선물_틱가치_자체_일별
자체 수집★ 우리 계산·수집이번 화면 범위 밖 — 타일 설계에 들어가지 않았다
실데이터 — 머리·꼬리 15행선물_틱가치_자체_일별
D:\data\project-at\raw\mficc\99_수집\선물_틱가치_자체_일별.csv · 546,920바이트 · 7열
| 일자 | 테너 | 종가 | 내재수익률 | 수정듀레이션 | 틱당bp | bp당틱 |
|---|---|---|---|---|---|---|
| 2016-12-14 | 10선 | 125.6 | 2.1423593211934877 | 8.155543525710705 | 0.09762419162365547 | 10.243362668292646 |
| 2016-12-14 | 3선 | 109.59 | 1.707155792181747 | 2.8082871498621302 | 0.3249283164435875 | 3.0776018875339086 |
| 2016-12-15 | 10선 | 124.98 | 2.203064186210013 | 8.148023573422478 | 0.09819903112371497 | 10.183399862063414 |
| 2016-12-15 | 3선 | 109.44 | 1.7559354914275849 | 2.8074736480194304 | 0.32546794898790643 | 3.0724991603924647 |
| 2016-12-16 | 10선 | 125.31 | 2.170709173157115 | 8.15203244291513 | 0.09789226352274241 | 10.21531185421695 |
| 2016-12-16 | 3선 | 109.5 | 1.736413897354372 | 2.8077991731948493 | 0.32525189758970163 | 3.07454009464836 |
| 2016-12-19 | 10선 | 125.12 | 2.1893254515141125 | 8.149726066391219 | 0.0980686626841187 | 10.196937254268693 |
| 2016-12-19 | 3선 | 109.42 | 1.7624455711183318 | 2.807365102719051 | 0.3255400249992118 | 3.071818895395186 |
| 2016-12-20 | 10선 | 124.8 | 2.220755133014296 | 8.145830829280776 | 0.09836713627808047 | 10.165996874942408 |
| 2016-12-20 | 3선 | 109.28 | 1.8080565328095988 | 2.806604768207223 | 0.32604538318051474 | 3.0670576906968527 |
| 2016-12-21 | 10선 | 125.65 | 2.1374792637161244 | 8.156147767961732 | 0.09757811441594243 | 10.248199670443917 |
| 2016-12-21 | 3선 | 109.47 | 1.7461730740055303 | 2.807636431361929 | 0.325359890186034 | 3.073519601411904 |
| 2016-12-22 | 10선 | 125.67 | 2.1355278856310944 | 8.15638937309755 | 0.09755969519661009 | 10.250134525171692 |
| 2016-12-22 | 3선 | 109.57 | 1.7136550770173065 | 2.8081787428391554 | 0.32500017199922987 | 3.076921448528863 |
| 2016-12-23 | 10선 | 125.55 | 2.1472416835735197 | 8.154938955477716 | 0.09767031053203946 | 10.238525858602273 |
| ⋯ 가운데 생략 ⋯ | ||||||
| 2026-11-04 | 10선 | 108.5 | 3.9622295898836812 | 7.927284420641389 | 0.11626415015150228 | 8.601103596395907 |
| 2026-11-04 | 30선 | 115.88 | 4.077713446799058 | 16.509736210123428 | 0.052269865097666304 | 19.131482320291028 |
| 2026-11-04 | 3선 | 103.55 | 3.7380633200773117 | 2.7746795435281366 | 0.34804633463289514 | 2.8731806673233855 |
| 2026-11-05 | 10선 | 109.19 | 3.8823124771613537 | 7.937428668705782 | 0.1153817970063601 | 8.666878363359844 |
| 2026-11-05 | 30선 | 117.2 | 4.009270977441148 | 16.588742867495952 | 0.05143501997917871 | 19.442006640705255 |
| 2026-11-05 | 3선 | 103.69 | 3.6893767562259816 | 2.7754789970274683 | 0.34747629350764786 | 2.8778941720177817 |
| 2026-11-06 | 10선 | 109.37 | 3.8615642935469596 | 7.940060552327018 | 0.1151537203134899 | 8.68404422608006 |
| 2026-11-06 | 30선 | 117.48 | 3.9948935436840083 | 16.605348132965016 | 0.05126111837953171 | 19.507962986607303 |
| 2026-11-06 | 3선 | 103.85 | 3.6338325286817463 | 2.7763914252186224 | 0.34682692441794377 | 2.8832824950895395 |
| 2026-11-09 | 10선 | 109.39 | 3.8592614720448504 | 7.94035261736006 | 0.11512843166758774 | 8.68595172813017 |
| 2026-11-09 | 30선 | 116.98 | 4.02060178441801 | 16.57565838355076 | 0.051572430042264826 | 19.390205177077682 |
| 2026-11-09 | 3선 | 103.81 | 3.647708847836273 | 2.776163441260819 | 0.34698905661562657 | 2.8819352683728563 |
| 2026-11-10 | 10선 | 109.48 | 3.848905029847427 | 7.941666004896445 | 0.11501476406013865 | 8.694535942160629 |
| 2026-11-10 | 30선 | 117.52 | 3.9928435940961515 | 16.607715965718388 | 0.051236364727598786 | 19.51738780291225 |
| 2026-11-10 | 3선 | 103.83 | 3.640769877598049 | 2.7762774434880346 | 0.3469079730362144 | 2.8826088695736263 |