ChinaBond --ChinaBond VaR

ChinaBond VaR

Date	Bond Code	Bond Name	Holding Period	Confidence level	Market	VaR	CVaR
2026-08-17	112690896	26浙江民泰商行CD006	1	0.95	China Inter-Bank Market	0.0002	0.0025
2026-08-17	112690896	26浙江民泰商行CD006	1	0.99	China Inter-Bank Market	0.0043	0.0055
2026-08-17	112690896	26浙江民泰商行CD006	5	0.95	China Inter-Bank Market	-0.0112	-0.0063
2026-08-17	112690896	26浙江民泰商行CD006	5	0.99	China Inter-Bank Market	-0.0021	0.0003
2026-08-17	112690896	26浙江民泰商行CD006	10	0.95	China Inter-Bank Market	-0.0280	-0.0214
2026-08-17	112690896	26浙江民泰商行CD006	10	0.99	China Inter-Bank Market	-0.0145	-0.0127

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.VaR: 021-60813529/hanmh@chinabond.com.cn 2.For more data please visit ChinaBond Dr.Quant, ChinaBond datagate and authorized data vendors 3.Quality Control: 021-60813562/cbpc_complaints@chinabond.com.cn 4.Internet Explorer 11 or Google Chrome is recommended