고저평_자체_일별
자체 수집★ 우리 계산·수집실행 밴드 이력 차트의 P02 저평 대조선 · 롤오버의 원월 고저평 대조
실데이터 — 머리·꼬리 15행고저평_자체_일별
D:\data\project-at\raw\mficc\99_수집\고저평_자체_일별.csv · 1,752,964바이트 · 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 ⋯ | |||||||||||||||
| 2026-11-05 | 10선 | 원월 | A6773000 | 40.40937999160571 | -57.06654424978266 | -89.33980000000048 | -16.65716425817695 | -32.27325575021782 | 108.36 | 3.1 | 3.734103150409894 | 2 | 40.0 | 2027-03-16 | 131 |
| 2026-11-05 | 3선 | 근월 | A656C000 | -9.087949892079415 | 5.275671652717502 | -1.9313000000011016 | -3.8122782393619126 | -7.206971652718604 | 103.69 | 3.1 | 3.582958707159016 | 3 | 30.0 | 2026-12-15 | 40 |
| 2026-11-05 | 3선 | 원월 | A6573000 | -4.819403170872768 | -8.485560380706332 | -33.507000000000176 | -13.304963551579101 | -25.021439619293844 | 103.38 | 3.1 | 12.757671083342165 | 3 | 30.0 | 2027-03-16 | 131 |
| 2026-11-06 | 10선 | 근월 | A676C000 | -7.682444930615508 | 3.047070062870251 | -5.702199999998925 | -4.635374867745257 | -8.749270062869176 | 109.37 | 3.1 | 1.1525211761026541 | 2 | 40.0 | 2026-12-15 | 39 |
| 2026-11-06 | 10선 | 원월 | A6773000 | -10.653935798500093 | -5.746457551629515 | -36.70219999999915 | -16.400393350129608 | -30.955742448369637 | 109.06 | 3.1 | 3.7458152070165203 | 2 | 40.0 | 2027-03-16 | 130 |
| 2026-11-06 | 3선 | 근월 | A656C000 | -9.887669120520888 | 6.352439828971523 | 0.2405999999979258 | -3.5352292915493657 | -6.111839828973597 | 103.85 | 3.1 | 3.332377369008319 | 3 | 30.0 | 2026-12-15 | 39 |
| 2026-11-06 | 3선 | 원월 | A6573000 | -11.658339010361788 | -1.3874780113007077 | -23.855600000000265 | -13.045817021662495 | -22.468121988699558 | 103.61 | 3.1 | 12.517576534975253 | 3 | 30.0 | 2027-03-16 | 130 |
| 2026-11-09 | 10선 | 근월 | A676C000 | -11.077327849783718 | 6.568485032226789 | -1.9644999999997026 | -4.508842817556928 | -8.532985032226492 | 109.39 | 3.1 | 1.0709408345002267 | 2 | 40.0 | 2026-12-15 | 36 |
| 2026-11-09 | 10선 | 원월 | A6773000 | 1.9644213465234373 | -18.213368158442577 | -48.96449999999959 | -16.24894681191914 | -30.75113184155701 | 108.92 | 3.1 | 3.6943752421253224 | 2 | 40.0 | 2027-03-16 | 127 |
| 2026-11-09 | 3선 | 근월 | A656C000 | -11.231242224845742 | 7.791602102037609 | 1.6208000000005995 | -3.4396401228081332 | -6.170802102037009 | 103.81 | 3.1 | 3.2546330275566056 | 3 | 30.0 | 2026-12-15 | 36 |
| 2026-11-09 | 3선 | 원월 | A6573000 | -34.48555582144441 | 21.510951812817407 | -1.6672999999997273 | -12.974604008627004 | -23.178251812817134 | 103.78 | 3.1 | 12.47442620681658 | 3 | 30.0 | 2027-03-16 | 127 |
| 2026-11-10 | 10선 | 근월 | A676C000 | -13.56619896887985 | 9.178651501443198 | 0.9519999999994866 | -4.387547467436651 | -8.226651501443712 | 109.48 | 3.1 | 1.0424020574612174 | 2 | 40.0 | 2026-12-15 | 35 |
| 2026-11-10 | 10선 | 원월 | A6773000 | -33.48066036020053 | 17.296778495782753 | -13.04800000000057 | -16.18388186441778 | -30.344778495783324 | 109.34 | 3.1 | 3.661562827328271 | 2 | 40.0 | 2027-03-16 | 126 |
| 2026-11-10 | 3선 | 근월 | A656C000 | -10.782797014378772 | 7.437181997708675 | 1.5076000000007639 | -3.3456150166700973 | -5.929581997707911 | 103.83 | 3.1 | 3.1644634011438364 | 3 | 30.0 | 2026-12-15 | 35 |
| 2026-11-10 | 3선 | 원월 | A6573000 | -27.71159742744424 | 14.837599599760605 | -7.876700000001335 | -12.873997827683635 | -22.71429959976194 | 103.74 | 3.1 | 12.403580859585528 | 3 | 30.0 | 2027-03-16 | 126 |