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Date Bond Code  Bond Name  Holding Period Confidence level Market VaR CVaR
2025-10-24 1805343 18大连债14 1 0.95 Commercial Bank Counter Market -0.0013 0.0014
2025-10-24 1805343 18大连债14 1 0.95 Shenzhen Stock Exchange -0.0013 0.0014
2025-10-24 1805343 18大连债14 1 0.95 Shanghai Stock Exchange -0.0013 0.0014
2025-10-24 1805343 18大连债14 1 0.95 China Inter-Bank Market -0.0013 0.0014
2025-10-24 1805343 18大连债14 1 0.99 Shenzhen Stock Exchange 0.0038 0.0054
2025-10-24 1805343 18大连债14 1 0.99 Shanghai Stock Exchange 0.0038 0.0054
2025-10-24 1805343 18大连债14 1 0.99 China Inter-Bank Market 0.0038 0.0054
2025-10-24 1805343 18大连债14 1 0.99 Commercial Bank Counter Market 0.0038 0.0054
2025-10-24 1805343 18大连债14 5 0.95 Commercial Bank Counter Market -0.0149 -0.0101
2025-10-24 1805343 18大连债14 5 0.95 China Inter-Bank Market -0.0149 -0.0101
2025-10-24 1805343 18大连债14 5 0.95 Shenzhen Stock Exchange -0.0149 -0.0101
2025-10-24 1805343 18大连债14 5 0.95 Shanghai Stock Exchange -0.0149 -0.0101
2025-10-24 1805343 18大连债14 5 0.99 Commercial Bank Counter Market -0.0051 -0.0012
2025-10-24 1805343 18大连债14 5 0.99 Shanghai Stock Exchange -0.0051 -0.0012
2025-10-24 1805343 18大连债14 5 0.99 Shenzhen Stock Exchange -0.0051 -0.0012
2025-10-24 1805343 18大连债14 5 0.99 China Inter-Bank Market -0.0051 -0.0012
2025-10-24 1805343 18大连债14 10 0.95 Shanghai Stock Exchange -0.0339 -0.0290
2025-10-24 1805343 18大连债14 10 0.95 Shenzhen Stock Exchange -0.0339 -0.0290
2025-10-24 1805343 18大连债14 10 0.95 Commercial Bank Counter Market -0.0339 -0.0290
2025-10-24 1805343 18大连债14 10 0.95 China Inter-Bank Market -0.0339 -0.0290
2025-10-24 1805343 18大连债14 10 0.99 China Inter-Bank Market -0.0241 -0.0185
2025-10-24 1805343 18大连债14 10 0.99 Shenzhen Stock Exchange -0.0241 -0.0185
2025-10-24 1805343 18大连债14 10 0.99 Commercial Bank Counter Market -0.0241 -0.0185
2025-10-24 1805343 18大连债14 10 0.99 Shanghai Stock Exchange -0.0241 -0.0185




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