Current Location： ChinaBond — ChinaBond VaR
  ChinaBond VaR
Date Bond Code  Bond Name  Holding Period Confidence level Market VaR CVaR
2026-07-13 269936 26贴现国债36 1 0.95 Commercial Bank Counter Market -0.0001 0.0025
2026-07-13 269936 26贴现国债36 1 0.95 China Inter-Bank Market -0.0001 0.0025
2026-07-13 269936 26贴现国债36 1 0.95 Shanghai Stock Exchange -0.0001 0.0025
2026-07-13 269936 26贴现国债36 1 0.95 Shenzhen Stock Exchange -0.0001 0.0025
2026-07-13 269936 26贴现国债36 1 0.99 Shenzhen Stock Exchange 0.0057 0.0097
2026-07-13 269936 26贴现国债36 1 0.99 Commercial Bank Counter Market 0.0057 0.0097
2026-07-13 269936 26贴现国债36 1 0.99 China Inter-Bank Market 0.0057 0.0097
2026-07-13 269936 26贴现国债36 1 0.99 Shanghai Stock Exchange 0.0057 0.0097
2026-07-13 269936 26贴现国债36 5 0.95 China Inter-Bank Market -0.0085 -0.0036
2026-07-13 269936 26贴现国债36 5 0.95 Shenzhen Stock Exchange -0.0085 -0.0036
2026-07-13 269936 26贴现国债36 5 0.95 Shanghai Stock Exchange -0.0085 -0.0036
2026-07-13 269936 26贴现国债36 5 0.95 Commercial Bank Counter Market -0.0085 -0.0036
2026-07-13 269936 26贴现国债36 5 0.99 China Inter-Bank Market 0.0014 0.0105
2026-07-13 269936 26贴现国债36 5 0.99 Commercial Bank Counter Market 0.0014 0.0105
2026-07-13 269936 26贴现国债36 5 0.99 Shanghai Stock Exchange 0.0014 0.0105
2026-07-13 269936 26贴现国债36 5 0.99 Shenzhen Stock Exchange 0.0014 0.0105
2026-07-13 269936 26贴现国债36 10 0.95 Shanghai Stock Exchange -0.0221 -0.0166
2026-07-13 269936 26贴现国债36 10 0.95 Shenzhen Stock Exchange -0.0221 -0.0166
2026-07-13 269936 26贴现国债36 10 0.95 Commercial Bank Counter Market -0.0221 -0.0166
2026-07-13 269936 26贴现国债36 10 0.95 China Inter-Bank Market -0.0221 -0.0166
2026-07-13 269936 26贴现国债36 10 0.99 Commercial Bank Counter Market -0.0126 -0.0019
2026-07-13 269936 26贴现国债36 10 0.99 Shenzhen Stock Exchange -0.0126 -0.0019
2026-07-13 269936 26贴现国债36 10 0.99 Shanghai Stock Exchange -0.0126 -0.0019
2026-07-13 269936 26贴现国债36 10 0.99 China Inter-Bank Market -0.0126 -0.0019




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