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Date Bond Code  Bond Name  Holding Period Confidence level Market VaR CVaR
2025-11-18 1605156 16山东债12 1 0.95 Commercial Bank Counter Market 0.0127 0.0283
2025-11-18 1605156 16山东债12 1 0.95 Shenzhen Stock Exchange 0.0127 0.0283
2025-11-18 1605156 16山东债12 1 0.95 China Inter-Bank Market 0.0127 0.0283
2025-11-18 1605156 16山东债12 1 0.95 Shanghai Stock Exchange 0.0127 0.0283
2025-11-18 1605156 16山东债12 1 0.99 Shenzhen Stock Exchange 0.0386 0.0647
2025-11-18 1605156 16山东债12 1 0.99 Shanghai Stock Exchange 0.0386 0.0647
2025-11-18 1605156 16山东债12 1 0.99 Commercial Bank Counter Market 0.0386 0.0647
2025-11-18 1605156 16山东债12 1 0.99 China Inter-Bank Market 0.0386 0.0647
2025-11-18 1605156 16山东债12 5 0.95 Commercial Bank Counter Market 0.0176 0.0502
2025-11-18 1605156 16山东债12 5 0.95 China Inter-Bank Market 0.0176 0.0502
2025-11-18 1605156 16山东债12 5 0.95 Shenzhen Stock Exchange 0.0176 0.0502
2025-11-18 1605156 16山东债12 5 0.95 Shanghai Stock Exchange 0.0176 0.0502
2025-11-18 1605156 16山东债12 5 0.99 China Inter-Bank Market 0.0701 0.1272
2025-11-18 1605156 16山东债12 5 0.99 Shanghai Stock Exchange 0.0701 0.1272
2025-11-18 1605156 16山东债12 5 0.99 Commercial Bank Counter Market 0.0701 0.1272
2025-11-18 1605156 16山东债12 5 0.99 Shenzhen Stock Exchange 0.0701 0.1272
2025-11-18 1605156 16山东债12 10 0.95 China Inter-Bank Market 0.0136 0.0558
2025-11-18 1605156 16山东债12 10 0.95 Shenzhen Stock Exchange 0.0136 0.0558
2025-11-18 1605156 16山东债12 10 0.95 Commercial Bank Counter Market 0.0136 0.0558
2025-11-18 1605156 16山东债12 10 0.95 Shanghai Stock Exchange 0.0136 0.0558
2025-11-18 1605156 16山东债12 10 0.99 Commercial Bank Counter Market 0.0779 0.1576
2025-11-18 1605156 16山东债12 10 0.99 China Inter-Bank Market 0.0779 0.1576
2025-11-18 1605156 16山东债12 10 0.99 Shanghai Stock Exchange 0.0779 0.1576
2025-11-18 1605156 16山东债12 10 0.99 Shenzhen Stock Exchange 0.0779 0.1576




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