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Date Bond Code  Bond Name  Holding Period Confidence level Market VaR CVaR
2026-03-16 2380149 23姚经小微债 1 0.95 Shanghai Stock Exchange -0.0026 -0.0019
2026-03-16 2380149 23姚经小微债 1 0.95 China Inter-Bank Market -0.0026 -0.0019
2026-03-16 2380149 23姚经小微债 1 0.95 Commercial Bank Counter Market -0.0026 -0.0019
2026-03-16 2380149 23姚经小微债 1 0.99 China Inter-Bank Market -0.0015 -0.0009
2026-03-16 2380149 23姚经小微债 1 0.99 Shanghai Stock Exchange -0.0015 -0.0009
2026-03-16 2380149 23姚经小微债 1 0.99 Commercial Bank Counter Market -0.0015 -0.0009
2026-03-16 2380149 23姚经小微债 5 0.95 Commercial Bank Counter Market -0.0195 -0.0181
2026-03-16 2380149 23姚经小微债 5 0.95 Shanghai Stock Exchange -0.0195 -0.0181
2026-03-16 2380149 23姚经小微债 5 0.95 China Inter-Bank Market -0.0195 -0.0181
2026-03-16 2380149 23姚经小微债 5 0.99 Shanghai Stock Exchange -0.0172 -0.0158
2026-03-16 2380149 23姚经小微债 5 0.99 Commercial Bank Counter Market -0.0172 -0.0158
2026-03-16 2380149 23姚经小微债 5 0.99 China Inter-Bank Market -0.0172 -0.0158
2026-03-16 2380149 23姚经小微债 10 0.95 Commercial Bank Counter Market -0.0424 -0.0408
2026-03-16 2380149 23姚经小微债 10 0.95 Shanghai Stock Exchange -0.0424 -0.0408
2026-03-16 2380149 23姚经小微债 10 0.95 China Inter-Bank Market -0.0424 -0.0408
2026-03-16 2380149 23姚经小微债 10 0.99 China Inter-Bank Market -0.0394 -0.0376
2026-03-16 2380149 23姚经小微债 10 0.99 Commercial Bank Counter Market -0.0394 -0.0376
2026-03-16 2380149 23姚经小微债 10 0.99 Shanghai Stock Exchange -0.0394 -0.0376




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