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Date Bond Code  Bond Name  Holding Period Confidence level Market VaR CVaR
2025-09-18 1605321 16宁夏债12 1 0.95 Commercial Bank Counter Market 0.0197 0.0326
2025-09-18 1605321 16宁夏债12 1 0.95 Shanghai Stock Exchange 0.0197 0.0326
2025-09-18 1605321 16宁夏债12 1 0.95 China Inter-Bank Market 0.0197 0.0326
2025-09-18 1605321 16宁夏债12 1 0.95 Shenzhen Stock Exchange 0.0197 0.0326
2025-09-18 1605321 16宁夏债12 1 0.99 Commercial Bank Counter Market 0.0422 0.0518
2025-09-18 1605321 16宁夏债12 1 0.99 Shenzhen Stock Exchange 0.0422 0.0518
2025-09-18 1605321 16宁夏债12 1 0.99 Shanghai Stock Exchange 0.0422 0.0518
2025-09-18 1605321 16宁夏债12 1 0.99 China Inter-Bank Market 0.0422 0.0518
2025-09-18 1605321 16宁夏债12 5 0.95 Commercial Bank Counter Market 0.0317 0.0610
2025-09-18 1605321 16宁夏债12 5 0.95 Shanghai Stock Exchange 0.0317 0.0610
2025-09-18 1605321 16宁夏债12 5 0.95 Shenzhen Stock Exchange 0.0317 0.0610
2025-09-18 1605321 16宁夏债12 5 0.95 China Inter-Bank Market 0.0317 0.0610
2025-09-18 1605321 16宁夏债12 5 0.99 Commercial Bank Counter Market 0.0813 0.1015
2025-09-18 1605321 16宁夏债12 5 0.99 China Inter-Bank Market 0.0813 0.1015
2025-09-18 1605321 16宁夏债12 5 0.99 Shenzhen Stock Exchange 0.0813 0.1015
2025-09-18 1605321 16宁夏债12 5 0.99 Shanghai Stock Exchange 0.0813 0.1015
2025-09-18 1605321 16宁夏债12 10 0.95 Shanghai Stock Exchange 0.0310 0.0730
2025-09-18 1605321 16宁夏债12 10 0.95 China Inter-Bank Market 0.0310 0.0730
2025-09-18 1605321 16宁夏债12 10 0.95 Shenzhen Stock Exchange 0.0310 0.0730
2025-09-18 1605321 16宁夏债12 10 0.95 Commercial Bank Counter Market 0.0310 0.0730
2025-09-18 1605321 16宁夏债12 10 0.99 Shanghai Stock Exchange 0.0979 0.1244
2025-09-18 1605321 16宁夏债12 10 0.99 China Inter-Bank Market 0.0979 0.1244
2025-09-18 1605321 16宁夏债12 10 0.99 Commercial Bank Counter Market 0.0979 0.1244
2025-09-18 1605321 16宁夏债12 10 0.99 Shenzhen Stock Exchange 0.0979 0.1244




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