SZ159655华夏标普500ETF(QDII)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 |
|---|
| SZ159655 | 1.720 | 2025-09-23 | 0.87% | 1.722 | 0.78% | 1.722 | 0.74% |
校准记录
| 日期 | 校准值 | 时间 | 次数 | 净值 | 对冲值 |
|---|
| 2025-09-22 | 27,499.7566 | 19:49 | 1 | 1.7308 | 27,500 |
参考数据
| 代码 | 价格 | 涨幅 | 日期 | 时间 | 名称 |
|---|
| SZ159655 | 1.735 | 0.81% | 2025-09-23 | 15:00 | 标普ETF |
| ^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 |
SZ159655当前5档交易价格相对于估值1.720|1.722|1.722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 | 1.909 | | 10.98% | 10.89% | 10.84% | 7381.58|33.44|735.26 |
| 卖5 | 1.739 | 25500 | 1.10% | 1.01% | 0.97% | 6724.23|37.10|669.78 |
| 卖4 | 1.738 | 42600 | 1.04% | 0.95% | 0.91% | 6720.37|37.12|669.40 |
| 卖3 | 1.737 | 83800 | 0.98% | 0.90% | 0.85% | 6716.50|37.14|669.01 |
| 卖2 | 1.736 | 627600 | 0.92% | 0.84% | 0.80% | 6712.63|37.16|668.63 |
| 卖1 | 1.735 | 331900 | 0.87% | 0.78% | 0.74% | 6708.77|37.18|668.24 |
| 买1 | 1.734 | 366000 | 0.81% | 0.72% | 0.68% | 6704.90|37.21|667.86 |
| 买2 | 1.733 | 585500 | 0.75% | 0.66% | 0.62% | 6701.03|37.23|667.47 |
| 买3 | 1.732 | 407200 | 0.69% | 0.60% | 0.56% | 6697.17|37.25|667.09 |
| 买4 | 1.731 | 435200 | 0.63% | 0.55% | 0.51% | 6693.30|37.27|666.70 |
| 买5 | 1.730 | 353000 | 0.58% | 0.49% | 0.45% | 6689.43|37.29|666.31 |
| 跌停 | 1.562 | | -9.19% | -9.27% | -9.31% | 6039.82|40.91|601.61 |
^GSPC 2025-09-22数据 牛市 历史价格
| 均线 | 估值 | 溢价 | T+1估值 | 溢价 | SZ159655 | T+1估值 |
|---|
| 5日 | 6647.61 | 0.14% | 6663.36 | -0.10% | 1.719 | 1.723 |
| 10日 | 6612.92 | 0.67% | 6623.03 | 0.51% | 1.710 | 1.713 |
| 20日 | 6541.10 | 1.77% | 6545.27 | 1.71% | 1.692 | 1.693 |
| 布林上轨 | 6719.86 | -0.94% | 6764.24 | -1.59% | 1.738 | 1.749 |
| 布林下轨 | 6362.34 | 4.63% | 6326.31 | 5.23% | 1.645 | 1.636 |
| 5周 | 6547.60 | 1.67% | 6576.72 | 1.22% | 1.693 | 1.701 |
| 10周 | 6458.14 | 3.08% | 6466.82 | 2.94% | 1.670 | 1.672 |
| 20周 | 6250.01 | 6.51% | 6266.21 | 6.24% | 1.616 | 1.621 |
| 周布林上轨 | 6813.72 | -2.30% | 6946.82 | -4.17% | 1.762 | 1.797 |
| 周布林下轨 | 5686.31 | 17.07% | 5585.61 | 19.18% | 1.471 | 1.445 |
| 5月 | 6229.07 | 6.87% | 6334.87 | 5.08% | 1.611 | 1.638 |
| 10月 | 5997.10 | 11.00% | 6011.53 | 10.74% | 1.551 | 1.555 |
| 20月 | 5724.69 | 16.28% | 5759.61 | 15.58% | 1.481 | 1.490 |
| 月布林上轨 | 6627.33 | 0.45% | 6810.68 | -2.26% | 1.714 | 1.761 |
| 月布林下轨 | 4822.05 | 38.05% | 4708.53 | 41.38% | 1.247 | 1.218 |
| 小牛熊分界 | 6421.98 | 3.66% | | | 1.661 | |
| 牛熊分界 | 6040.12 | 10.21% | | | 1.562 | |
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 | -153 |
| SPY | ^GSPC | 1.00 | 10.04 | 2025-09-22 | 2,739 |
| 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 | |
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 | 官方估值 | 时间 | 误差 | ^GSPC价格 |
|---|
| 2025-09-23 | 1.735 | 1.7308 | 0.24% | 1.729 | 04:25 | -0.09% | 6693.75 |
| 2025-09-22 | 1.721 | 1.7222 | -0.07% | 1.722 | 06:32 | 0 | 6664.36 |
| 2025-09-19 | 1.716 | 1.7127 | 0.19% | 1.715 | 04:37 | 0.12% | 6631.96 |
| 2025-09-18 | 1.711 | 1.7049 | 0.36% | 1.706 | 04:02 | 0.06% | 6600.35 |
| 2025-09-17 | 1.708 | 1.7080 | 0 | 1.709 | 04:48 | 0.08% | 6606.76 |
| 2025-09-16 | 1.713 | 1.7122 | 0.05% | 1.712 | 04:33 | 0 | 6615.28 |
| 2025-09-15 | 1.709 | 1.7034 | 0.33% | 1.704 | 04:11 | 0 | 6584.29 |
| 2025-09-12 | 1.704 | 1.7047 | -0.04% | 1.704 | 04:10 | -0.05% | 6587.47 |
| 2025-09-11 | 1.695 | 1.6902 | 0.28% | 1.692 | 04:13 | 0.13% | 6532.04 |
| 2025-09-10 | 1.692 | 1.6861 | 0.35% | 1.687 | 05:21 | 0.06% | 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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A股指数 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 SZ159655 SZ161125
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159655官网
华夏基金 - SH510330 SH513180 SH513230 SH513300 SH513520 SH513660 SZ159655 SZ159850 SZ159920
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