고저평_자체_일별
자체 수집★ 우리 계산·수집신선도 트레이 — 현선 차익(우리 계산). 값 타일은 없다
실데이터 — 머리·꼬리 15행고저평_자체_일별
/mnt/d/data/project-at/raw/mficc/99_수집/고저평_자체_일별.csv · 1,726,310바이트 · 16열
| 일자 | 테너 | 월물 | 코드 | 저평 | 고평 | f11 | d13 | c13 | 선물가 | 운용금리 | 헷지오차 | 바스켓수 | 대차율bp | 만기일 | 잔존일 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2016-12-15 | 10선 | 근월 | 167LC000 | 2.947121113503302 | -3.655832517136126 | -5.158299999999372 | -0.7087114036328239 | -1.5024674828632456 | 124.98 | 1.35 | 0.19850980333560708 | 2 | 40.0 | 2016-12-20 | 5 |
| 2016-12-15 | 10선 | 원월 | 167M3000 | -4.144601204338112 | -8.652686299962088 | -35.70569999999975 | -12.797287504300202 | -27.053013700037663 | 124.7 | 1.35 | 0.0 | 2 | 40.0 | 2017-03-21 | 96 |
| 2016-12-15 | 3선 | 근월 | 165LC000 | 11.326976836596085 | -11.823942486542418 | -12.438500000000374 | -0.49696564994633174 | -0.6145575134579573 | 109.34 | 1.35 | 0.48144766253014815 | 3 | 30.0 | 2016-12-20 | 5 |
| 2016-12-15 | 3선 | 원월 | 165M3000 | -16.26374799944012 | 6.051632859249025 | -6.438500000000147 | -10.212115140191093 | -12.490132859249172 | 109.4 | 1.35 | 10.062573818039148 | 3 | 30.0 | 2017-03-21 | 96 |
| 2016-12-16 | 10선 | 근월 | 167LC000 | 0.36791791892423253 | -0.6523893051374758 | -1.2351999999992813 | -0.28447138621324325 | -0.5828106948618055 | 125.31 | 1.35 | 0.16365237279643774 | 2 | 40.0 | 2016-12-20 | 4 |
| 2016-12-16 | 10선 | 원월 | 167M3000 | -17.7967332431448 | 4.977079189064849 | -21.2569000000002 | -12.819654054079951 | -26.23397918906505 | 125.12 | 1.35 | 2.943574367867861 | 2 | 40.0 | 2017-03-21 | 95 |
| 2016-12-16 | 3선 | 근월 | 165LC000 | 8.4072536193629 | -8.606304677652357 | -8.844600000000469 | -0.1990510582894573 | -0.23829532234811146 | 109.42 | 1.35 | 0.19259608265716543 | 3 | 30.0 | 2016-12-20 | 4 |
| 2016-12-16 | 3선 | 원월 | 165M3000 | -14.790791640851053 | 4.88761079671241 | -6.844600000000867 | -9.903180844138642 | -11.732210796713277 | 109.44 | 1.35 | 9.753126720755398 | 3 | 30.0 | 2017-03-21 | 95 |
| 2016-12-19 | 10선 | 근월 | 167LC000 | 1.9326237503242005 | -2.0745400866433448 | -2.37149999999815 | -0.14191633631914405 | -0.2969599133548052 | 125.12 | 1.35 | 0.0658870757647859 | 2 | 40.0 | 2016-12-20 | 1 |
| 2016-12-19 | 10선 | 원월 | 167M3000 | -9.171861353525205 | -3.477792280287151 | -29.901499999999714 | -12.649653633812358 | -26.423707719712564 | 124.86 | 1.35 | 2.8722522149452834 | 2 | 40.0 | 2017-03-21 | 92 |
| 2016-12-19 | 3선 | 근월 | 165LC000 | -5.143743731152494 | 5.044136204333393 | 4.917499999999109 | -0.0996075268191006 | -0.12663620433428388 | 109.49 | 1.35 | 0.0964943289381748 | 3 | 30.0 | 2016-12-20 | 1 |
| 2016-12-19 | 3선 | 원월 | 165M3000 | -13.037751392470003 | 3.246004305396431 | -9.082500000000948 | -9.791747087073572 | -12.328504305397379 | 109.35 | 1.35 | 9.664418224460473 | 3 | 30.0 | 2017-03-21 | 92 |
| 2016-12-20 | 10선 | 근월 | 167LC000 | 32.841700000001595 | -32.841700000001595 | -32.841700000001595 | -0.0 | -0.0 | 124.8 | 1.35 | 0.03285101500771635 | 2 | 40.0 | 2016-12-20 | 0 |
| 2016-12-20 | 10선 | 원월 | 167M3000 | -4.302218062520151 | -8.202951298065159 | -34.37149999999889 | -12.50516936058531 | -26.16854870193373 | 124.8 | 1.35 | 2.8315125732332542 | 2 | 40.0 | 2017-03-21 | 91 |
| 2016-12-20 | 3선 | 근월 | 165LC000 | -10.241599999999096 | 10.241599999999096 | 10.241599999999096 | -0.0 | -0.0 | 109.49 | 1.35 | 0.0 | 3 | 30.0 | 2016-12-20 | 0 |
| ⋯ 가운데 생략 ⋯ | |||||||||||||||
| 2026-09-14 | 3선 | 원월 | A656C000 | 4.443124127123141 | -12.323319488043591 | -37.27690000000052 | -7.88019536092045 | -24.953580511956932 | 102.19 | 3.1 | 0.0 | 3 | 30.0 | 2026-12-15 | 92 |
| 2026-09-15 | 10선 | 근월 | A6769000 | -30.093199999998888 | 30.093199999998888 | 30.093199999998888 | -0.0 | -0.0 | 103.6 | 3.1 | 0.025516333440310356 | 2 | 40.0 | 2026-09-15 | 0 |
| 2026-09-15 | 10선 | 원월 | A676C000 | 0.5670419749546625 | -10.940620628638207 | -49.77930000000015 | -10.373578653683543 | -38.83867937136194 | 102.7 | 3.1 | 0.0 | 2 | 40.0 | 2026-12-15 | 91 |
| 2026-09-15 | 3선 | 근월 | A6569000 | -13.6170000000007 | 13.6170000000007 | 13.6170000000007 | -0.0 | -0.0 | 102.61 | 3.1 | 0.0 | 3 | 30.0 | 2026-09-15 | 0 |
| 2026-09-15 | 3선 | 원월 | A656C000 | 0.371111708042438 | -8.746703797144026 | -37.493200000001536 | -8.375592089101586 | -28.74649620285751 | 101.96 | 3.1 | 7.58952906209837 | 3 | 30.0 | 2026-12-15 | 91 |
| 2026-09-16 | 10선 | 근월 | A676C000 | -4.20631623135084 | -6.348665358758353 | -44.16609999999963 | -10.554981590109197 | -37.81743464124128 | 103.28 | 3.1 | 2.2540062212438086 | 2 | 40.0 | 2026-12-15 | 90 |
| 2026-09-16 | 3선 | 근월 | A656C000 | -3.1699022666441685 | -5.132982758804449 | -31.977300000001208 | -8.302885025448619 | -26.84431724119676 | 102.19 | 3.1 | 7.4782174703887305 | 3 | 30.0 | 2026-12-15 | 90 |
| 2026-09-17 | 10선 | 근월 | A676C000 | -3.9478015789652687 | -6.533150730862886 | -42.905199999999866 | -10.480952309828155 | -36.37204926913698 | 103.66 | 3.1 | 2.257967240566437 | 2 | 40.0 | 2026-12-15 | 89 |
| 2026-09-17 | 3선 | 근월 | A656C000 | -4.390416517580096 | -3.8271539920906044 | -30.450300000001107 | -8.2175705096707 | -26.623146007910503 | 102.21 | 3.1 | 7.432373883067767 | 3 | 30.0 | 2026-12-15 | 89 |
| 2026-09-18 | 10선 | 근월 | A676C000 | -1.5994217211449424 | -8.562168839087029 | -43.07500000000033 | -10.161590560231971 | -34.5128311609133 | 103.9 | 3.1 | 2.2524747977825843 | 2 | 40.0 | 2026-12-15 | 88 |
| 2026-09-18 | 3선 | 근월 | A656C000 | -5.794722663692035 | -2.1606219066216497 | -27.466299999998967 | -7.955344570313683 | -25.305678093377317 | 102.29 | 3.1 | 7.20371443794394 | 3 | 30.0 | 2026-12-15 | 88 |
| 2026-09-18 | 3선 | 원월 | A6573000 | 16.54789910634195 | -31.471528497580145 | -78.54919999999908 | -14.92362939123819 | -47.07767150241893 | 101.8 | 3.1 | 0.0 | 3 | 30.0 | 2027-03-16 | 179 |
| 2026-09-21 | 10선 | 근월 | A676C000 | -6.294713551676775 | -3.7627947333456504 | -37.569100000001754 | -10.057508285022426 | -33.8063052666561 | 104.07 | 3.1 | 2.190875624625657 | 2 | 40.0 | 2026-12-15 | 85 |
| 2026-09-21 | 3선 | 근월 | A656C000 | -5.120282255513249 | -2.7404755598573693 | -28.31510000000037 | -7.8607578153706195 | -25.574624440143 | 102.22 | 3.1 | 7.135894258531353 | 3 | 30.0 | 2026-12-15 | 85 |
| 2026-09-21 | 3선 | 원월 | A6573000 | -17.72803782760071 | 0.47523915921312465 | -55.55830000000128 | -17.25279866838758 | -56.033539159214406 | 101.94 | 3.1 | 15.986335505230647 | 3 | 30.0 | 2027-03-16 | 176 |