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Date Bond Code  Bond Name  Holding Period Confidence level Market VaR CVaR
2026-03-27 2105908 21浙江债35 1 0.95 Commercial Bank Counter Market 0.0071 0.0152
2026-03-27 2105908 21浙江债35 1 0.95 Shanghai Stock Exchange 0.0071 0.0152
2026-03-27 2105908 21浙江债35 1 0.95 China Inter-Bank Market 0.0071 0.0152
2026-03-27 2105908 21浙江债35 1 0.95 Shenzhen Stock Exchange 0.0071 0.0152
2026-03-27 2105908 21浙江债35 1 0.99 Commercial Bank Counter Market 0.0225 0.0327
2026-03-27 2105908 21浙江债35 1 0.99 Shenzhen Stock Exchange 0.0225 0.0327
2026-03-27 2105908 21浙江债35 1 0.99 China Inter-Bank Market 0.0225 0.0327
2026-03-27 2105908 21浙江债35 1 0.99 Shanghai Stock Exchange 0.0225 0.0327
2026-03-27 2105908 21浙江债35 5 0.95 Commercial Bank Counter Market 0.0067 0.0242
2026-03-27 2105908 21浙江债35 5 0.95 China Inter-Bank Market 0.0067 0.0242
2026-03-27 2105908 21浙江债35 5 0.95 Shenzhen Stock Exchange 0.0067 0.0242
2026-03-27 2105908 21浙江债35 5 0.95 Shanghai Stock Exchange 0.0067 0.0242
2026-03-27 2105908 21浙江债35 5 0.99 Shanghai Stock Exchange 0.0409 0.0629
2026-03-27 2105908 21浙江债35 5 0.99 China Inter-Bank Market 0.0409 0.0629
2026-03-27 2105908 21浙江债35 5 0.99 Shenzhen Stock Exchange 0.0409 0.0629
2026-03-27 2105908 21浙江债35 5 0.99 Commercial Bank Counter Market 0.0409 0.0629
2026-03-27 2105908 21浙江债35 10 0.95 Commercial Bank Counter Market -0.0009 0.0232
2026-03-27 2105908 21浙江债35 10 0.95 Shenzhen Stock Exchange -0.0009 0.0232
2026-03-27 2105908 21浙江债35 10 0.95 Shanghai Stock Exchange -0.0009 0.0232
2026-03-27 2105908 21浙江债35 10 0.95 China Inter-Bank Market -0.0009 0.0232
2026-03-27 2105908 21浙江债35 10 0.99 China Inter-Bank Market 0.0474 0.0772
2026-03-27 2105908 21浙江债35 10 0.99 Shanghai Stock Exchange 0.0474 0.0772
2026-03-27 2105908 21浙江债35 10 0.99 Shenzhen Stock Exchange 0.0474 0.0772
2026-03-27 2105908 21浙江债35 10 0.99 Commercial Bank Counter Market 0.0474 0.0772




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