 |
| 周布林下轨 | 5686.31 | 17.07% | 5585.61 | 19.18% | 1.500 | 1.474 |
| 5月 | 6229.07 | 6.87% | 6334.87 | 5.08% | 1.643 | 1.671 |
| 10月 | 5997.10 | 11.00% | 6011.53 | 10.74% | 1.582 | 1.586 |
| 20月 | 5724.69 | 16.28% | 5759.61 | 15.58% | 1.510 | 1.520 |
| 月布林上轨 | 6627.33 | 0.45% | 6810.68 | -2.26% | 1.748 | 1.797 |
| 月布林下轨 | 4822.05 | 38.05% | 4708.53 | 41.38% | 1.272 | 1.242 |
| 小牛熊分界 | 6421.98 | 3.66% | | | 1.694 | |
| 牛熊分界 | 6040.12 | 10.21% | | | 1.594 | |
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 | -1.00 | 179.61 | 2025-09-22 | -150 |
| SPY | ^GSPC | 1.00 | 10.04 | 2025-09-22 | 2,685 |
| 均线 | 估值 | 溢价 | T+1估值 | 溢价 | SH | T+1估值 |
|---|
| 5日 | 6647.61 | 0.14% | 6663.36 | -0.10% | 37.53 | 37.44 |
| 10日 | 6612.92 | 0.67% | 6623.03 | 0.51% | 37.72 | 37.66 |
| 20日 | 6541.10 | 1.77% | 6545.27 | 1.71% | 38.12 | 38.10 |
| 布林上轨 | 6719.86 | -0.94% | 6764.24 | -1.59% | 37.12 | 36.88 |
| 布林下轨 | 6362.34 | 4.63% | 6326.31 | 5.23% | 39.11 | 39.31 |
| 5周 | 6547.60 | 1.67% | 6576.72 | 1.22% | 38.08 | 37.92 |
| 10周 | 6458.14 | 3.08% | 6466.82 | 2.94% | 38.58 | 38.53 |
| 20周 | 6250.01 | 6.51% | 6266.21 | 6.24% | 39.74 | 39.65 |
| 周布林上轨 | 6813.72 | -2.30% | 6946.82 | -4.17% | 36.60 | 35.86 |
| 周布林下轨 | 5686.31 | 17.07% | 5585.61 | 19.18% | 42.88 | 43.44 |
| 5月 | 6229.07 | 6.87% | 6334.87 | 5.08% | 39.86 | 39.27 |
| 10月 | 5997.10 | 11.00% | 6011.53 | 10.74% | 41.15 | 41.07 |
| 20月 | 5724.69 | 16.28% | 5759.61 | 15.58% | 42.66 | 42.47 |
| 月布林上轨 | 6627.33 | 0.45% | 6810.68 | -2.26% | 37.64 | 36.62 |
| 月布林下轨 | 4822.05 | 38.05% | 4708.53 | 41.38% | 47.69 | 48.32 |
| 小牛熊分界 | 6421.98 | 3.66% | | | 38.78 | |
| 牛熊分界 | 6040.12 | 10.21% | | | 40.91 | |
| 均线 | 估值 | 溢价 | T+1估值 | 溢价 | SPY | T+1估值 |
|---|
| 5日 | 6647.61 | 0.14% | 6663.36 | -0.10% | 662.15 | 663.72 |
| 10日 | 6612.92 | 0.67% | 6623.03 | 0.51% | 658.69 | 659.70 |
| 20日 | 6541.10 | 1.77% | 6545.27 | 1.71% | 651.54 | 651.96 |
| 布林上轨 | 6719.86 | -0.94% | 6764.24 | -1.59% | 669.35 | 673.77 |
| 布林下轨 | 6362.34 | 4.63% | 6326.31 | 5.23% | 633.73 | 630.14 |
| 5周 | 6547.60 | 1.67% | 6576.72 | 1.22% | 652.19 | 655.09 |
| 10周 | 6458.14 | 3.08% | 6466.82 | 2.94% | 643.28 | 644.14 |
| 20周 | 6250.01 | 6.51% | 6266.21 | 6.24% | 622.55 | 624.16 |
| 周布林上轨 | 6813.72 | -2.30% | 6946.82 | -4.17% | 678.69 | 691.95 |
| 周布林下轨 | 5686.31 | 17.07% | 5585.61 | 19.18% | 566.40 | 556.37 |
| 5月 | 6229.07 | 6.87% | 6334.87 | 5.08% | 620.46 | 631.00 |
| 10月 | 5997.10 | 11.00% | 6011.53 | 10.74% | 597.35 | 598.79 |
| 20月 | 5724.69 | 16.28% | 5759.61 | 15.58% | 570.22 | 573.70 |
| 月布林上轨 | 6627.33 | 0.45% | 6810.68 | -2.26% | 660.13 | 678.39 |
| 月布林下轨 | 4822.05 | 38.05% | 4708.53 | 41.38% | 480.31 | 469.00 |
| 小牛熊分界 | 6421.98 | 3.66% | | | 639.67 | |
| 牛熊分界 | 6040.12 | 10.21% | | | 601.64 | |
校准记录
| 日期 | 校准值 | 时间 | 次数 |
|---|
| 2025-09-23 | 1.0084 | 03:57 | 104 |
理论溢价：1.0083 期货升水
| 均线 | 估值 | 溢价 | T+1估值 | 溢价 | ES | T+1估值 |
|---|
| 5日 | 6647.61 | 0.14% | 6663.36 | -0.10% | 6703.00 | 6719.00 |
| 10日 | 6612.92 | 0.67% | 6623.03 | 0.51% | 6668.00 | 6678.25 |
| 20日 | 6541.10 | 1.77% | 6545.27 | 1.71% | 6595.75 | 6600.00 |
| 布林上轨 | 6719.86 | -0.94% | 6764.24 | -1.59% | 6776.00 | 6820.75 |
| 布林下轨 | 6362.34 | 4.63% | 6326.31 | 5.23% | 6415.50 | 6379.00 |
| 5周 | 6547.60 | 1.67% | 6576.72 | 1.22% | 6602.25 | 6631.50 |
| 10周 | 6458.14 | 3.08% | 6466.82 | 2.94% | 6512.00 | 6520.75 |
| 20周 | 6250.01 | 6.51% | 6266.21 | 6.24% | 6302.25 | 6318.50 |
| 周布林上轨 | 6813.72 | -2.30% | 6946.82 | -4.17% | 6870.50 | 7004.75 |
| 周布林下轨 | 5686.31 | 17.07% | 5585.61 | 19.18% | 5733.75 | 5632.25 |
| 5月 | 6229.07 | 6.87% | 6334.87 | 5.08% | 6281.00 | 6387.75 |
| 10月 | 5997.10 | 11.00% | 6011.53 | 10.74% | 6047.25 | 6061.75 |
| 20月 | 5724.69 | 16.28% | 5759.61 | 15.58% | 5772.50 | 5807.75 |
| 月布林上轨 | 6627.33 | 0.45% | 6810.68 | -2.26% | 6682.75 | 6867.50 |
| 月布林下轨 | 4822.05 | 38.05% | 4708.53 | 41.38% | 4862.25 | 4747.75 |
| 小牛熊分界 | 6421.98 | 3.66% | | | 6475.50 | |
| 牛熊分界 | 6040.12 | 10.21% | | | 6090.50 | |
SZ159612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 | 官方估值 | 时间 | 误差 | ^GSPC价格 |
|---|
| 2025-09-23 | 1.803 | 1.7657 | 2.11% | 1.766 | 04:25 | 0 | 6693.75 |
| 2025-09-22 | 1.786 | 1.7584 | 1.57% | 1.759 | 06:32 | 0 | 6664.36 |
| 2025-09-19 | 1.778 | 1.7489 | 1.66% | 1.749 | 04:57 | 0 | 6631.96 |
| 2025-09-18 | 1.778 | 1.7387 | 2.26% | 1.739 | 04:02 | 0 | 6600.35 |
| 2025-09-17 | 1.793 | 1.7408 | 3.00% | 1.741 | 04:48 | 0 | 6606.76 |
| 2025-09-16 | 1.797 | 1.7441 | 3.03% | 1.744 | 05:23 | 0 | 6615.28 |
| 2025-09-15 | 1.795 | 1.7349 | 3.46% | 1.735 | 06:31 | 0 | 6584.29 |
| 2025-09-12 | 1.792 | 1.7359 | 3.23% | 1.736 | 04:10 | 0 | 6587.47 |
| 2025-09-11 | 1.792 | 1.7222 | 4.05% | 1.723 | 04:13 | 0 | 6532.04 |
| 2025-09-10 | 1.794 | 1.7161 | 4.54% | 1.716 | 05:21 | 0 | 6512.61 |
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 |
|---|
| 2025-09-22 | 37.28 | 37.2684 | 0.03% | -0.45% |
| 2025-09-19 | 37.45 | 37.4274 | 0.06% | -0.43% |
| 2025-09-18 | 37.61 | 37.5970 | 0.03% | -0.42% |
| 2025-09-17 | 37.77 | 37.7657 | 0 | 0.11% |
| 2025-09-16 | 37.73 | 37.7216 | 0.02% | 0.19% |
| 2025-09-15 | 37.66 | 37.6515 | 0.02% | -0.50% |
| 2025-09-12 | 37.85 | 37.8308 | 0.05% | 0.05% |
| 2025-09-11 | 37.83 | 37.8121 | 0.05% | -0.76% |
| 2025-09-10 | 38.12 | 38.1154 | 0 | -0.26% |
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 |
|---|
| 2025-09-22 | 666.84 | 666.7449 | 0.01% | 0.47% |
| 2025-09-19 | 663.70 | 663.7637 | -0.01% | 0.22% |
| 2025-09-18 | 662.26 | 660.5437 | 0.26% | 0.47% |
| 2025-09-17 | 659.18 | 659.2168 | -0.01% | -0.12% |
| 2025-09-16 | 660.00 | 659.8469 | 0.02% | -0.14% |
| 2025-09-15 | 660.91 | 660.6742 | 0.04% | 0.53% | 101,508.21 | 6.28% |
| 2025-09-12 | 657.41 | 657.4420 | 0.00% | -0.03% | 100,948.21 | 7.21% |
| 2025-09-11 | 657.63 | 657.7369 | -0.02% | 0.83% | 101,443.21 | 6.89% |
| 2025-09-10 | 652.21 | 652.2124 | 0 | 0.29% | 102,038.21 | 7.65% |
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 SZ159655 SZ161125
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159612官网
国泰基金 - SH513100 SZ159612 SZ160216
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