ChinaBond --ChinaBond VaR

ChinaBond VaR

Date	Bond Code	Bond Name	Holding Period	Confidence level	Market	VaR	CVaR
2025-06-10	167330	20株城01	1	0.95	Shanghai Stock Exchange	0.0015	0.0097
2025-06-10	167330	20株城01	1	0.99	Shanghai Stock Exchange	0.0181	0.0358
2025-06-10	167330	20株城01	5	0.95	Shanghai Stock Exchange	-0.0140	0.0039
2025-06-10	167330	20株城01	5	0.99	Shanghai Stock Exchange	0.0227	0.0597
2025-06-10	167330	20株城01	10	0.95	Shanghai Stock Exchange	-0.0385	-0.0153
2025-06-10	167330	20株城01	10	0.99	Shanghai Stock Exchange	0.0097	0.0576

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.