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  ChinaBond VaR
Date Bond Code  Bond Name  Holding Period Confidence level Market VaR CVaR
2026-03-30 2405413 24北京债29 1 0.95 Shenzhen Stock Exchange 0.0149 0.0232
2026-03-30 2405413 24北京债29 1 0.95 China Inter-Bank Market 0.0149 0.0232
2026-03-30 2405413 24北京债29 1 0.95 Commercial Bank Counter Market 0.0149 0.0232
2026-03-30 2405413 24北京债29 1 0.95 Shanghai Stock Exchange 0.0149 0.0232
2026-03-30 2405413 24北京债29 1 0.99 China Inter-Bank Market 0.0322 0.0351
2026-03-30 2405413 24北京债29 1 0.99 Shenzhen Stock Exchange 0.0322 0.0351
2026-03-30 2405413 24北京债29 1 0.99 Commercial Bank Counter Market 0.0322 0.0351
2026-03-30 2405413 24北京债29 1 0.99 Shanghai Stock Exchange 0.0322 0.0351
2026-03-30 2405413 24北京债29 5 0.95 Shanghai Stock Exchange 0.0210 0.0393
2026-03-30 2405413 24北京债29 5 0.95 China Inter-Bank Market 0.0210 0.0393
2026-03-30 2405413 24北京债29 5 0.95 Commercial Bank Counter Market 0.0210 0.0393
2026-03-30 2405413 24北京债29 5 0.95 Shenzhen Stock Exchange 0.0210 0.0393
2026-03-30 2405413 24北京债29 5 0.99 Shenzhen Stock Exchange 0.0597 0.0658
2026-03-30 2405413 24北京债29 5 0.99 Commercial Bank Counter Market 0.0597 0.0658
2026-03-30 2405413 24北京债29 5 0.99 China Inter-Bank Market 0.0597 0.0658
2026-03-30 2405413 24北京债29 5 0.99 Shanghai Stock Exchange 0.0597 0.0658
2026-03-30 2405413 24北京债29 10 0.95 China Inter-Bank Market 0.0166 0.0417
2026-03-30 2405413 24北京债29 10 0.95 Shenzhen Stock Exchange 0.0166 0.0417
2026-03-30 2405413 24北京债29 10 0.95 Shanghai Stock Exchange 0.0166 0.0417
2026-03-30 2405413 24北京债29 10 0.95 Commercial Bank Counter Market 0.0166 0.0417
2026-03-30 2405413 24北京债29 10 0.99 China Inter-Bank Market 0.0709 0.0793
2026-03-30 2405413 24北京债29 10 0.99 Shanghai Stock Exchange 0.0709 0.0793
2026-03-30 2405413 24北京债29 10 0.99 Shenzhen Stock Exchange 0.0709 0.0793
2026-03-30 2405413 24北京债29 10 0.99 Commercial Bank Counter Market 0.0709 0.0793




Legislation
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