ChinaBond --ChinaBond VaR

ChinaBond VaR

Date	Bond Code	Bond Name	Holding Period	Confidence level	Market	VaR	CVaR
2025-01-27	102280366	22首旅MTN001	1	0.95	China Inter-Bank Market	-0.0024	0.0016
2025-01-27	102280366	22首旅MTN001	1	0.99	China Inter-Bank Market	0.0052	0.0080
2025-01-27	102280366	22首旅MTN001	5	0.95	China Inter-Bank Market	-0.0229	-0.0146
2025-01-27	102280366	22首旅MTN001	5	0.99	China Inter-Bank Market	-0.0081	-0.0050
2025-01-27	102280366	22首旅MTN001	10	0.95	China Inter-Bank Market	-0.0506	-0.0412
2025-01-27	102280366	22首旅MTN001	10	0.99	China Inter-Bank Market	-0.0296	-0.0261

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.