Current Location： ChinaBond — ChinaBond VaR
  ChinaBond VaR
Date Bond Code  Bond Name  Holding Period Confidence level Market VaR CVaR
2026-03-11 2280288 22新昌债01 1 0.95 China Inter-Bank Market 0.0214 0.0331
2026-03-11 2280288 22新昌债01 1 0.95 Commercial Bank Counter Market 0.0214 0.0331
2026-03-11 2280288 22新昌债01 1 0.95 Shanghai Stock Exchange 0.0214 0.0331
2026-03-11 2280288 22新昌债01 1 0.99 China Inter-Bank Market 0.0389 0.0539
2026-03-11 2280288 22新昌债01 1 0.99 Shanghai Stock Exchange 0.0389 0.0539
2026-03-11 2280288 22新昌债01 1 0.99 Commercial Bank Counter Market 0.0389 0.0539
2026-03-11 2280288 22新昌债01 5 0.95 China Inter-Bank Market 0.0320 0.0577
2026-03-11 2280288 22新昌债01 5 0.95 Commercial Bank Counter Market 0.0320 0.0577
2026-03-11 2280288 22新昌债01 5 0.95 Shanghai Stock Exchange 0.0320 0.0577
2026-03-11 2280288 22新昌债01 5 0.99 Commercial Bank Counter Market 0.0704 0.1036
2026-03-11 2280288 22新昌债01 5 0.99 Shanghai Stock Exchange 0.0704 0.1036
2026-03-11 2280288 22新昌债01 5 0.99 China Inter-Bank Market 0.0704 0.1036
2026-03-11 2280288 22新昌债01 10 0.95 China Inter-Bank Market 0.0281 0.0637
2026-03-11 2280288 22新昌债01 10 0.95 Commercial Bank Counter Market 0.0281 0.0637
2026-03-11 2280288 22新昌债01 10 0.95 Shanghai Stock Exchange 0.0281 0.0637
2026-03-11 2280288 22新昌债01 10 0.99 Shanghai Stock Exchange 0.0815 0.1277
2026-03-11 2280288 22新昌债01 10 0.99 China Inter-Bank Market 0.0815 0.1277
2026-03-11 2280288 22新昌债01 10 0.99 Commercial Bank Counter Market 0.0815 0.1277




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.