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标普500ETF国泰【SZ159612】国泰标普500ETF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ESTEST日期溢价参考EST溢价实时EST溢价
SZ1596121.9182026-10-198.06%1.9078.73%1.9068.74%
 

校准记录

日期校准值时间次数净值对冲值
2026-10-1626942.3120:4611.91126942
 

参考数据

代码价格涨幅日期时间名称
SZ1596122.073-0.19%2026-10-2013:05标普500ETF国泰
^GSPC7690.730.41%2026-10-1916:44标普500指数
ES7734.350%2026-10-2001:06标普500指数期货
SH32.32-0.46%2026-10-1916:00标普500指数ETF-ProShares做空
32.29-0.55%2026-10-1919:57盘后交易
SPY766.480.42%2026-10-1916:00SPDR标普500 ETF
767.50.56%2026-10-1919:59盘后交易
USDCNH6.6782-0.06%2026-10-2001:05离岸人民币（香港）
USDCNY6.679-0.03%2026-10-2001:05在岸人民币
USCNY6.72-0.01%2026-10-2009:15美元人民币汇率中间价
 

SZ159612当前5档交易价格相对于EST1.918|1.907|1.906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2.28519.11%19.85%19.86%9217.42|25.96|918.65
卖52.0781072008.32%8.99%9%8382.41|29.47|835.42
卖42.0778312008.26%8.94%8.95%8378.38|29.49|835.02
卖32.0764712008.21%8.89%8.9%8374.34|29.51|834.62
卖22.0754634118.16%8.84%8.85%8370.31|29.52|834.22
卖12.0741771008.11%8.78%8.79%8366.28|29.54|833.82
买12.0731041008.06%8.73%8.74%8362.24|29.56|833.41
买22.0721601068%8.68%8.69%8358.21|29.57|833.01
买32.0713107007.95%8.63%8.64%8354.17|29.59|832.61
买42.072307007.9%8.57%8.58%8350.14|29.61|832.21
买52.069166007.85%8.52%8.53%8346.11|29.63|831.81
跌停1.869-2.58%-1.97%-1.96%7539.33|33.02|751.4
 

^GSPC 2026-10-19数据 牛市 历史价格

均线EST溢价T+1EST溢价SZ159612T+1EST
5日7703.29-0.16%7698.08-0.1%1.911.908
10日7756.06-0.84%7750.35-0.77%1.9231.921
20日7734.01-0.56%7735.57-0.58%1.9171.918
布林上轨7862.05-2.18%7895.53-2.59%1.9491.957
布林下轨7605.981.11%7575.61.52%1.8861.878
5周7734.28-0.56%7731.23-0.52%1.9171.917
10周7705.48-0.19%7709.37-0.24%1.911.911
20周7610.361.06%7620.30.92%1.8871.889
周布林上轨7928.21-3%8001.01-3.88%1.9651.983
周布林下轨7292.515.46%7239.586.23%1.8081.795
5月7581.691.44%7609.131.07%1.881.886
10月7273.585.74%7315.45.13%1.8031.813
20月6778.0413.47%6842.8312.39%1.681.696
月布林上轨8253.67-6.82%8519.03-9.72%2.0462.112
月布林下轨5302.4145.04%5166.6248.85%1.3141.281
小牛熊分界7680.810.13%1.904
牛熊分界7316.645.11%1.814
 

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-1237.4752026-10-19-114
SPY^GSPC110.0342026-10-192685
 

均线EST溢价T+1EST溢价SHT+1EST
5日7703.29-0.16%7698.08-0.1%32.3332.35
10日7756.06-0.84%7750.35-0.77%32.1132.13
20日7734.01-0.56%7735.57-0.58%32.232.2
布林上轨7862.05-2.18%7895.53-2.59%31.6631.52
布林下轨7605.981.11%7575.61.52%32.7432.87
5周7734.28-0.56%7731.23-0.52%32.232.21
10周7705.48-0.19%7709.37-0.24%32.3232.31
20周7610.361.06%7620.30.92%32.7232.68
周布林上轨7928.21-3%8001.01-3.88%31.3931.08
周布林下轨7292.515.46%7239.586.23%34.0634.29
5月7581.691.44%7609.131.07%32.8432.73
10月7273.585.74%7315.45.13%34.1433.97
20月6778.0413.47%6842.8312.39%36.2335.96
月布林上轨8253.67-6.82%8519.03-9.72%30.0128.9
月布林下轨5302.4145.04%5166.6248.85%42.4443.01
小牛熊分界7680.810.13%32.43
牛熊分界7316.645.11%33.96
 

均线EST溢价T+1EST溢价SPYT+1EST
5日7703.29-0.16%7698.08-0.1%767.74767.22
10日7756.06-0.84%7750.35-0.77%773772.43
20日7734.01-0.56%7735.57-0.58%770.8770.96
布林上轨7862.05-2.18%7895.53-2.59%783.56786.9
布林下轨7605.981.11%7575.61.52%758.04755.01
5周7734.28-0.56%7731.23-0.52%770.83770.53
10周7705.48-0.19%7709.37-0.24%767.96768.35
20周7610.361.06%7620.30.92%758.48759.47
周布林上轨7928.21-3%8001.01-3.88%790.16797.41
周布林下轨7292.515.46%7239.586.23%726.8721.53
5月7581.691.44%7609.131.07%755.62758.36
10月7273.585.74%7315.45.13%724.91729.08
20月6778.0413.47%6842.8312.39%675.53681.98
月布林上轨8253.67-6.82%8519.03-9.72%822.59849.04
月布林下轨5302.4145.04%5166.6248.85%528.46514.93
小牛熊分界7680.810.13%765.5
牛熊分界7316.645.11%729.21
 

校准记录

日期校准值时间次数
2026-10-191.00604:021984
 

理论溢价：1.0058 设置期货升水

均线EST溢价T+1EST溢价EST+1EST
5日7703.29-0.16%7698.08-0.1%7748.257743
10日7756.06-0.84%7750.35-0.77%7801.257795.5
20日7734.01-0.56%7735.57-0.58%77797780.5
布林上轨7862.05-2.18%7895.53-2.59%7907.757941.5
布林下轨7605.981.11%7575.61.52%7650.257619.75
5周7734.28-0.56%7731.23-0.52%7779.257776.25
10周7705.48-0.19%7709.37-0.24%7750.257754.25
20周7610.361.06%7620.30.92%7654.757664.75
周布林上轨7928.21-3%8001.01-3.88%7974.258047.5
周布林下轨7292.515.46%7239.586.23%73357281.75
5月7581.691.44%7609.131.07%7625.757653.5
10月7273.585.74%7315.45.13%73167358
20月6778.0413.47%6842.8312.39%6817.56882.75
月布林上轨8253.67-6.82%8519.03-9.72%8301.758568.75
月布林下轨5302.4145.04%5166.6248.85%5333.255196.75
小牛熊分界7680.810.13%7725.5
牛熊分界7316.645.11%7359.25
 

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EST时间误差^GSPC价格
2026-10-192.0771.9118.69%1.91204:060.03%7659.44
2026-10-162.0871.93367.93%1.93404:0607744.06
2026-10-152.0631.92737.04%1.92804:0507718.94
2026-10-142.1051.95067.92%1.9504:0807805.45
2026-10-132.1051.95127.88%1.95104:0607807.24
2026-10-122.1081.95297.94%1.95304:0407811.54
2026-10-092.0871.94237.45%1.94204:0807765.36
2026-10-082.0841.91348.92%1.91304:0807651.54
2026-09-302.0761.91968.15%1.9204:0807670.84
 

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
2026-10-1932.3232.3854-0.2%-0.46%
2026-10-1632.4732.41740.16%1.18%
2026-10-1532.0932.08660-0.25%
2026-10-1432.1732.1781-0.03%1.07%
2026-10-1331.8331.8541-0.08%0.03%
2026-10-1231.8231.80310.05%0.06%
2026-10-0931.831.8071-0.02%-0.53%
2026-10-0831.9731.981-0.03%0.47%
2026-10-0731.8231.76520.17%0.25%
2026-10-0631.7431.72030.06%-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
2026-10-19766.48766.48890%0.42%
2026-10-16763.25763.3744-0.02%-1.11%
2026-10-15771.79771.80190%0.28%
2026-10-14769.6769.23630.05%-1.08%
2026-10-13778.01777.85730.02%-0.01%
2026-10-12778.1778.02320.01%-0.06%
2026-10-09778.57778.45060.02%0.6%
2026-10-08773.93773.770.02%-0.42%
2026-10-07777.22777.3934-0.02%-0.24%
2026-10-06779.09779.085200.55%
 

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
A股指数 A股商品 美股QDII 混合QDII 港股QDII 日本QDII 欧洲QDII
深交所申购赎回清单 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
159612官网
国泰基金 - SH513100 SH518800 SZ159612 SZ160216 SZ160225

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