ChinaBond --ChinaBond VaR

ChinaBond VaR

Date	Bond Code	Bond Name	Holding Period	Confidence level	Market	VaR	CVaR
2025-10-14	160418	16农发18	1	0.95	China Inter-Bank Market	0.0128	0.0232
2025-10-14	160418	16农发18	1	0.95	Commercial Bank Counter Market	0.0128	0.0232
2025-10-14	160418	16农发18	1	0.99	Commercial Bank Counter Market	0.0333	0.0372
2025-10-14	160418	16农发18	1	0.99	China Inter-Bank Market	0.0333	0.0372
2025-10-14	160418	16农发18	5	0.95	China Inter-Bank Market	0.0152	0.0379
2025-10-14	160418	16农发18	5	0.95	Commercial Bank Counter Market	0.0152	0.0379
2025-10-14	160418	16农发18	5	0.99	China Inter-Bank Market	0.0589	0.0661
2025-10-14	160418	16农发18	5	0.99	Commercial Bank Counter Market	0.0589	0.0661
2025-10-14	160418	16农发18	10	0.95	China Inter-Bank Market	0.0062	0.0372
2025-10-14	160418	16农发18	10	0.95	Commercial Bank Counter Market	0.0062	0.0372
2025-10-14	160418	16农发18	10	0.99	Commercial Bank Counter Market	0.0646	0.0727
2025-10-14	160418	16农发18	10	0.99	China Inter-Bank Market	0.0646	0.0727

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.