标普500LOF【SZ161125】易方达标普500指数(QDII-LOF)A净值
仓位估算值使用0.95。实时ESTES和^GSPC关联程度按照100%估算。
| 代码 | 官方EST | EST日期 | 溢价 | 实时EST | 溢价 |
|---|
| SZ161125 | 3.14 | 2026-10-20 | 3.73% | 3.149 | 3.42% |
校准记录
| 日期 | 校准值 | 时间 | 次数 | 净值 | 对冲值 |
|---|
| 2026-10-19 | 16503.675 | 18:00 | 1 | 3.1319 | 17372 |
参考数据
| 代码 | 价格 | 涨幅 | 日期 | 时间 | 名称 |
|---|
| SZ161125 | 3.257 | -0.79% | 2026-10-20 | 15:00 | 标普500LOF |
| ^GSPC | 7712.57 | 0.28% | 2026-10-20 | 16:45 | 标普500指数 |
| ES | 7780.23 | 0.32% | 2026-10-20 | 18:42 | 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 |
| 32.13 | -0.59% | 2026-10-20 | 18:39 | 盘后交易 |
| SPY | 769.05 | 0.34% | 2026-10-20 | 16:00 | SPDR标普500 ETF |
| 771.22 | 0.62% | 2026-10-20 | 18:41 | 盘后交易 |
| USDCNH | 6.6745 | 0 | 2026-10-20 | 18:41 | 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 |
SZ161125当前5档交易价格相对于EST3.14|3.149的溢价 轮动交易
| 交易 | 价格 | 数量 | 官方溢价 | 实时溢价 | ^GSPC|SH|SPY价格 |
|---|
| 涨停 | 3.583 | | 14.11% | 13.77% | 8857.81|27.47|882.81 |
| 卖5 | 3.265 | 500 | 3.98% | 3.67% | 8035.73|30.9|800.88 |
| 卖4 | 3.263 | 10000 | 3.92% | 3.61% | 8030.56|30.93|800.36 |
| 卖3 | 3.262 | 200 | 3.89% | 3.57% | 8027.98|30.94|800.1 |
| 卖2 | 3.261 | 100 | 3.85% | 3.54% | 8025.39|30.95|799.85 |
| 卖1 | 3.26 | 100 | 3.82% | 3.51% | 8022.8|30.96|799.59 |
| 买1 | 3.257 | 8063 | 3.73% | 3.42% | 8015.05|30.99|798.82 |
| 买2 | 3.256 | 3408 | 3.69% | 3.38% | 8012.46|31|798.56 |
| 买3 | 3.255 | 7300 | 3.66% | 3.35% | 8009.88|31.01|798.3 |
| 买4 | 3.254 | 700 | 3.63% | 3.32% | 8007.29|31.02|798.04 |
| 买5 | 3.253 | 3800 | 3.6% | 3.29% | 8004.71|31.03|797.78 |
| 跌停 | 2.931 | | -6.66% | -6.94% | 7172.29|34.52|714.82 |
^GSPC 2026-10-20数据 牛市 历史价格
| 均线 | EST | 溢价 | T+1EST | 溢价 | SZ161125 | T+1EST |
|---|
| 5日 | 7701.7 | 0.14% | 7687.58 | 0.33% | 3.136 | 3.13 |
| 10日 | 7746.15 | -0.43% | 7743.75 | -0.4% | 3.153 | 3.152 |
| 20日 | 7734.36 | -0.28% | 7736.04 | -0.3% | 3.148 | 3.149 |
| 布林上轨 | 7862.03 | -1.9% | 7895.35 | -2.32% | 3.198 | 3.211 |
| 布林下轨 | 7606.68 | 1.39% | 7576.72 | 1.79% | 3.099 | 3.087 |
| 5周 | 7734.28 | -0.28% | 7731.23 | -0.24% | 3.148 | 3.147 |
| 10周 | 7705.48 | 0.09% | 7709.37 | 0.04% | 3.137 | 3.139 |
| 20周 | 7610.36 | 1.34% | 7620.3 | 1.21% | 3.1 | 3.104 |
| 周布林上轨 | 7928.21 | -2.72% | 8001.01 | -3.61% | 3.223 | 3.252 |
| 周布林下轨 | 7292.51 | 5.76% | 7239.58 | 6.53% | 2.978 | 2.957 |
| 5月 | 7581.69 | 1.73% | 7609.13 | 1.36% | 3.089 | 3.1 |
| 10月 | 7273.58 | 6.04% | 7315.4 | 5.43% | 2.97 | 2.986 |
| 20月 | 6778.04 | 13.79% | 6842.83 | 12.71% | 2.778 | 2.804 |
| 月布林上轨 | 8253.67 | -6.56% | 8519.03 | -9.47% | 3.349 | 3.452 |
| 月布林下轨 | 5302.41 | 45.45% | 5166.62 | 49.28% | 2.208 | 2.155 |
| 小牛熊分界 | 7682.05 | 0.4% | | | 3.128 | |
| 牛熊分界 | 7320.58 | 5.35% | | | 2.988 | |
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 | -73 |
| SPY | ^GSPC | 1 | 10.034 | 2026-10-20 | 1731 |
| 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 | |
SZ161125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 | 3.257 | 3.1319 | 3.99% | 3.132 | 04:06 | 0 | 7690.73 |
| 2026-10-19 | 3.283 | 3.1206 | 5.2% | 3.121 | 04:06 | 0 | 7659.44 |
| 2026-10-16 | 3.299 | 3.1548 | 4.57% | 3.155 | 04:06 | 0 | 7744.06 |
| 2026-10-15 | 3.266 | 3.1448 | 3.85% | 3.145 | 04:05 | 0 | 7718.94 |
| 2026-10-14 | 3.34 | 3.1803 | 5.02% | 3.18 | 04:09 | 0 | 7805.45 |
| 2026-10-13 | 3.33 | 3.1817 | 4.66% | 3.182 | 04:06 | 0 | 7807.24 |
| 2026-10-12 | 3.337 | 3.1843 | 4.8% | 3.184 | 04:04 | 0 | 7811.54 |
| 2026-10-09 | 3.312 | 3.1679 | 4.55% | 3.168 | 04:06 | 0 | 7765.36 |
| 2026-10-08 | 3.294 | 3.1229 | 5.48% | 3.123 | 04:07 | 0 | 7651.54 |
| 2026-09-30 | 3.275 | 3.1328 | 4.54% | 3.133 | 04:08 | 0 | 7670.84 |
SZ161125的成交数量相对于场内份额(万)的换手比例 基金场内份额 基金场内申购账户
| 日期 | 份额(万) | 场内新增(万) | 数量 | 换手 | 新增换手 |
|---|
| 2026-10-20 | 24475.18 | 0 | 5530952 | 2.26% |
| 2026-10-19 | 24475.18 | 0.01 | 4623424 | 1.89% | 4623424% |
| 2026-10-16 | 24475.17 | 0.45 | 4710713 | 1.92% | 104683% |
| 2026-10-15 | 24474.72 | 0.08 | 9129941 | 3.73% | 1141243% |
| 2026-10-14 | 24474.64 | 0.09 | 3768351 | 1.54% | 418706% |
| 2026-10-13 | 24474.55 | 0.01 | 3522546 | 1.44% | 3522546% |
| 2026-10-12 | 24474.54 | 0.39 | 6992720 | 2.86% | 179301% |
| 2026-10-09 | 24474.15 | 23.79 | 7772101 | 3.18% | 3267% |
| 2026-10-08 | 24450.36 | 0.02 | 8041267 | 3.29% | 4020633% |
| 2026-09-30 | 24450.34 | 31.84 | 5742256 | 2.35% | 1803% |
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
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LOF数据 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
161125官网
易方达基金 - SH510310 SH510900 SH513000 SH513010 SH513050 SH513090 SH513210 SH513850 SH588080 SZ159696 SZ159934 SZ161116 SZ161124 SZ161125 SZ161126 SZ161127 SZ161128 SZ161129 SZ161130
觉得这个网站有用？可以用微信打赏支持一下！
