선물_틱가치_자체_일별
자체 수집★ 우리 계산·수집이번 화면 범위 밖 — 타일 설계에 들어가지 않았다
실데이터 — 머리·꼬리 15행선물_틱가치_자체_일별
/mnt/d/data/project-at/raw/mficc/99_수집/선물_틱가치_자체_일별.csv · 537,794바이트 · 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 ⋯ | ||||||
| 2026-09-15 | 10선 | 103.6 | 4.5479441370973595 | 7.852607589618469 | 0.1229210748448801 | 8.135301462844733 |
| 2026-09-15 | 30선 | 104.2 | 4.73633668233433 | 15.753941664617674 | 0.06091763691292321 | 16.41560721453162 |
| 2026-09-15 | 3선 | 102.61 | 4.067040781781528 | 2.7692854986859308 | 0.3519188913981438 | 2.8415638502016334 |
| 2026-09-16 | 10선 | 103.28 | 4.587352413311296 | 7.847562524175881 | 0.12338119895684323 | 8.10496257496885 |
| 2026-09-16 | 30선 | 104.02 | 4.747315699763699 | 15.741426927930252 | 0.06107156550993043 | 16.374232290433046 |
| 2026-09-16 | 3선 | 102.19 | 4.215214931219635 | 2.7668604601886546 | 0.35367498495765276 | 2.8274547042667857 |
| 2026-09-17 | 10선 | 103.66 | 4.540571450434272 | 7.85355115767027 | 0.12283516638531988 | 8.140991130041003 |
| 2026-09-17 | 30선 | 105.04 | 4.6854646947369405 | 15.811970779244866 | 0.06020870466068605 | 16.608894106518807 |
| 2026-09-17 | 3선 | 102.21 | 4.208142271482163 | 2.766976149181881 | 0.35359099492591073 | 2.828126322078801 |
| 2026-09-18 | 10선 | 103.9 | 4.511132145795282 | 7.857317944642067 | 0.12249267681216494 | 8.163753344483109 |
| 2026-09-18 | 30선 | 105.46 | 4.660250410161759 | 15.840757144603735 | 0.05985994275389624 | 16.705662484699097 |
| 2026-09-18 | 3선 | 102.29 | 4.179868419502575 | 2.767438693746822 | 0.3532554025746515 | 2.8308130398336244 |
| 2026-09-21 | 10선 | 104.07 | 4.49032893068988 | 7.85997886552506 | 0.12225118208894509 | 8.179880005351931 |
| 2026-09-21 | 30선 | 106.06 | 4.624482355592829 | 15.881619847963787 | 0.059368158894945365 | 16.844046010750393 |
| 2026-09-21 | 3선 | 102.22 | 4.204606571446612 | 2.7670339857470903 | 0.3535490137118982 | 2.8284621402306755 |