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Date Bond Code  Bond Name  Holding Period Confidence level Market VaR CVaR
2026-03-26 2205631 22河南债32 1 0.95 Commercial Bank Counter Market 0.0125 0.0199
2026-03-26 2205631 22河南债32 1 0.95 China Inter-Bank Market 0.0125 0.0199
2026-03-26 2205631 22河南债32 1 0.95 Shanghai Stock Exchange 0.0125 0.0199
2026-03-26 2205631 22河南债32 1 0.95 Shenzhen Stock Exchange 0.0125 0.0199
2026-03-26 2205631 22河南债32 1 0.99 Shanghai Stock Exchange 0.0282 0.0317
2026-03-26 2205631 22河南债32 1 0.99 Commercial Bank Counter Market 0.0282 0.0317
2026-03-26 2205631 22河南债32 1 0.99 Shenzhen Stock Exchange 0.0282 0.0317
2026-03-26 2205631 22河南债32 1 0.99 China Inter-Bank Market 0.0282 0.0317
2026-03-26 2205631 22河南债32 5 0.95 Shenzhen Stock Exchange 0.0169 0.0330
2026-03-26 2205631 22河南债32 5 0.95 China Inter-Bank Market 0.0169 0.0330
2026-03-26 2205631 22河南债32 5 0.95 Shanghai Stock Exchange 0.0169 0.0330
2026-03-26 2205631 22河南债32 5 0.95 Commercial Bank Counter Market 0.0169 0.0330
2026-03-26 2205631 22河南债32 5 0.99 China Inter-Bank Market 0.0509 0.0591
2026-03-26 2205631 22河南债32 5 0.99 Commercial Bank Counter Market 0.0509 0.0591
2026-03-26 2205631 22河南债32 5 0.99 Shanghai Stock Exchange 0.0509 0.0591
2026-03-26 2205631 22河南债32 5 0.99 Shenzhen Stock Exchange 0.0509 0.0591
2026-03-26 2205631 22河南债32 10 0.95 Shenzhen Stock Exchange 0.0120 0.0342
2026-03-26 2205631 22河南债32 10 0.95 Shanghai Stock Exchange 0.0120 0.0342
2026-03-26 2205631 22河南债32 10 0.95 Commercial Bank Counter Market 0.0120 0.0342
2026-03-26 2205631 22河南债32 10 0.95 China Inter-Bank Market 0.0120 0.0342
2026-03-26 2205631 22河南债32 10 0.99 Shenzhen Stock Exchange 0.0579 0.0704
2026-03-26 2205631 22河南债32 10 0.99 Commercial Bank Counter Market 0.0579 0.0704
2026-03-26 2205631 22河南债32 10 0.99 China Inter-Bank Market 0.0579 0.0704
2026-03-26 2205631 22河南债32 10 0.99 Shanghai Stock Exchange 0.0579 0.0704




Legislation
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