Help for my result doesn't change if i change simulation number

my code was this,

if true
  % code
end
%function VaR=MC(NbTraj,p,alpha)
%Function computing the value at risk of a
%portfolio composed of two bonds.
NbTraj= 10000; %Number of simulations.
p= 0.5; %Weight for each bond.
alpha= 0.99; %Confidence level
%Identification of our data file
fid=fopen('SpotRates.txt','rt');
%Reading of the data from file SpotRates.txt
Data=fscanf(fid, '%f %f %f %f %f %f %f %f %f');
%Closing of source file.
fclose(fid);
%Partition of data into date and different rates
M1=Data(1:9:size(Data));   %spot rate 1 month
M3=Data(2:9:size(Data));   %spot rate 3 months
M6=Data(3:9:size(Data));   %spot rate 6 months
Y1=Data(4:9:size(Data));   %spot rate 1 year
Y2=Data(5:9:size(Data));   %spot rate 2 years
Y3=Data(6:9:size(Data));   %spot rate 3 years
Y5=Data(7:9:size(Data));   %spot rate 5 years
Y10=Data(8:9:size(Data));  %spot rate 10 years
Y30=Data(9:9:size(Data));  %spot rate 30 years
%Matrix of rates
Data1=[M1,M3,M6,Y1,Y2,Y3,Y5,Y10,Y30];
%Initial rates
ActualRates=Data1(size(Data1,9),:);
%Normalization of rates
for i=1:9
  Average(i)=mean(Data1(:,i));
  Deviation(i)=std(Data1(:,i)); 
  Data1(:,i)=(Data1(:,i)-Average(i))/Deviation(i);
end
%The standard deviation for a one month period.
%We want a value at risk for 10 days and we divide by
%sqrt(3) since 1 month = 3*10 days.
Deviation=Deviation/sqrt(3);
%Eigenvectors and eigenvalues of the covariance matrix
%Vector -Vi can also be returned by function
%eigs if Vi is an eigenvector.
[V,E]=eigs(cov(Data1),3);
%Components determination.
PC1=V(:,1);
PC2=V(:,2);
PC3=V(:,3);
%Graph of the principal components.
plot((1:1:9),sqrt(E(1,1))*PC1,'r',(1:1:9),sqrt(E(2,2))*PC2,'b',...
    (1:1:9),sqrt(E(3,3))*PC3,'m');
Weight1=p;
Weight2=1-Weight1;
%Initial parameters
CouponRate1=0.06;
FaceValue1=1000;
CouponRate2=0.08;
FaceValue2=1000;
coupon1=CouponRate1*FaceValue1;
coupon2=CouponRate2*FaceValue2;
%Vectors for quasi random variables
u1=zeros(NbTraj,1);
u2=zeros(NbTraj,1);
%Simulation of quasi random numbers
for l=1:NbTraj
  u1(l)=norminv(VanDerCorput(l,3));
  u2(l)=norminv(VanDerCorput(l,5));
end
%Spot rates matrix
Rates=zeros(9,NbTraj);
%Loop generating the interest rates
for j=1:NbTraj
  for i=1:9
       %Computation of rates. We multiply by the sign of the first
       %element of the components to fix them positively. This will allow
       %us to replicate perfectly our results if needed.
       Rates(i,j)=ActualRates(1,i)+...
        Deviation(i)*(sqrt(E(1,1))*u1(j,1)*V(i,1)*sign(V(1,1))+...
        sqrt(E(2,2))*u2(j,1)*V(i,2)*sign(V(1,2)));
  end
end
%Spot rates initial values
M6=ActualRates(1,3);   %spot rate 6 months
Y1=ActualRates(1,4);  %spot rate 1 year
Y2=ActualRates(1,5);   %spot rate 2 years
Y3=ActualRates(1,6);   %spot rate 3 years
Y5=ActualRates(1,7);   %spot rate 5 years
%Linear interpolation
Y1_5=(Y1+Y2)/2;        %spot rate 1.5 years
Y2_5=(Y2+Y3)/2;        %spot rate 2.5 years
Y3_5=(3*Y3+Y5)/4;      %spot rate 3.5 years
Y4=(Y3+Y5)/2;          %spot rate 4 years
Y4_5=(3*Y5+Y3)/4;      %spot rate 4.5 years
%Determination of initial bonds' prices.
price1=(coupon1/2)/(1+(M6/100))^(1/2)+(coupon1/2)/(1+(Y1/100))^1+...
    (coupon1/2)/(1+(Y1_5/100))^(3/2)+(coupon1/2)/(1+(Y2/100))^2+...
    (FaceValue1+(coupon1/2))/(1+(Y2_5/100))^(5/2);
price2=(coupon2/2)/(1+(M6/100))^(1/2)+(coupon2/2)/(1+(Y1/100))^1+...
    (coupon2/2)/(1+(Y1_5/100))^(3/2)+(coupon2/2)/(1+(Y2/100))^2+...
    (coupon2/2)/(1+(Y2_5/100))^(5/2)+(coupon2/2)/(1+(Y3/100))^3+...
    (coupon2/2)/(1+(Y3_5/100))^(7/2)+(coupon2/2)/(1+(Y4/100))^4+...
    (coupon2/2)/(1+(Y4_5/100))^(9/2)+...
    (FaceValue2+(coupon2/2))/(1+(Y5/100))^5;
%Portfolio's initial price.
InitialPrice=Weight1*price1+Weight2*price2;
%Loop computing the possible evolution of the portfolio's price.
for k=1:NbTraj
  M6=Rates(3,k);    %Spot rate 6 months
  Y1=Rates(4,k);    %Spot rate 1 year
  Y2=Rates(5,k);    %Spot rate 2 years
  Y3=Rates(6,k);    %Spot rate 3 years
  Y5=Rates(7,k);    %Spot rate 5 years
  Y1_5=(Y1+Y2)/2;       %Spot rate 1.5 years
  Y2_5=(Y2+Y3)/2;       %Spot rate 2.5 years
  Y3_5=(3*Y3+Y5)/4;     %Spot rate 3.5 years
  Y4=(Y3+Y5)/2;         %Spot rate 4 years
  Y4_5=(3*Y5+Y3)/4;     %Spot rate 4.5 years
  %Valuation of two different bonds
  price1=(coupon1/2)/(1+(M6/100))^(1/2)+(coupon1/2)/(1+(Y1/100))^1+...
        (coupon1/2)/(1+(Y1_5/100))^(3/2)+(coupon1/2)/(1+(Y2/100))^2+...
        (FaceValue1+(coupon1/2))/(1+(Y2_5/100))^(5/2);
  price2=(coupon2/2)/(1+(M6/100))^(1/2)+(coupon2/2)/(1+(Y1/100))^1+...
        (coupon2/2)/(1+(Y1_5/100))^(3/2)+(coupon2/2)/(1+(Y2/100))^2+...
        (coupon2/2)/(1+(Y2_5/100))^(5/2)+(coupon2/2)/(1+(Y3/100))^3+...
        (coupon2/2)/(1+(Y3_5/100))^(7/2)+(coupon2/2)/(1+(Y4/100))^4+...
        (coupon2/2)/(1+(Y4_5/100))^(9/2)+...
        (FaceValue2+(coupon2/2))/(1+(Y5/100))^5;
%Computation of the portfolio's price for this scenario
PortfolioPrice=Weight1*price1+Weight2*price2;

 vectPrice(k,1)= PortfolioPrice; 
 end
 %Sorting the prices and VaR computation.
 vectPrice = NaN(NbTraj,1);
 vectPrice=sort(vectPrice);
 VaR=(InitialPrice-vectPrice(floor(alpha/100*NbTraj)));

 %function rep=VanDerCorput(n,b)
 %Function generating the Van Der Corput sequence to build Halton sequence.
 n=2; %Index of the sequence of elements.
 b=6; %Basis for decomposition.
 bn=0;
 j=0;
 while n~=0
    bn=bn+mod(n,b)/b^(j+1);
    n=floor(n/b);
    j=j+1;
 end
 rep=bn;

if true
  % code
end

and my data was this SpotRates.txt file included

when i change the value of : 1.NbTraj= 10000; %Number of simulations. 2.alpha= 0.99; %Confidence level to any value

then i evaluate the code, the result for Var was not change why?