ChinaBond --ChinaBond VaR

ChinaBond VaR

Date	Bond Code	Bond Name	Holding Period	Confidence level	Market	VaR	CVaR
2025-10-17	092100008	21中国信达债01	1	0.95	China Inter-Bank Market	0.0252	0.0327
2025-10-17	092100008	21中国信达债01	1	0.99	China Inter-Bank Market	0.0360	0.0447
2025-10-17	092100008	21中国信达债01	5	0.95	China Inter-Bank Market	0.0410	0.0575
2025-10-17	092100008	21中国信达债01	5	0.99	China Inter-Bank Market	0.0661	0.0847
2025-10-17	092100008	21中国信达债01	10	0.95	China Inter-Bank Market	0.0405	0.0641
2025-10-17	092100008	21中国信达债01	10	0.99	China Inter-Bank Market	0.0782	0.1027

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.