ChinaBond --ChinaBond VaR

ChinaBond VaR

Date	Bond Code	Bond Name	Holding Period	Confidence level	Market	VaR	CVaR
2025-12-15	112583552	25嘉兴银行CD117	1	0.95	China Inter-Bank Market	0.0181	0.0275
2025-12-15	112583552	25嘉兴银行CD117	1	0.99	China Inter-Bank Market	0.0352	0.0426
2025-12-15	112583552	25嘉兴银行CD117	5	0.95	China Inter-Bank Market	0.0286	0.0474
2025-12-15	112583552	25嘉兴银行CD117	5	0.99	China Inter-Bank Market	0.0661	0.0793
2025-12-15	112583552	25嘉兴银行CD117	10	0.95	China Inter-Bank Market	0.0271	0.0506
2025-12-15	112583552	25嘉兴银行CD117	10	0.99	China Inter-Bank Market	0.0812	0.0949

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.