ChinaBond --ChinaBond VaR

ChinaBond VaR

Date	Bond Code	Bond Name	Holding Period	Confidence level	Market	VaR	CVaR
2025-10-15	1606248	16云南定向12	1	0.95	China Inter-Bank Market	0.0164	0.0315
2025-10-15	1606248	16云南定向12	1	0.95	Commercial Bank Counter Market	0.0164	0.0315
2025-10-15	1606248	16云南定向12	1	0.99	Commercial Bank Counter Market	0.0411	0.0530
2025-10-15	1606248	16云南定向12	1	0.99	China Inter-Bank Market	0.0411	0.0530
2025-10-15	1606248	16云南定向12	5	0.95	China Inter-Bank Market	0.0229	0.0560
2025-10-15	1606248	16云南定向12	5	0.95	Commercial Bank Counter Market	0.0229	0.0560
2025-10-15	1606248	16云南定向12	5	0.99	China Inter-Bank Market	0.0772	0.1024
2025-10-15	1606248	16云南定向12	5	0.99	Commercial Bank Counter Market	0.0772	0.1024
2025-10-15	1606248	16云南定向12	10	0.95	Commercial Bank Counter Market	0.0176	0.0635
2025-10-15	1606248	16云南定向12	10	0.95	China Inter-Bank Market	0.0176	0.0635
2025-10-15	1606248	16云南定向12	10	0.99	Commercial Bank Counter Market	0.0927	0.1310
2025-10-15	1606248	16云南定向12	10	0.99	China Inter-Bank Market	0.0927	0.1310

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.