ChinaBond --ChinaBond VaR

ChinaBond VaR

Date	Bond Code	Bond Name	Holding Period	Confidence level	Market	VaR	CVaR
2026-06-09	102483173	24中兴国资MTN003	1	0.95	China Inter-Bank Market	0.0212	0.0290
2026-06-09	102483173	24中兴国资MTN003	1	0.99	China Inter-Bank Market	0.0343	0.0457
2026-06-09	102483173	24中兴国资MTN003	5	0.95	China Inter-Bank Market	0.0333	0.0506
2026-06-09	102483173	24中兴国资MTN003	5	0.99	China Inter-Bank Market	0.0621	0.0875
2026-06-09	102483173	24中兴国资MTN003	10	0.95	China Inter-Bank Market	0.0319	0.0557
2026-06-09	102483173	24中兴国资MTN003	10	0.99	China Inter-Bank Market	0.0707	0.1068

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