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Date Bond Code  Bond Name  Holding Period Confidence level Market VaR CVaR
2025-06-18 1542018 15天津债18 1 0.95 Shanghai Stock Exchange 0.0028 0.0071
2025-06-18 1542018 15天津债18 1 0.95 Shenzhen Stock Exchange 0.0028 0.0071
2025-06-18 1542018 15天津债18 1 0.95 Commercial Bank Counter Market 0.0028 0.0071
2025-06-18 1542018 15天津债18 1 0.95 China Inter-Bank Market 0.0028 0.0071
2025-06-18 1542018 15天津债18 1 0.99 Shanghai Stock Exchange 0.0090 0.0202
2025-06-18 1542018 15天津债18 1 0.99 China Inter-Bank Market 0.0090 0.0202
2025-06-18 1542018 15天津债18 1 0.99 Shenzhen Stock Exchange 0.0090 0.0202
2025-06-18 1542018 15天津债18 1 0.99 Commercial Bank Counter Market 0.0090 0.0202
2025-06-18 1542018 15天津债18 5 0.95 Commercial Bank Counter Market -0.0054 0.0040
2025-06-18 1542018 15天津债18 5 0.95 Shenzhen Stock Exchange -0.0054 0.0040
2025-06-18 1542018 15天津债18 5 0.95 Shanghai Stock Exchange -0.0054 0.0040
2025-06-18 1542018 15天津债18 5 0.95 China Inter-Bank Market -0.0054 0.0040
2025-06-18 1542018 15天津债18 5 0.99 Shanghai Stock Exchange 0.0073 0.0307
2025-06-18 1542018 15天津债18 5 0.99 China Inter-Bank Market 0.0073 0.0307
2025-06-18 1542018 15天津债18 5 0.99 Commercial Bank Counter Market 0.0073 0.0307
2025-06-18 1542018 15天津债18 5 0.99 Shenzhen Stock Exchange 0.0073 0.0307
2025-06-18 1542018 15天津债18 10 0.95 Shenzhen Stock Exchange -0.0190 -0.0068
2025-06-18 1542018 15天津债18 10 0.95 Commercial Bank Counter Market -0.0190 -0.0068
2025-06-18 1542018 15天津债18 10 0.95 China Inter-Bank Market -0.0190 -0.0068
2025-06-18 1542018 15天津债18 10 0.95 Shanghai Stock Exchange -0.0190 -0.0068
2025-06-18 1542018 15天津债18 10 0.99 Commercial Bank Counter Market -0.0042 0.0259
2025-06-18 1542018 15天津债18 10 0.99 China Inter-Bank Market -0.0042 0.0259
2025-06-18 1542018 15天津债18 10 0.99 Shenzhen Stock Exchange -0.0042 0.0259
2025-06-18 1542018 15天津债18 10 0.99 Shanghai Stock Exchange -0.0042 0.0259




Legislation
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