The ranking of the most difficult premiums to flatten

PortfolioAlert · 2026-03-10T11:02:53+00:00

The article analyzes the three most difficult premium funds to smooth out recently in the Shenzhen market, mainly coal-related products. The coal LOF has the highest premium, with high trading volume and no limit on subscriptions, leading to an influx of arbitrage funds and supporting the high premium. The risk warning emphasizes that the information is for reference only, and actual data should be based on announcements from brokerages or fund companies.

PortfolioAlert

2026-03-10 11:02:53

Abstract generation in progress

March 11 (Before Market Open) Hardest Premiums to Narrow Ranking (Shenzhen Market · Coal/Oil/Gold/Silver)
Crude Oil/Silver: All subscriptions paused; Gold: Premium < 3%; Only Coal meets all conditions
I. Top 3 hardest to narrow (from most to least difficult)
1️⃣ Coal LOF (168204)
Premium: approximately 6.4% (highest)
Average daily trading: approximately 120 million yuan (largest)
Subscription: normal, starting at 10 yuan, no limit (most friendly for leveraged trading)
Settlement: T+3
Difficulty: ★★★★★ (most difficult)
2️⃣ Equal-weight Coal LOF (161724)
Premium: approximately 5.0%
Average daily trading: approximately 110 million yuan
Subscription: normal, starting at 10 yuan, no limit
Settlement: T+3
Difficulty: ★★★★☆
3️⃣ Leading Coal LOF (161032)
Premium: approximately 4.9%
Average daily trading: approximately 105 million yuan
Subscription: normal, starting at 10 yuan, no limit
Settlement: T+3
Difficulty: ★★★★
II. Why are these three the hardest to narrow?
High premiums + high trading volume: significant selling pressure makes it difficult for premiums to fall quickly
Unlimited subscriptions: arbitrage funds can flow in endlessly, supporting the premiums
T+3 settlement: slow capital turnover means arbitrage funds won’t exit quickly
Coal remains popular: continuous capital inflow, premiums supported by fundamentals
III. Practical operation of “one drag seven” (all three are coal funds)
168204: 7 investors × 10 yuan = 70 yuan
161724: 7 investors × 10 yuan = 70 yuan
161032: 7 investors × 10 yuan = 70 yuan
Total: 210 yuan/day, turnover capital 630 yuan
Conservative daily income: 210 × 5% ≈ 10.5 yuan
IV. Risk reminder
The above information is for reference only and does not constitute investment advice. Fund premiums, trading volume, subscription status, and other data are subject to real-time changes. Please refer to the broker’s app or fund company announcements before operating.

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