ChinaBond --ChinaBond VaR

ChinaBond VaR

Date	Bond Code	Bond Name	Holding Period	Confidence level	Market	VaR	CVaR
2024-05-11	196280	22舟金01	1	0.95	Shanghai Stock Exchange	0.0169	0.0305
2024-05-11	196280	22舟金01	1	0.99	Shanghai Stock Exchange	0.0487	0.0587
2024-05-11	196280	22舟金01	5	0.95	Shanghai Stock Exchange	0.0155	0.0447
2024-05-11	196280	22舟金01	5	0.99	Shanghai Stock Exchange	0.0838	0.1054
2024-05-11	196280	22舟金01	10	0.95	Shanghai Stock Exchange	-0.0019	0.0374
2024-05-11	196280	22舟金01	10	0.99	Shanghai Stock Exchange	0.0890	0.1186

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.