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Date Bond Code  Bond Name  Holding Period Confidence level Market VaR CVaR
2026-03-17 2171497 21湖北债180 1 0.95 Commercial Bank Counter Market 0.0092 0.0140
2026-03-17 2171497 21湖北债180 1 0.95 Shenzhen Stock Exchange 0.0092 0.0140
2026-03-17 2171497 21湖北债180 1 0.95 Shanghai Stock Exchange 0.0092 0.0140
2026-03-17 2171497 21湖北债180 1 0.95 China Inter-Bank Market 0.0092 0.0140
2026-03-17 2171497 21湖北债180 1 0.99 Commercial Bank Counter Market 0.0192 0.0223
2026-03-17 2171497 21湖北债180 1 0.99 China Inter-Bank Market 0.0192 0.0223
2026-03-17 2171497 21湖北债180 1 0.99 Shenzhen Stock Exchange 0.0192 0.0223
2026-03-17 2171497 21湖北债180 1 0.99 Shanghai Stock Exchange 0.0192 0.0223
2026-03-17 2171497 21湖北债180 5 0.95 Shenzhen Stock Exchange 0.0096 0.0204
2026-03-17 2171497 21湖北债180 5 0.95 China Inter-Bank Market 0.0096 0.0204
2026-03-17 2171497 21湖北债180 5 0.95 Commercial Bank Counter Market 0.0096 0.0204
2026-03-17 2171497 21湖北债180 5 0.95 Shanghai Stock Exchange 0.0096 0.0204
2026-03-17 2171497 21湖北债180 5 0.99 Shenzhen Stock Exchange 0.0320 0.0387
2026-03-17 2171497 21湖北债180 5 0.99 China Inter-Bank Market 0.0320 0.0387
2026-03-17 2171497 21湖北债180 5 0.99 Shanghai Stock Exchange 0.0320 0.0387
2026-03-17 2171497 21湖北债180 5 0.99 Commercial Bank Counter Market 0.0320 0.0387
2026-03-17 2171497 21湖北债180 10 0.95 Shenzhen Stock Exchange 0.0012 0.0168
2026-03-17 2171497 21湖北债180 10 0.95 Commercial Bank Counter Market 0.0012 0.0168
2026-03-17 2171497 21湖北债180 10 0.95 China Inter-Bank Market 0.0012 0.0168
2026-03-17 2171497 21湖北债180 10 0.95 Shanghai Stock Exchange 0.0012 0.0168
2026-03-17 2171497 21湖北债180 10 0.99 Shanghai Stock Exchange 0.0325 0.0417
2026-03-17 2171497 21湖北债180 10 0.99 Commercial Bank Counter Market 0.0325 0.0417
2026-03-17 2171497 21湖北债180 10 0.99 Shenzhen Stock Exchange 0.0325 0.0417
2026-03-17 2171497 21湖北债180 10 0.99 China Inter-Bank Market 0.0325 0.0417




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