ChinaBond --ChinaBond VaR

ChinaBond VaR

Date	Bond Code	Bond Name	Holding Period	Confidence level	Market	VaR	CVaR
2026-03-03	102300448	23西安航空MTN001	1	0.95	China Inter-Bank Market	0.0030	0.0055
2026-03-03	102300448	23西安航空MTN001	1	0.99	China Inter-Bank Market	0.0072	0.0100
2026-03-03	102300448	23西安航空MTN001	5	0.95	China Inter-Bank Market	-0.0095	-0.0035
2026-03-03	102300448	23西安航空MTN001	5	0.99	China Inter-Bank Market	0.0004	0.0064
2026-03-03	102300448	23西安航空MTN001	10	0.95	China Inter-Bank Market	-0.0311	-0.0221
2026-03-03	102300448	23西安航空MTN001	10	0.99	China Inter-Bank Market	-0.0167	-0.0086

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.