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Date Bond Code  Bond Name  Holding Period Confidence level Market VaR CVaR
2026-03-06 2171285 21河南债81 1 0.95 Commercial Bank Counter Market 0.0075 0.0186
2026-03-06 2171285 21河南债81 1 0.95 Shanghai Stock Exchange 0.0075 0.0186
2026-03-06 2171285 21河南债81 1 0.95 China Inter-Bank Market 0.0075 0.0186
2026-03-06 2171285 21河南债81 1 0.95 Shenzhen Stock Exchange 0.0075 0.0186
2026-03-06 2171285 21河南债81 1 0.99 Shenzhen Stock Exchange 0.0316 0.0488
2026-03-06 2171285 21河南债81 1 0.99 China Inter-Bank Market 0.0316 0.0488
2026-03-06 2171285 21河南债81 1 0.99 Shanghai Stock Exchange 0.0316 0.0488
2026-03-06 2171285 21河南债81 1 0.99 Commercial Bank Counter Market 0.0316 0.0488
2026-03-06 2171285 21河南债81 5 0.95 Shenzhen Stock Exchange 0.0079 0.0310
2026-03-06 2171285 21河南债81 5 0.95 China Inter-Bank Market 0.0079 0.0310
2026-03-06 2171285 21河南债81 5 0.95 Commercial Bank Counter Market 0.0079 0.0310
2026-03-06 2171285 21河南债81 5 0.95 Shanghai Stock Exchange 0.0079 0.0310
2026-03-06 2171285 21河南债81 5 0.99 Shenzhen Stock Exchange 0.0601 0.0964
2026-03-06 2171285 21河南债81 5 0.99 Shanghai Stock Exchange 0.0601 0.0964
2026-03-06 2171285 21河南债81 5 0.99 China Inter-Bank Market 0.0601 0.0964
2026-03-06 2171285 21河南债81 5 0.99 Commercial Bank Counter Market 0.0601 0.0964
2026-03-06 2171285 21河南债81 10 0.95 Commercial Bank Counter Market 0.0015 0.0325
2026-03-06 2171285 21河南债81 10 0.95 Shenzhen Stock Exchange 0.0015 0.0325
2026-03-06 2171285 21河南债81 10 0.95 China Inter-Bank Market 0.0015 0.0325
2026-03-06 2171285 21河南债81 10 0.95 Shanghai Stock Exchange 0.0015 0.0325
2026-03-06 2171285 21河南债81 10 0.99 China Inter-Bank Market 0.0724 0.1197
2026-03-06 2171285 21河南债81 10 0.99 Shanghai Stock Exchange 0.0724 0.1197
2026-03-06 2171285 21河南债81 10 0.99 Commercial Bank Counter Market 0.0724 0.1197
2026-03-06 2171285 21河南债81 10 0.99 Shenzhen Stock Exchange 0.0724 0.1197




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