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Date Bond Code  Bond Name  Holding Period Confidence level Market VaR CVaR
2026-11-13 147837 17青岛19 1 0.95 Shenzhen Stock Exchange 0.0081 0.0157
2026-11-13 147837 17青岛19 1 0.95 Commercial Bank Counter Market 0.0081 0.0157
2026-11-13 147837 17青岛19 1 0.95 Shanghai Stock Exchange 0.0081 0.0157
2026-11-13 147837 17青岛19 1 0.95 China Inter-Bank Market 0.0081 0.0157
2026-11-13 147837 17青岛19 1 0.99 Shanghai Stock Exchange 0.0246 0.0281
2026-11-13 147837 17青岛19 1 0.99 Shenzhen Stock Exchange 0.0246 0.0281
2026-11-13 147837 17青岛19 1 0.99 Commercial Bank Counter Market 0.0246 0.0281
2026-11-13 147837 17青岛19 1 0.99 China Inter-Bank Market 0.0246 0.0281
2026-11-13 147837 17青岛19 5 0.95 Commercial Bank Counter Market 0.0085 0.0249
2026-11-13 147837 17青岛19 5 0.95 Shanghai Stock Exchange 0.0085 0.0249
2026-11-13 147837 17青岛19 5 0.95 Shenzhen Stock Exchange 0.0085 0.0249
2026-11-13 147837 17青岛19 5 0.95 China Inter-Bank Market 0.0085 0.0249
2026-11-13 147837 17青岛19 5 0.99 Shanghai Stock Exchange 0.0441 0.0516
2026-11-13 147837 17青岛19 5 0.99 Shenzhen Stock Exchange 0.0441 0.0516
2026-11-13 147837 17青岛19 5 0.99 Commercial Bank Counter Market 0.0441 0.0516
2026-11-13 147837 17青岛19 5 0.99 China Inter-Bank Market 0.0441 0.0516
2026-11-13 147837 17青岛19 10 0.95 Commercial Bank Counter Market 0.0020 0.0238
2026-11-13 147837 17青岛19 10 0.95 China Inter-Bank Market 0.0020 0.0238
2026-11-13 147837 17青岛19 10 0.95 Shenzhen Stock Exchange 0.0020 0.0238
2026-11-13 147837 17青岛19 10 0.95 Shanghai Stock Exchange 0.0020 0.0238
2026-11-13 147837 17青岛19 10 0.99 Shenzhen Stock Exchange 0.0498 0.0598
2026-11-13 147837 17青岛19 10 0.99 China Inter-Bank Market 0.0498 0.0598
2026-11-13 147837 17青岛19 10 0.99 Shanghai Stock Exchange 0.0498 0.0598
2026-11-13 147837 17青岛19 10 0.99 Commercial Bank Counter Market 0.0498 0.0598




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