ChinaBond --ChinaBond VaR

ChinaBond VaR

Date	Bond Code	Bond Name	Holding Period	Confidence level	Market	VaR	CVaR
2026-02-26	1606343	16青海定向20	1	0.95	China Inter-Bank Market	0.0079	0.0180
2026-02-26	1606343	16青海定向20	1	0.95	Commercial Bank Counter Market	0.0079	0.0180
2026-02-26	1606343	16青海定向20	1	0.99	China Inter-Bank Market	0.0273	0.0347
2026-02-26	1606343	16青海定向20	1	0.99	Commercial Bank Counter Market	0.0273	0.0347
2026-02-26	1606343	16青海定向20	5	0.95	Commercial Bank Counter Market	0.0086	0.0313
2026-02-26	1606343	16青海定向20	5	0.95	China Inter-Bank Market	0.0086	0.0313
2026-02-26	1606343	16青海定向20	5	0.99	Commercial Bank Counter Market	0.0519	0.0627
2026-02-26	1606343	16青海定向20	5	0.99	China Inter-Bank Market	0.0519	0.0627
2026-02-26	1606343	16青海定向20	10	0.95	Commercial Bank Counter Market	0.0041	0.0354
2026-02-26	1606343	16青海定向20	10	0.95	China Inter-Bank Market	0.0041	0.0354
2026-02-26	1606343	16青海定向20	10	0.99	Commercial Bank Counter Market	0.0639	0.0782
2026-02-26	1606343	16青海定向20	10	0.99	China Inter-Bank Market	0.0639	0.0782

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.