ChinaBond --ChinaBond VaR

ChinaBond VaR

Date	Bond Code	Bond Name	Holding Period	Confidence level	Market	VaR	CVaR
2024-04-18	1824003	18惠东房改项目NPB01	1	0.95	China Inter-Bank Market	0.0019	0.0058
2024-04-18	1824003	18惠东房改项目NPB01	1	0.99	China Inter-Bank Market	0.0107	0.0145
2024-04-18	1824003	18惠东房改项目NPB01	5	0.95	China Inter-Bank Market	-0.0008	0.0081
2024-04-18	1824003	18惠东房改项目NPB01	5	0.99	China Inter-Bank Market	0.0189	0.0272
2024-04-18	1824003	18惠东房改项目NPB01	10	0.95	China Inter-Bank Market	-0.0062	0.0062
2024-04-18	1824003	18惠东房改项目NPB01	10	0.99	China Inter-Bank Market	0.0212	0.0326

Legislation

Any Institution or Individual who intends to use ChinaBond Pricing Data Products to develop products, or use index data as benchmark, as well as to develop the passive investment products, ETF products and derivatives, shall apply to ChinaBond Pricing Center Co., Ltd. separately in writing.Contact information: 010-88170470/0475/dataservice@chinabond.com.cn

Instructions

1.For more data please visit ChinaBond Dr.Quant, ChinaBond datagate and authorized data vendors.2.VaR: 021-60813529/hanmh@chinabond.com.cn3.Quality Control: 021-60813562/cbpc_complaints@chinabond.com.cn4.Internet Explorer 11 or Google Chrome is recommended.