Current Location： ChinaBond — ChinaBond VaR
  ChinaBond VaR
Date Bond Code  Bond Name  Holding Period Confidence level Market VaR CVaR
2025-10-31 1980148 19安吉专项债 1 0.95 China Inter-Bank Market 0.0019 0.0037
2025-10-31 1980148 19安吉专项债 1 0.95 Shanghai Stock Exchange 0.0019 0.0037
2025-10-31 1980148 19安吉专项债 1 0.95 Commercial Bank Counter Market 0.0019 0.0037
2025-10-31 1980148 19安吉专项债 1 0.99 Shanghai Stock Exchange 0.0056 0.0073
2025-10-31 1980148 19安吉专项债 1 0.99 China Inter-Bank Market 0.0056 0.0073
2025-10-31 1980148 19安吉专项债 1 0.99 Commercial Bank Counter Market 0.0056 0.0073
2025-10-31 1980148 19安吉专项债 5 0.95 Shanghai Stock Exchange 0.0011 0.0048
2025-10-31 1980148 19安吉专项债 5 0.95 China Inter-Bank Market 0.0011 0.0048
2025-10-31 1980148 19安吉专项债 5 0.95 Commercial Bank Counter Market 0.0011 0.0048
2025-10-31 1980148 19安吉专项债 5 0.99 Shanghai Stock Exchange 0.0090 0.0129
2025-10-31 1980148 19安吉专项债 5 0.99 Commercial Bank Counter Market 0.0090 0.0129
2025-10-31 1980148 19安吉专项债 5 0.99 China Inter-Bank Market 0.0090 0.0129
2025-10-31 1980148 19安吉专项债 10 0.95 Commercial Bank Counter Market -0.0021 0.0030
2025-10-31 1980148 19安吉专项债 10 0.95 China Inter-Bank Market -0.0021 0.0030
2025-10-31 1980148 19安吉专项债 10 0.95 Shanghai Stock Exchange -0.0021 0.0030
2025-10-31 1980148 19安吉专项债 10 0.99 China Inter-Bank Market 0.0089 0.0144
2025-10-31 1980148 19安吉专项债 10 0.99 Shanghai Stock Exchange 0.0089 0.0144
2025-10-31 1980148 19安吉专项债 10 0.99 Commercial Bank Counter Market 0.0089 0.0144




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.