ChinaBond --ChinaBond VaR

ChinaBond VaR

Date	Bond Code	Bond Name	Holding Period	Confidence level	Market	VaR	CVaR
2026-03-23	230413	23农发13	1	0.95	Commercial Bank Counter Market	0.0038	0.0070
2026-03-23	230413	23农发13	1	0.95	China Inter-Bank Market	0.0038	0.0070
2026-03-23	230413	23农发13	1	0.99	China Inter-Bank Market	0.0085	0.0146
2026-03-23	230413	23农发13	1	0.99	Commercial Bank Counter Market	0.0085	0.0146
2026-03-23	230413	23农发13	5	0.95	Commercial Bank Counter Market	-0.0032	0.0037
2026-03-23	230413	23农发13	5	0.95	China Inter-Bank Market	-0.0032	0.0037
2026-03-23	230413	23农发13	5	0.99	China Inter-Bank Market	0.0068	0.0188
2026-03-23	230413	23农发13	5	0.99	Commercial Bank Counter Market	0.0068	0.0188
2026-03-23	230413	23农发13	10	0.95	Commercial Bank Counter Market	-0.0175	-0.0083
2026-03-23	230413	23农发13	10	0.95	China Inter-Bank Market	-0.0175	-0.0083
2026-03-23	230413	23农发13	10	0.99	China Inter-Bank Market	-0.0037	0.0098
2026-03-23	230413	23农发13	10	0.99	Commercial Bank Counter Market	-0.0037	0.0098

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.