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  ChinaBond VaR
Date Bond Code  Bond Name  Holding Period Confidence level Market VaR CVaR
2026-01-08 2480017 24京投债01 1 0.95 Commercial Bank Counter Market 0.0182 0.0273
2026-01-08 2480017 24京投债01 1 0.95 China Inter-Bank Market 0.0182 0.0273
2026-01-08 2480017 24京投债01 1 0.95 BSE bond market 0.0182 0.0273
2026-01-08 2480017 24京投债01 1 0.99 Commercial Bank Counter Market 0.0341 0.0364
2026-01-08 2480017 24京投债01 1 0.99 China Inter-Bank Market 0.0341 0.0364
2026-01-08 2480017 24京投债01 1 0.99 BSE bond market 0.0341 0.0364
2026-01-08 2480017 24京投债01 5 0.95 BSE bond market 0.0318 0.0520
2026-01-08 2480017 24京投债01 5 0.95 China Inter-Bank Market 0.0318 0.0520
2026-01-08 2480017 24京投债01 5 0.95 Commercial Bank Counter Market 0.0318 0.0520
2026-01-08 2480017 24京投债01 5 0.99 BSE bond market 0.0670 0.0713
2026-01-08 2480017 24京投债01 5 0.99 Commercial Bank Counter Market 0.0670 0.0713
2026-01-08 2480017 24京投债01 5 0.99 China Inter-Bank Market 0.0670 0.0713
2026-01-08 2480017 24京投债01 10 0.95 China Inter-Bank Market 0.0281 0.0565
2026-01-08 2480017 24京投债01 10 0.95 Commercial Bank Counter Market 0.0281 0.0565
2026-01-08 2480017 24京投债01 10 0.95 BSE bond market 0.0281 0.0565
2026-01-08 2480017 24京投债01 10 0.99 China Inter-Bank Market 0.0778 0.0845
2026-01-08 2480017 24京投债01 10 0.99 BSE bond market 0.0778 0.0845
2026-01-08 2480017 24京投债01 10 0.99 Commercial Bank Counter Market 0.0778 0.0845




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