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Date Bond Code  Bond Name  Holding Period Confidence level Market VaR CVaR
2025-10-13 1548030 15吉林债30 1 0.95 Commercial Bank Counter Market 0.0010 0.0050
2025-10-13 1548030 15吉林债30 1 0.95 China Inter-Bank Market 0.0010 0.0050
2025-10-13 1548030 15吉林债30 1 0.95 Shenzhen Stock Exchange 0.0010 0.0050
2025-10-13 1548030 15吉林债30 1 0.95 Shanghai Stock Exchange 0.0010 0.0050
2025-10-13 1548030 15吉林债30 1 0.99 Commercial Bank Counter Market 0.0075 0.0117
2025-10-13 1548030 15吉林债30 1 0.99 Shenzhen Stock Exchange 0.0075 0.0117
2025-10-13 1548030 15吉林债30 1 0.99 China Inter-Bank Market 0.0075 0.0117
2025-10-13 1548030 15吉林债30 1 0.99 Shanghai Stock Exchange 0.0075 0.0117
2025-10-13 1548030 15吉林债30 5 0.95 Commercial Bank Counter Market -0.0088 0.0000
2025-10-13 1548030 15吉林债30 5 0.95 Shanghai Stock Exchange -0.0088 0.0000
2025-10-13 1548030 15吉林债30 5 0.95 Shenzhen Stock Exchange -0.0088 0.0000
2025-10-13 1548030 15吉林债30 5 0.95 China Inter-Bank Market -0.0088 0.0000
2025-10-13 1548030 15吉林债30 5 0.99 Shenzhen Stock Exchange 0.0051 0.0125
2025-10-13 1548030 15吉林债30 5 0.99 Commercial Bank Counter Market 0.0051 0.0125
2025-10-13 1548030 15吉林债30 5 0.99 China Inter-Bank Market 0.0051 0.0125
2025-10-13 1548030 15吉林债30 5 0.99 Shanghai Stock Exchange 0.0051 0.0125
2025-10-13 1548030 15吉林债30 10 0.95 Shanghai Stock Exchange -0.0243 -0.0132
2025-10-13 1548030 15吉林债30 10 0.95 Commercial Bank Counter Market -0.0243 -0.0132
2025-10-13 1548030 15吉林债30 10 0.95 China Inter-Bank Market -0.0243 -0.0132
2025-10-13 1548030 15吉林债30 10 0.95 Shenzhen Stock Exchange -0.0243 -0.0132
2025-10-13 1548030 15吉林债30 10 0.99 Shanghai Stock Exchange -0.0082 0.0000
2025-10-13 1548030 15吉林债30 10 0.99 Commercial Bank Counter Market -0.0082 0.0000
2025-10-13 1548030 15吉林债30 10 0.99 China Inter-Bank Market -0.0082 0.0000
2025-10-13 1548030 15吉林债30 10 0.99 Shenzhen Stock Exchange -0.0082 0.0000




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