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 | 1.877 | 2026-10-20 | 6.67% | 1.865 | 7.34% | 1.872 | 6.94% |
校准记录
| 日期 | 校准值 | 时间 | 次数 | 净值 | 对冲值 |
|---|
| 2026-10-19 | 27615.461 | 18:09 | 1 | 1.8717 | 27615 |
参考数据
| 代码 | 价格 | 涨幅 | 日期 | 时间 | 名称 |
|---|
| SZ159655 | 2.002 | -0.79% | 2026-10-20 | 15:35 | 标普500ETF华夏 |
| ^GSPC | 7712.57 | 0.28% | 2026-10-20 | 16:45 | 标普500指数 |
| ES | 7785.04 | 0.38% | 2026-10-20 | 20:41 | 标普500指数期货 |
| SH | 32.24 | -0.25% | 2026-10-20 | 16:00 | 标普500指数ETF-ProShares做空 |
| 32.16 | -0.5% | 2026-10-20 | 19:54 | 盘后交易 |
| SPY | 769.05 | 0.34% | 2026-10-20 | 16:00 | SPDR标普500 ETF |
| 770.73 | 0.55% | 2026-10-20 | 19:59 | 盘后交易 |
| USDCNH | 6.6745 | 0 | 2026-10-20 | 20:41 | 离岸人民币（香港） |
| USDCNY | 6.6781 | 0 | 2026-10-20 | 15:00 | 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 |
SZ159655当前5档交易价格相对于EST1.877|1.865|1.872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 | 2.202 | | 17.33% | 18.06% | 17.62% | 9105.77|26.43|907.52 |
| 卖5 | 2.006 | 85100 | 6.88% | 7.56% | 7.15% | 8295.27|29.82|826.74 |
| 卖4 | 2.005 | 106900 | 6.83% | 7.5% | 7.1% | 8291.13|29.84|826.33 |
| 卖3 | 2.004 | 24800 | 6.78% | 7.45% | 7.04% | 8287|29.85|825.92 |
| 卖2 | 2.003 | 338600 | 6.72% | 7.39% | 6.99% | 8282.86|29.87|825.51 |
| 卖1 | 2.002 | 44100 | 6.67% | 7.34% | 6.94% | 8278.72|29.89|825.09 |
| 买1 | 2.001 | 120000 | 6.62% | 7.29% | 6.88% | 8274.59|29.91|824.68 |
| 买2 | 2 | 305500 | 6.56% | 7.23% | 6.83% | 8270.45|29.92|824.27 |
| 买3 | 1.999 | 124600 | 6.51% | 7.18% | 6.78% | 8266.32|29.94|823.86 |
| 买4 | 1.998 | 537100 | 6.46% | 7.13% | 6.72% | 8262.18|29.96|823.45 |
| 买5 | 1.997 | 159700 | 6.4% | 7.07% | 6.67% | 8258.05|29.97|823.03 |
| 跌停 | 1.802 | | -3.99% | -3.38% | -3.75% | 7451.68|33.35|742.67 |
^GSPC 2026-10-20数据 牛市 历史价格
| 均线 | EST | 溢价 | T+1EST | 溢价 | SZ159655 | T+1EST |
|---|
| 5日 | 7701.7 | 0.14% | 7687.58 | 0.33% | 1.862 | 1.859 |
| 10日 | 7746.15 | -0.43% | 7743.75 | -0.4% | 1.873 | 1.873 |
| 20日 | 7734.36 | -0.28% | 7736.04 | -0.3% | 1.87 | 1.871 |
| 布林上轨 | 7862.03 | -1.9% | 7895.35 | -2.32% | 1.901 | 1.909 |
| 布林下轨 | 7606.68 | 1.39% | 7576.72 | 1.79% | 1.839 | 1.832 |
| 5周 | 7734.28 | -0.28% | 7731.23 | -0.24% | 1.87 | 1.87 |
| 10周 | 7705.48 | 0.09% | 7709.37 | 0.04% | 1.863 | 1.864 |
| 20周 | 7610.36 | 1.34% | 7620.3 | 1.21% | 1.84 | 1.843 |
| 周布林上轨 | 7928.21 | -2.72% | 8001.01 | -3.61% | 1.917 | 1.935 |
| 周布林下轨 | 7292.51 | 5.76% | 7239.58 | 6.53% | 1.764 | 1.751 |
| 5月 | 7581.69 | 1.73% | 7609.13 | 1.36% | 1.833 | 1.84 |
| 10月 | 7273.58 | 6.04% | 7315.4 | 5.43% | 1.759 | 1.769 |
| 20月 | 6778.04 | 13.79% | 6842.83 | 12.71% | 1.639 | 1.655 |
| 月布林上轨 | 8253.67 | -6.56% | 8519.03 | -9.47% | 1.996 | 2.06 |
| 月布林下轨 | 5302.41 | 45.45% | 5166.62 | 49.28% | 1.282 | 1.249 |
| 小牛熊分界 | 7682.05 | 0.4% | | | 1.858 | |
| 牛熊分界 | 7320.58 | 5.35% | | | 1.77 | |
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 | 239.108 | 2026-10-20 | -116 |
| SPY | ^GSPC | 1 | 10.034 | 2026-10-20 | 2752 |
| 均线 | EST | 溢价 | T+1EST | 溢价 | SH | T+1EST |
|---|
| 5日 | 7701.7 | 0.14% | 7687.58 | 0.33% | 32.3 | 32.36 |
| 10日 | 7746.15 | -0.43% | 7743.75 | -0.4% | 32.12 | 32.13 |
| 20日 | 7734.36 | -0.28% | 7736.04 | -0.3% | 32.16 | 32.16 |
| 布林上轨 | 7862.03 | -1.9% | 7895.35 | -2.32% | 31.63 | 31.49 |
| 布林下轨 | 7606.68 | 1.39% | 7576.72 | 1.79% | 32.7 | 32.82 |
| 5周 | 7734.28 | -0.28% | 7731.23 | -0.24% | 32.16 | 32.18 |
| 10周 | 7705.48 | 0.09% | 7709.37 | 0.04% | 32.29 | 32.27 |
| 20周 | 7610.36 | 1.34% | 7620.3 | 1.21% | 32.68 | 32.64 |
| 周布林上轨 | 7928.21 | -2.72% | 8001.01 | -3.61% | 31.35 | 31.05 |
| 周布林下轨 | 7292.51 | 5.76% | 7239.58 | 6.53% | 34.01 | 34.23 |
| 5月 | 7581.69 | 1.73% | 7609.13 | 1.36% | 32.8 | 32.69 |
| 10月 | 7273.58 | 6.04% | 7315.4 | 5.43% | 34.09 | 33.92 |
| 20月 | 6778.04 | 13.79% | 6842.83 | 12.71% | 36.16 | 35.89 |
| 月布林上轨 | 8253.67 | -6.56% | 8519.03 | -9.47% | 29.99 | 28.88 |
| 月布林下轨 | 5302.41 | 45.45% | 5166.62 | 49.28% | 42.34 | 42.9 |
| 小牛熊分界 | 7682.05 | 0.4% | | | 32.38 | |
| 牛熊分界 | 7320.58 | 5.35% | | | 33.89 | |
| 均线 | EST | 溢价 | T+1EST | 溢价 | SPY | T+1EST |
|---|
| 5日 | 7701.7 | 0.14% | 7687.58 | 0.33% | 767.59 | 766.18 |
| 10日 | 7746.15 | -0.43% | 7743.75 | -0.4% | 772.02 | 771.78 |
| 20日 | 7734.36 | -0.28% | 7736.04 | -0.3% | 770.84 | 771.01 |
| 布林上轨 | 7862.03 | -1.9% | 7895.35 | -2.32% | 783.57 | 786.89 |
| 布林下轨 | 7606.68 | 1.39% | 7576.72 | 1.79% | 758.12 | 755.13 |
| 5周 | 7734.28 | -0.28% | 7731.23 | -0.24% | 770.83 | 770.53 |
| 10周 | 7705.48 | 0.09% | 7709.37 | 0.04% | 767.96 | 768.35 |
| 20周 | 7610.36 | 1.34% | 7620.3 | 1.21% | 758.48 | 759.47 |
| 周布林上轨 | 7928.21 | -2.72% | 8001.01 | -3.61% | 790.16 | 797.42 |
| 周布林下轨 | 7292.51 | 5.76% | 7239.58 | 6.53% | 726.8 | 721.53 |
| 5月 | 7581.69 | 1.73% | 7609.13 | 1.36% | 755.62 | 758.36 |
| 10月 | 7273.58 | 6.04% | 7315.4 | 5.43% | 724.92 | 729.09 |
| 20月 | 6778.04 | 13.79% | 6842.83 | 12.71% | 675.53 | 681.99 |
| 月布林上轨 | 8253.67 | -6.56% | 8519.03 | -9.47% | 822.6 | 849.04 |
| 月布林下轨 | 5302.41 | 45.45% | 5166.62 | 49.28% | 528.46 | 514.93 |
| 小牛熊分界 | 7682.05 | 0.4% | | | 765.63 | |
| 牛熊分界 | 7320.58 | 5.35% | | | 729.6 | |
校准记录
| 日期 | 校准值 | 时间 | 次数 |
|---|
| 2026-10-20 | 1.006 | 04:04 | 1646 |
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 | 7701.7 | 0.14% | 7687.58 | 0.33% | 7746.5 | 7732.25 |
| 10日 | 7746.15 | -0.43% | 7743.75 | -0.4% | 7791.25 | 7788.75 |
| 20日 | 7734.36 | -0.28% | 7736.04 | -0.3% | 7779.5 | 7781 |
| 布林上轨 | 7862.03 | -1.9% | 7895.35 | -2.32% | 7907.75 | 7941.25 |
| 布林下轨 | 7606.68 | 1.39% | 7576.72 | 1.79% | 7651 | 7620.75 |
| 5周 | 7734.28 | -0.28% | 7731.23 | -0.24% | 7779.25 | 7776.25 |
| 10周 | 7705.48 | 0.09% | 7709.37 | 0.04% | 7750.25 | 7754.25 |
| 20周 | 7610.36 | 1.34% | 7620.3 | 1.21% | 7654.75 | 7664.75 |
| 周布林上轨 | 7928.21 | -2.72% | 8001.01 | -3.61% | 7974.25 | 8047.5 |
| 周布林下轨 | 7292.51 | 5.76% | 7239.58 | 6.53% | 7335 | 7281.75 |
| 5月 | 7581.69 | 1.73% | 7609.13 | 1.36% | 7625.75 | 7653.5 |
| 10月 | 7273.58 | 6.04% | 7315.4 | 5.43% | 7316 | 7358 |
| 20月 | 6778.04 | 13.79% | 6842.83 | 12.71% | 6817.5 | 6882.75 |
| 月布林上轨 | 8253.67 | -6.56% | 8519.03 | -9.47% | 8301.75 | 8568.75 |
| 月布林下轨 | 5302.41 | 45.45% | 5166.62 | 49.28% | 5333.25 | 5196.75 |
| 小牛熊分界 | 7682.05 | 0.4% | | | 7726.75 | |
| 牛熊分界 | 7320.58 | 5.35% | | | 7363.25 | |
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 |
|---|
| 2026-10-20 | 2.002 | 1.8717 | 6.96% | 1.873 | 04:07 | 0.06% | 7690.73 |
| 2026-10-19 | 2.018 | 1.8655 | 8.17% | 1.866 | 04:06 | 0.05% | 7659.44 |
| 2026-10-16 | 2.022 | 1.8879 | 7.1% | 1.888 | 04:06 | 0 | 7744.06 |
| 2026-10-15 | 2.002 | 1.8819 | 6.38% | 1.881 | 04:05 | -0.04% | 7718.94 |
| 2026-10-14 | 2.046 | 1.9037 | 7.47% | 1.903 | 04:09 | -0.05% | 7805.45 |
| 2026-10-13 | 2.045 | 1.9036 | 7.43% | 1.903 | 04:05 | 0 | 7807.24 |
| 2026-10-12 | 2.052 | 1.9049 | 7.72% | 1.906 | 04:04 | 0.07% | 7811.54 |
| 2026-10-09 | 2.033 | 1.8961 | 7.22% | 1.897 | 04:07 | 0.05% | 7765.36 |
| 2026-10-08 | 2.03 | 1.8688 | 8.63% | 1.867 | 04:08 | -0.11% | 7651.54 |
| 2026-09-30 | 2.013 | 1.8732 | 7.46% | 1.876 | 04:08 | 0.16% | 7670.84 |
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 |
|---|
| 2026-10-20 | 32.24 | 32.2556 | -0.05% | -0.25% |
| 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% |
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 |
|---|
| 2026-10-20 | 769.05 | 768.6688 | 0.05% | 0.34% |
| 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% |
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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