ChinaBond --ChinaBond VaR

ChinaBond VaR

Date	Bond Code	Bond Name	Holding Period	Confidence level	Market	VaR	CVaR
2026-03-10	2120036	21台州银行永续债01	1	0.95	China Inter-Bank Market	-0.0017	0.0003
2026-03-10	2120036	21台州银行永续债01	1	0.95	Commercial Bank Counter Market	-0.0017	0.0003
2026-03-10	2120036	21台州银行永续债01	1	0.99	China Inter-Bank Market	0.0024	0.0041
2026-03-10	2120036	21台州银行永续债01	1	0.99	Commercial Bank Counter Market	0.0024	0.0041
2026-03-10	2120036	21台州银行永续债01	5	0.95	China Inter-Bank Market	-0.0178	-0.0136
2026-03-10	2120036	21台州银行永续债01	5	0.95	Commercial Bank Counter Market	-0.0178	-0.0136
2026-03-10	2120036	21台州银行永续债01	5	0.99	China Inter-Bank Market	-0.0091	-0.0049
2026-03-10	2120036	21台州银行永续债01	5	0.99	Commercial Bank Counter Market	-0.0091	-0.0049
2026-03-10	2120036	21台州银行永续债01	10	0.95	China Inter-Bank Market	-0.0405	-0.0347
2026-03-10	2120036	21台州银行永续债01	10	0.95	Commercial Bank Counter Market	-0.0405	-0.0347
2026-03-10	2120036	21台州银行永续债01	10	0.99	Commercial Bank Counter Market	-0.0291	-0.0229
2026-03-10	2120036	21台州银行永续债01	10	0.99	China Inter-Bank Market	-0.0291	-0.0229

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.