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Date Bond Code  Bond Name  Holding Period Confidence level Market VaR CVaR
2025-07-04 1561028 15湖北债28 1 0.95 Shanghai Stock Exchange 0.0078 0.0156
2025-07-04 1561028 15湖北债28 1 0.95 China Inter-Bank Market 0.0078 0.0156
2025-07-04 1561028 15湖北债28 1 0.95 Commercial Bank Counter Market 0.0078 0.0156
2025-07-04 1561028 15湖北债28 1 0.95 Shenzhen Stock Exchange 0.0078 0.0156
2025-07-04 1561028 15湖北债28 1 0.99 Commercial Bank Counter Market 0.0206 0.0368
2025-07-04 1561028 15湖北债28 1 0.99 Shanghai Stock Exchange 0.0206 0.0368
2025-07-04 1561028 15湖北债28 1 0.99 Shenzhen Stock Exchange 0.0206 0.0368
2025-07-04 1561028 15湖北债28 1 0.99 China Inter-Bank Market 0.0206 0.0368
2025-07-04 1561028 15湖北债28 5 0.95 Commercial Bank Counter Market 0.0057 0.0224
2025-07-04 1561028 15湖北债28 5 0.95 China Inter-Bank Market 0.0057 0.0224
2025-07-04 1561028 15湖北债28 5 0.95 Shanghai Stock Exchange 0.0057 0.0224
2025-07-04 1561028 15湖北债28 5 0.95 Shenzhen Stock Exchange 0.0057 0.0224
2025-07-04 1561028 15湖北债28 5 0.99 China Inter-Bank Market 0.0323 0.0670
2025-07-04 1561028 15湖北债28 5 0.99 Shanghai Stock Exchange 0.0323 0.0670
2025-07-04 1561028 15湖北债28 5 0.99 Commercial Bank Counter Market 0.0323 0.0670
2025-07-04 1561028 15湖北债28 5 0.99 Shenzhen Stock Exchange 0.0323 0.0670
2025-07-04 1561028 15湖北债28 10 0.95 Shanghai Stock Exchange -0.0058 0.0168
2025-07-04 1561028 15湖北债28 10 0.95 Commercial Bank Counter Market -0.0058 0.0168
2025-07-04 1561028 15湖北债28 10 0.95 China Inter-Bank Market -0.0058 0.0168
2025-07-04 1561028 15湖北债28 10 0.95 Shenzhen Stock Exchange -0.0058 0.0168
2025-07-04 1561028 15湖北债28 10 0.99 Shenzhen Stock Exchange 0.0275 0.0755
2025-07-04 1561028 15湖北债28 10 0.99 Shanghai Stock Exchange 0.0275 0.0755
2025-07-04 1561028 15湖北债28 10 0.99 China Inter-Bank Market 0.0275 0.0755
2025-07-04 1561028 15湖北债28 10 0.99 Commercial Bank Counter Market 0.0275 0.0755




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