Practiced with crayfish to write a real-time premium and discount estimation for short-term融ETF

PortfolioAlert · 2026-03-11T06:42:23+00:00

The article discusses real-time monitoring of ETF premium and discount rates and suggests that arbitrage can be performed based on this. Taking short-term financing ETFs as an example, the current premium and discount rate is -0.0003%, with an estimated annualized return of +0.05%. Additionally, it is recommended to expand to other investment products in the future.

PortfolioAlert

2026-03-11 06:42:23

Abstract generation in progress

Send me real-time monitoring of premium and discount daily, and track accuracy over several days. Later, this can be expanded to other products. Currently, many funds do not publish net asset values, so future arbitrage will rely on small lobsters.

Short-term Financing ETF (511360) Real-time Intraday Premium and Discount Calculation

ETF Real-time Quote (2026-03-11 14:24:27) ├─ Current Price: 113.157 ├─ Opening Price: 113.152 ├─ Previous Close: 113.152 └─ Change: +0.0044% Net Asset Value Estimate ├─ Latest Published NAV: 113.1541 (2026-03-10) └─ Estimated NAV Today: 113.1573 ┌──────────────────────────────────────┐ │ Current Premium/Discount Rate: -0.0003% │ │ Status: Discount Price Difference: 0.0003 Yuan │ └──────────────────────────────────────┘ Buy and Redeem Arbitrage Analysis (T+2 Settlement) ├─ Buy Price (Market Price): 113.157 ├─ Redeem Price (Estimated NAV): 113.1573 ├─ Discount Gain: +0.0003% ├─ Settlement Date: 03-13 (Friday), Lock-in 2 Calendar Days └─ Annualized Return: +0.05%

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