ChinaBond --ChinaBond VaR

ChinaBond VaR

Date	Bond Code	Bond Name	Holding Period	Confidence level	Market	VaR	CVaR
2025-10-11	XS2536684405	22 BOCMAC 2.800 2026/09/24	1	0.95	Others	0.0144	0.0208
2025-10-11	XS2536684405	22 BOCMAC 2.800 2026/09/24	1	0.99	Others	0.0236	0.0324
2025-10-11	XS2536684405	22 BOCMAC 2.800 2026/09/24	5	0.95	Others	0.0164	0.0306
2025-10-11	XS2536684405	22 BOCMAC 2.800 2026/09/24	5	0.99	Others	0.0363	0.0560
2025-10-11	XS2536684405	22 BOCMAC 2.800 2026/09/24	10	0.95	Others	0.0073	0.0260
2025-10-11	XS2536684405	22 BOCMAC 2.800 2026/09/24	10	0.99	Others	0.0328	0.0606

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.