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Date Bond Code  Bond Name  Holding Period Confidence level Market VaR CVaR
2025-06-11 1605044 16辽宁债04 1 0.95 Commercial Bank Counter Market 0.0193 0.0334
2025-06-11 1605044 16辽宁债04 1 0.95 China Inter-Bank Market 0.0193 0.0334
2025-06-11 1605044 16辽宁债04 1 0.95 Shenzhen Stock Exchange 0.0193 0.0334
2025-06-11 1605044 16辽宁债04 1 0.95 Shanghai Stock Exchange 0.0193 0.0334
2025-06-11 1605044 16辽宁债04 1 0.99 China Inter-Bank Market 0.0409 0.0522
2025-06-11 1605044 16辽宁债04 1 0.99 Shenzhen Stock Exchange 0.0409 0.0522
2025-06-11 1605044 16辽宁债04 1 0.99 Shanghai Stock Exchange 0.0409 0.0522
2025-06-11 1605044 16辽宁债04 1 0.99 Commercial Bank Counter Market 0.0409 0.0522
2025-06-11 1605044 16辽宁债04 5 0.95 Commercial Bank Counter Market 0.0300 0.0608
2025-06-11 1605044 16辽宁债04 5 0.95 China Inter-Bank Market 0.0300 0.0608
2025-06-11 1605044 16辽宁债04 5 0.95 Shenzhen Stock Exchange 0.0300 0.0608
2025-06-11 1605044 16辽宁债04 5 0.95 Shanghai Stock Exchange 0.0300 0.0608
2025-06-11 1605044 16辽宁债04 5 0.99 Commercial Bank Counter Market 0.0791 0.1038
2025-06-11 1605044 16辽宁债04 5 0.99 Shenzhen Stock Exchange 0.0791 0.1038
2025-06-11 1605044 16辽宁债04 5 0.99 Shanghai Stock Exchange 0.0791 0.1038
2025-06-11 1605044 16辽宁债04 5 0.99 China Inter-Bank Market 0.0791 0.1038
2025-06-11 1605044 16辽宁债04 10 0.95 Shanghai Stock Exchange 0.0290 0.0709
2025-06-11 1605044 16辽宁债04 10 0.95 Commercial Bank Counter Market 0.0290 0.0709
2025-06-11 1605044 16辽宁债04 10 0.95 China Inter-Bank Market 0.0290 0.0709
2025-06-11 1605044 16辽宁债04 10 0.95 Shenzhen Stock Exchange 0.0290 0.0709
2025-06-11 1605044 16辽宁债04 10 0.99 Commercial Bank Counter Market 0.0987 0.1327
2025-06-11 1605044 16辽宁债04 10 0.99 Shanghai Stock Exchange 0.0987 0.1327
2025-06-11 1605044 16辽宁债04 10 0.99 Shenzhen Stock Exchange 0.0987 0.1327
2025-06-11 1605044 16辽宁债04 10 0.99 China Inter-Bank Market 0.0987 0.1327




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