ChinaBond --ChinaBond VaR

ChinaBond VaR

Date	Bond Code	Bond Name	Holding Period	Confidence level	Market	VaR	CVaR
2023-05-30	1780139	17永州城投债	1	0.95	Shanghai Stock Exchange	0.0115	0.0276
2023-05-30	1780139	17永州城投债	1	0.95	China Inter-Bank Market	0.0115	0.0276
2023-05-30	1780139	17永州城投债	1	0.99	China Inter-Bank Market	0.0384	0.0456
2023-05-30	1780139	17永州城投债	1	0.99	Shanghai Stock Exchange	0.0384	0.0456
2023-05-30	1780139	17永州城投债	5	0.95	Shanghai Stock Exchange	0.0155	0.0508
2023-05-30	1780139	17永州城投债	5	0.95	China Inter-Bank Market	0.0155	0.0508
2023-05-30	1780139	17永州城投债	5	0.99	China Inter-Bank Market	0.0746	0.0906
2023-05-30	1780139	17永州城投债	5	0.99	Shanghai Stock Exchange	0.0746	0.0906
2023-05-30	1780139	17永州城投债	10	0.95	Shanghai Stock Exchange	0.0112	0.0592
2023-05-30	1780139	17永州城投债	10	0.95	China Inter-Bank Market	0.0112	0.0592
2023-05-30	1780139	17永州城投债	10	0.99	China Inter-Bank Market	0.0927	0.1146
2023-05-30	1780139	17永州城投债	10	0.99	Shanghai Stock Exchange	0.0927	0.1146

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.