ChinaBond --ChinaBond VaR

ChinaBond VaR

Date	Bond Code	Bond Name	Holding Period	Confidence level	Market	VaR	CVaR
2026-02-04	112503337	25农业银行CD337	1	0.95	China Inter-Bank Market	0.0136	0.0194
2026-02-04	112503337	25农业银行CD337	1	0.99	China Inter-Bank Market	0.0244	0.0256
2026-02-04	112503337	25农业银行CD337	5	0.95	China Inter-Bank Market	0.0172	0.0307
2026-02-04	112503337	25农业银行CD337	5	0.99	China Inter-Bank Market	0.0425	0.0444
2026-02-04	112503337	25农业银行CD337	10	0.95	China Inter-Bank Market	0.0064	0.0298
2026-02-04	112503337	25农业银行CD337	10	0.99	China Inter-Bank Market	0.0482	0.0510

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.