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Date Bond Code  Bond Name  Holding Period Confidence level Market VaR CVaR
2024-09-06 1569004 15贵州债04 1 0.95 China Inter-Bank Market 0.0154 0.0234
2024-09-06 1569004 15贵州债04 1 0.95 Shenzhen Stock Exchange 0.0154 0.0234
2024-09-06 1569004 15贵州债04 1 0.95 Shanghai Stock Exchange 0.0154 0.0234
2024-09-06 1569004 15贵州债04 1 0.95 Commercial Bank Counter Market 0.0154 0.0234
2024-09-06 1569004 15贵州债04 1 0.99 Shenzhen Stock Exchange 0.0308 0.0379
2024-09-06 1569004 15贵州债04 1 0.99 China Inter-Bank Market 0.0308 0.0379
2024-09-06 1569004 15贵州债04 1 0.99 Shanghai Stock Exchange 0.0308 0.0379
2024-09-06 1569004 15贵州债04 1 0.99 Commercial Bank Counter Market 0.0308 0.0379
2024-09-06 1569004 15贵州债04 5 0.95 China Inter-Bank Market 0.0195 0.0373
2024-09-06 1569004 15贵州债04 5 0.95 Shenzhen Stock Exchange 0.0195 0.0373
2024-09-06 1569004 15贵州债04 5 0.95 Shanghai Stock Exchange 0.0195 0.0373
2024-09-06 1569004 15贵州债04 5 0.95 Commercial Bank Counter Market 0.0195 0.0373
2024-09-06 1569004 15贵州债04 5 0.99 Commercial Bank Counter Market 0.0524 0.0694
2024-09-06 1569004 15贵州债04 5 0.99 Shenzhen Stock Exchange 0.0524 0.0694
2024-09-06 1569004 15贵州债04 5 0.99 Shanghai Stock Exchange 0.0524 0.0694
2024-09-06 1569004 15贵州债04 5 0.99 China Inter-Bank Market 0.0524 0.0694
2024-09-06 1569004 15贵州债04 10 0.95 Commercial Bank Counter Market 0.0142 0.0360
2024-09-06 1569004 15贵州债04 10 0.95 Shanghai Stock Exchange 0.0142 0.0360
2024-09-06 1569004 15贵州债04 10 0.95 China Inter-Bank Market 0.0142 0.0360
2024-09-06 1569004 15贵州债04 10 0.95 Shenzhen Stock Exchange 0.0142 0.0360
2024-09-06 1569004 15贵州债04 10 0.99 Commercial Bank Counter Market 0.0547 0.0802
2024-09-06 1569004 15贵州债04 10 0.99 China Inter-Bank Market 0.0547 0.0802
2024-09-06 1569004 15贵州债04 10 0.99 Shenzhen Stock Exchange 0.0547 0.0802
2024-09-06 1569004 15贵州债04 10 0.99 Shanghai Stock Exchange 0.0547 0.0802




Legislation
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