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Date Bond Code  Bond Name  Holding Period Confidence level Market VaR CVaR
2026-03-05 1605729 16北京债12 1 0.95 China Inter-Bank Market 0.0080 0.0192
2026-03-05 1605729 16北京债12 1 0.95 Shenzhen Stock Exchange 0.0080 0.0192
2026-03-05 1605729 16北京债12 1 0.95 Shanghai Stock Exchange 0.0080 0.0192
2026-03-05 1605729 16北京债12 1 0.95 Commercial Bank Counter Market 0.0080 0.0192
2026-03-05 1605729 16北京债12 1 0.99 Commercial Bank Counter Market 0.0315 0.0498
2026-03-05 1605729 16北京债12 1 0.99 Shenzhen Stock Exchange 0.0315 0.0498
2026-03-05 1605729 16北京债12 1 0.99 Shanghai Stock Exchange 0.0315 0.0498
2026-03-05 1605729 16北京债12 1 0.99 China Inter-Bank Market 0.0315 0.0498
2026-03-05 1605729 16北京债12 5 0.95 Shanghai Stock Exchange 0.0081 0.0331
2026-03-05 1605729 16北京债12 5 0.95 China Inter-Bank Market 0.0081 0.0331
2026-03-05 1605729 16北京债12 5 0.95 Shenzhen Stock Exchange 0.0081 0.0331
2026-03-05 1605729 16北京债12 5 0.95 Commercial Bank Counter Market 0.0081 0.0331
2026-03-05 1605729 16北京债12 5 0.99 Shanghai Stock Exchange 0.0613 0.1008
2026-03-05 1605729 16北京债12 5 0.99 China Inter-Bank Market 0.0613 0.1008
2026-03-05 1605729 16北京债12 5 0.99 Shenzhen Stock Exchange 0.0613 0.1008
2026-03-05 1605729 16北京债12 5 0.99 Commercial Bank Counter Market 0.0613 0.1008
2026-03-05 1605729 16北京债12 10 0.95 Commercial Bank Counter Market 0.0010 0.0359
2026-03-05 1605729 16北京债12 10 0.95 Shenzhen Stock Exchange 0.0010 0.0359
2026-03-05 1605729 16北京债12 10 0.95 Shanghai Stock Exchange 0.0010 0.0359
2026-03-05 1605729 16北京债12 10 0.95 China Inter-Bank Market 0.0010 0.0359
2026-03-05 1605729 16北京债12 10 0.99 Shanghai Stock Exchange 0.0765 0.1294
2026-03-05 1605729 16北京债12 10 0.99 China Inter-Bank Market 0.0765 0.1294
2026-03-05 1605729 16北京债12 10 0.99 Commercial Bank Counter Market 0.0765 0.1294
2026-03-05 1605729 16北京债12 10 0.99 Shenzhen Stock Exchange 0.0765 0.1294




Legislation
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