SZ159655华夏标普500ETF(QDII)净值
仓位估算值使用1。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 | 1.646 | 2026-04-01 | 1.37% | 1.644 | 1.48% | 1.623 | 2.76% |
校准记录
| 日期 | 校准值 | 时间 | 次数 | 净值 | 对冲值 |
|---|
| 2026-03-31 | 27,581.7812 | 19:57 | 1 | 1.6378 | 27,582 |
参考数据
| 代码 | 价格 | 涨幅 | 日期 | 时间 | 名称 |
|---|
| SZ159655 | 1.668 | -1.82% | 2026-04-02 | 15:00 | 标普ETF |
| ^GSPC | 6575.32 | 0.72% | 2026-04-01 | 16:47 | 标普500指数 |
| ES | 6537.78 | -1.21% | 2026-04-02 | 05:20 | 标普500指数期货 |
| SH | 37.63 | -0.79% | 2026-04-01 | 16:00 | 标普500指数ETF-ProShares做空 |
| 38.10 | 0.45% | 2026-04-02 | 05:14 | 盘前交易 |
| SPY | 655.24 | 0.75% | 2026-04-01 | 16:00 | SPDR标普500 ETF |
| 647.85 | -0.38% | 2026-04-02 | 05:19 | 盘前交易 |
| USDCNH | 6.8998 | 0.35% | 2026-04-02 | 05:20 | 离岸人民币（香港） |
| USDCNY | 6.8949 | 0.29% | 2026-04-02 | 05:20 | 在岸人民币 |
| USCNY | 6.8880 | -0.21% | 2026-04-02 | 09:15 | 美元人民币汇率中间价 |
SZ159655当前5档交易价格相对于EST1.646|1.644|1.623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 | 1.835 | | 11.52% | 11.64% | 13.05% | 7340.58|33.27|731.32 |
| 卖5 | 1.673 | 26000 | 1.67% | 1.78% | 3.07% | 6692.53|36.98|666.76 |
| 卖4 | 1.672 | 33100 | 1.61% | 1.72% | 3.01% | 6688.53|37.00|666.36 |
| 卖3 | 1.671 | 71400 | 1.55% | 1.66% | 2.95% | 6684.53|37.02|665.96 |
| 卖2 | 1.670 | 108400 | 1.49% | 1.60% | 2.89% | 6680.53|37.04|665.56 |
| 卖1 | 1.669 | 200200 | 1.43% | 1.54% | 2.83% | 6676.53|37.07|665.16 |
| 买1 | 1.668 | 70200 | 1.37% | 1.48% | 2.76% | 6672.53|37.09|664.77 |
| 买2 | 1.667 | 5900 | 1.31% | 1.42% | 2.70% | 6668.53|37.11|664.37 |
| 买3 | 1.666 | 32000 | 1.25% | 1.36% | 2.64% | 6664.53|37.14|663.97 |
| 买4 | 1.665 | 146400 | 1.18% | 1.30% | 2.58% | 6660.53|37.16|663.57 |
| 买5 | 1.664 | 2400 | 1.12% | 1.24% | 2.52% | 6656.53|37.18|663.17 |
| 跌停 | 1.501 | | -8.78% | -8.68% | -7.52% | 6004.47|40.92|598.21 |
^GSPC 2026-04-01数据 牛市 历史价格
| 均线 | EST | 溢价 | T+1EST | 溢价 | SZ159655 | T+1EST |
|---|
| 5日 | 6454.10 | 1.88% | 6482.52 | 1.43% | 1.613 | 1.621 |
| 10日 | 6503.26 | 1.11% | 6502.86 | 1.11% | 1.626 | 1.626 |
| 20日 | 6609.16 | -0.51% | 6601.89 | -0.40% | 1.652 | 1.650 |
| 布林上轨 | 6900.11 | -4.71% | 6956.86 | -5.48% | 1.725 | 1.739 |
| 布林下轨 | 6318.21 | 4.07% | 6246.93 | 5.26% | 1.579 | 1.562 |
| 5周 | 6561.89 | 0.20% | 6502.51 | 1.12% | 1.640 | 1.625 |
| 10周 | 6749.27 | -2.58% | 6725.55 | -2.23% | 1.687 | 1.681 |
| 20周 | 6807.27 | -3.41% | 6818.62 | -3.57% | 1.702 | 1.705 |
| 周布林上轨 | 7177.45 | -8.39% | 7262.91 | -9.47% | 1.794 | 1.816 |
| 周布林下轨 | 6437.08 | 2.15% | 6374.32 | 3.15% | 1.609 | 1.593 |
| 5月 | 6797.98 | -3.28% | 6782.14 | -3.05% | 1.699 | 1.695 |
| 10月 | 6707.70 | -1.97% | 6753.74 | -2.64% | 1.677 | 1.688 |
| 20月 | 6265.47 | 4.95% | 6293.41 | 4.48% | 1.566 | 1.573 |
| 月布林上轨 | 7336.35 | -10.37% | 7596.13 | -13.44% | 1.834 | 1.899 |
| 月布林下轨 | 5194.58 | 26.58% | 4990.69 | 31.75% | 1.299 | 1.248 |
| 小牛熊分界 | 6721.70 | -2.18% | | | 1.680 | |
| 牛熊分界 | 6587.12 | -0.18% | | | 1.647 | |
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 | 174.6577 | 2026-04-01 | -160 |
| SPY | ^GSPC | 1.00 | 10.0374 | 2026-04-01 | 2,748 |
| 均线 | EST | 溢价 | T+1EST | 溢价 | SH | T+1EST |
|---|
| 5日 | 6454.10 | 1.88% | 6482.52 | 1.43% | 38.34 | 38.18 |
| 10日 | 6503.26 | 1.11% | 6502.86 | 1.11% | 38.06 | 38.06 |
| 20日 | 6609.16 | -0.51% | 6601.89 | -0.40% | 37.45 | 37.49 |
| 布林上轨 | 6900.11 | -4.71% | 6956.86 | -5.48% | 35.79 | 35.46 |
| 布林下轨 | 6318.21 | 4.07% | 6246.93 | 5.26% | 39.12 | 39.53 |
| 5周 | 6561.89 | 0.20% | 6502.51 | 1.12% | 37.72 | 38.06 |
| 10周 | 6749.27 | -2.58% | 6725.55 | -2.23% | 36.65 | 36.79 |
| 20周 | 6807.27 | -3.41% | 6818.62 | -3.57% | 36.32 | 36.25 |
| 周布林上轨 | 7177.45 | -8.39% | 7262.91 | -9.47% | 34.20 | 33.71 |
| 周布林下轨 | 6437.08 | 2.15% | 6374.32 | 3.15% | 38.44 | 38.80 |
| 5月 | 6797.98 | -3.28% | 6782.14 | -3.05% | 36.37 | 36.46 |
| 10月 | 6707.70 | -1.97% | 6753.74 | -2.64% | 36.89 | 36.63 |
| 20月 | 6265.47 | 4.95% | 6293.41 | 4.48% | 39.42 | 39.26 |
| 月布林上轨 | 7336.35 | -10.37% | 7596.13 | -13.44% | 33.29 | 31.80 |
| 月布林下轨 | 5194.58 | 26.58% | 4990.69 | 31.75% | 45.55 | 46.72 |
| 小牛熊分界 | 6721.70 | -2.18% | | | 36.81 | |
| 牛熊分界 | 6587.12 | -0.18% | | | 37.58 | |
| 均线 | EST | 溢价 | T+1EST | 溢价 | SPY | T+1EST |
|---|
| 5日 | 6454.10 | 1.88% | 6482.52 | 1.43% | 643.01 | 645.84 |
| 10日 | 6503.26 | 1.11% | 6502.86 | 1.11% | 647.90 | 647.86 |
| 20日 | 6609.16 | -0.51% | 6601.89 | -0.40% | 658.45 | 657.73 |
| 布林上轨 | 6900.11 | -4.71% | 6956.86 | -5.48% | 687.44 | 693.09 |
| 布林下轨 | 6318.21 | 4.07% | 6246.93 | 5.26% | 629.47 | 622.37 |
| 5周 | 6561.89 | 0.20% | 6502.51 | 1.12% | 653.74 | 647.83 |
| 10周 | 6749.27 | -2.58% | 6725.55 | -2.23% | 672.41 | 670.05 |
| 20周 | 6807.27 | -3.41% | 6818.62 | -3.57% | 678.19 | 679.32 |
| 周布林上轨 | 7177.45 | -8.39% | 7262.91 | -9.47% | 715.07 | 723.58 |
| 周布林下轨 | 6437.08 | 2.15% | 6374.32 | 3.15% | 641.31 | 635.06 |
| 5月 | 6797.98 | -3.28% | 6782.14 | -3.05% | 677.27 | 675.69 |
| 10月 | 6707.70 | -1.97% | 6753.74 | -2.64% | 668.27 | 672.86 |
| 20月 | 6265.47 | 4.95% | 6293.41 | 4.48% | 624.21 | 627.00 |
| 月布林上轨 | 7336.35 | -10.37% | 7596.13 | -13.44% | 730.90 | 756.78 |
| 月布林下轨 | 5194.58 | 26.58% | 4990.69 | 31.75% | 517.52 | 497.21 |
| 小牛熊分界 | 6721.70 | -2.18% | | | 669.67 | |
| 牛熊分界 | 6587.12 | -0.18% | | | 656.26 | |
校准记录
| 日期 | 校准值 | 时间 | 次数 |
|---|
| 2026-04-01 | 1.0069 | 03:59 | 1583 |
理论溢价：1.0064 期货升水
| 均线 | EST | 溢价 | T+1EST | 溢价 | ES | T+1EST |
|---|
| 5日 | 6454.10 | 1.88% | 6482.52 | 1.43% | 6495.75 | 6524.25 |
| 10日 | 6503.26 | 1.11% | 6502.86 | 1.11% | 6545.00 | 6544.75 |
| 20日 | 6609.16 | -0.51% | 6601.89 | -0.40% | 6651.75 | 6644.25 |
| 布林上轨 | 6900.11 | -4.71% | 6956.86 | -5.48% | 6944.50 | 7001.50 |
| 布林下轨 | 6318.21 | 4.07% | 6246.93 | 5.26% | 6358.75 | 6287.00 |
| 5周 | 6561.89 | 0.20% | 6502.51 | 1.12% | 6604.00 | 6544.25 |
| 10周 | 6749.27 | -2.58% | 6725.55 | -2.23% | 6792.75 | 6768.75 |
| 20周 | 6807.27 | -3.41% | 6818.62 | -3.57% | 6851.00 | 6862.50 |
| 周布林上轨 | 7177.45 | -8.39% | 7262.91 | -9.47% | 7223.75 | 7309.75 |
| 周布林下轨 | 6437.08 | 2.15% | 6374.32 | 3.15% | 6478.50 | 6415.25 |
| 5月 | 6797.98 | -3.28% | 6782.14 | -3.05% | 6841.75 | 6825.75 |
| 10月 | 6707.70 | -1.97% | 6753.74 | -2.64% | 6750.75 | 6797.25 |
| 20月 | 6265.47 | 4.95% | 6293.41 | 4.48% | 6305.75 | 6334.00 |
| 月布林上轨 | 7336.35 | -10.37% | 7596.13 | -13.44% | 7383.50 | 7645.00 |
| 月布林下轨 | 5194.58 | 26.58% | 4990.69 | 31.75% | 5228.00 | 5022.75 |
| 小牛熊分界 | 6721.70 | -2.18% | | | 6765.00 | |
| 牛熊分界 | 6587.12 | -0.18% | | | 6629.50 | |
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EST | 时间 | 误差 | ^GSPC价格 |
|---|
| 2026-04-01 | 1.699 | 1.6378 | 3.74% | 1.638 | 04:09 | 0 | 6528.52 |
| 2026-03-31 | 1.640 | 1.5924 | 2.99% | 1.594 | 04:06 | 0.12% | 6343.72 |
| 2026-03-30 | 1.650 | 1.5988 | 3.20% | 1.599 | 04:12 | 0 | 6368.85 |
| 2026-03-27 | 1.673 | 1.6240 | 3.02% | 1.627 | 04:06 | 0.16% | 6477.16 |
| 2026-03-26 | 1.675 | 1.6520 | 1.39% | 1.648 | 04:06 | -0.26% | 6591.90 |
| 2026-03-25 | 1.678 | 1.6396 | 2.34% | 1.642 | 04:21 | 0.16% | 6556.37 |
| 2026-03-24 | 1.671 | 1.6508 | 1.22% | 1.648 | 04:04 | -0.15% | 6581.00 |
| 2026-03-23 | 1.631 | 1.6263 | 0.29% | 1.629 | 04:07 | 0.16% | 6506.48 |
| 2026-03-20 | 1.689 | 1.6558 | 2.01% | 1.651 | 04:10 | -0.29% | 6606.49 |
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 |
|---|
| 2026-04-01 | 37.63 | 37.6469 | -0.04% | -0.79% |
| 2026-03-31 | 37.93 | 37.9051 | 0.07% | -2.82% |
| 2026-03-30 | 39.03 | 39.0297 | 0 | 0.36% |
| 2026-03-27 | 38.89 | 38.8654 | 0.06% | 1.75% |
| 2026-03-26 | 38.22 | 38.2063 | 0.04% | 1.78% |
| 2026-03-25 | 37.55 | 37.5557 | -0.02% | -0.98% |
| 2026-03-24 | 37.92 | 37.9369 | -0.04% | 0.32% |
| 2026-03-23 | 37.80 | 37.7679 | 0.08% | -1.05% |
| 2026-03-20 | 38.20 | 38.2132 | -0.03% | 1.49% |
| 2026-03-19 | 37.64 | 37.6290 | 0.03% | 0.29% |
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 |
|---|
| 2026-04-01 | 655.24 | 655.0817 | 0.02% | 0.75% |
| 2026-03-31 | 650.34 | 650.4020 | -0.01% | 2.91% |
| 2026-03-30 | 631.97 | 631.9378 | 0.01% | -0.33% |
| 2026-03-27 | 634.09 | 634.4298 | -0.05% | -1.71% |
| 2026-03-26 | 645.09 | 645.2027 | -0.02% | -1.79% |
| 2026-03-25 | 656.82 | 656.6338 | 0.03% | 0.56% |
| 2026-03-24 | 653.18 | 653.0699 | 0.02% | -0.34% |
| 2026-03-23 | 655.38 | 655.5246 | -0.02% | 1.05% |
| 2026-03-20 | 648.57 | 648.0589 | 0.08% | -1.70% |
| 2026-03-19 | 659.80 | 658.0073 | 0.27% | -0.25% |
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 SZ159655 SZ159850 SZ159920 SZ159985
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