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Date Bond Code  Bond Name  Holding Period Confidence level Market VaR CVaR
2026-11-06 104663 19宁波债10 1 0.95 Commercial Bank Counter Market 0.0171 0.0277
2026-11-06 104663 19宁波债10 1 0.95 Shanghai Stock Exchange 0.0171 0.0277
2026-11-06 104663 19宁波债10 1 0.95 Shenzhen Stock Exchange 0.0171 0.0277
2026-11-06 104663 19宁波债10 1 0.95 China Inter-Bank Market 0.0171 0.0277
2026-11-06 104663 19宁波债10 1 0.99 Shanghai Stock Exchange 0.0335 0.0383
2026-11-06 104663 19宁波债10 1 0.99 China Inter-Bank Market 0.0335 0.0383
2026-11-06 104663 19宁波债10 1 0.99 Commercial Bank Counter Market 0.0335 0.0383
2026-11-06 104663 19宁波债10 1 0.99 Shenzhen Stock Exchange 0.0335 0.0383
2026-11-06 104663 19宁波债10 5 0.95 Shanghai Stock Exchange 0.0259 0.0498
2026-11-06 104663 19宁波债10 5 0.95 Commercial Bank Counter Market 0.0259 0.0498
2026-11-06 104663 19宁波债10 5 0.95 Shenzhen Stock Exchange 0.0259 0.0498
2026-11-06 104663 19宁波债10 5 0.95 China Inter-Bank Market 0.0259 0.0498
2026-11-06 104663 19宁波债10 5 0.99 China Inter-Bank Market 0.0620 0.0726
2026-11-06 104663 19宁波债10 5 0.99 Commercial Bank Counter Market 0.0620 0.0726
2026-11-06 104663 19宁波债10 5 0.99 Shanghai Stock Exchange 0.0620 0.0726
2026-11-06 104663 19宁波债10 5 0.99 Shenzhen Stock Exchange 0.0620 0.0726
2026-11-06 104663 19宁波债10 10 0.95 Commercial Bank Counter Market 0.0233 0.0573
2026-11-06 104663 19宁波债10 10 0.95 Shanghai Stock Exchange 0.0233 0.0573
2026-11-06 104663 19宁波债10 10 0.95 Shenzhen Stock Exchange 0.0233 0.0573
2026-11-06 104663 19宁波债10 10 0.95 China Inter-Bank Market 0.0233 0.0573
2026-11-06 104663 19宁波债10 10 0.99 Commercial Bank Counter Market 0.0734 0.0881
2026-11-06 104663 19宁波债10 10 0.99 China Inter-Bank Market 0.0734 0.0881
2026-11-06 104663 19宁波债10 10 0.99 Shanghai Stock Exchange 0.0734 0.0881
2026-11-06 104663 19宁波债10 10 0.99 Shenzhen Stock Exchange 0.0734 0.0881




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