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  ChinaBond VaR
Date Bond Code  Bond Name  Holding Period Confidence level Market VaR CVaR
2026-01-15 2271221 22河北债56 1 0.95 China Inter-Bank Market 0.0147 0.0230
2026-01-15 2271221 22河北债56 1 0.95 Commercial Bank Counter Market 0.0147 0.0230
2026-01-15 2271221 22河北债56 1 0.95 Shenzhen Stock Exchange 0.0147 0.0230
2026-01-15 2271221 22河北债56 1 0.95 Shanghai Stock Exchange 0.0147 0.0230
2026-01-15 2271221 22河北债56 1 0.99 China Inter-Bank Market 0.0311 0.0415
2026-01-15 2271221 22河北债56 1 0.99 Commercial Bank Counter Market 0.0311 0.0415
2026-01-15 2271221 22河北债56 1 0.99 Shenzhen Stock Exchange 0.0311 0.0415
2026-01-15 2271221 22河北债56 1 0.99 Shanghai Stock Exchange 0.0311 0.0415
2026-01-15 2271221 22河北债56 5 0.95 Commercial Bank Counter Market 0.0241 0.0420
2026-01-15 2271221 22河北债56 5 0.95 China Inter-Bank Market 0.0241 0.0420
2026-01-15 2271221 22河北债56 5 0.95 Shenzhen Stock Exchange 0.0241 0.0420
2026-01-15 2271221 22河北债56 5 0.95 Shanghai Stock Exchange 0.0241 0.0420
2026-01-15 2271221 22河北债56 5 0.99 Shenzhen Stock Exchange 0.0604 0.0833
2026-01-15 2271221 22河北债56 5 0.99 China Inter-Bank Market 0.0604 0.0833
2026-01-15 2271221 22河北债56 5 0.99 Shanghai Stock Exchange 0.0604 0.0833
2026-01-15 2271221 22河北债56 5 0.99 Commercial Bank Counter Market 0.0604 0.0833
2026-01-15 2271221 22河北债56 10 0.95 Commercial Bank Counter Market 0.0245 0.0489
2026-01-15 2271221 22河北债56 10 0.95 Shenzhen Stock Exchange 0.0245 0.0489
2026-01-15 2271221 22河北债56 10 0.95 Shanghai Stock Exchange 0.0245 0.0489
2026-01-15 2271221 22河北债56 10 0.95 China Inter-Bank Market 0.0245 0.0489
2026-01-15 2271221 22河北债56 10 0.99 Shanghai Stock Exchange 0.0753 0.1069
2026-01-15 2271221 22河北债56 10 0.99 China Inter-Bank Market 0.0753 0.1069
2026-01-15 2271221 22河北债56 10 0.99 Commercial Bank Counter Market 0.0753 0.1069
2026-01-15 2271221 22河北债56 10 0.99 Shenzhen Stock Exchange 0.0753 0.1069




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