ChinaBond --ChinaBond VaR

ChinaBond VaR

Date	Bond Code	Bond Name	Holding Period	Confidence level	Market	VaR	CVaR
2025-04-23	XS2556913502	23 CQBZWLJT 4.300 2026/01/16	1	0.95	Others	0.0169	0.0288
2025-04-23	XS2556913502	23 CQBZWLJT 4.300 2026/01/16	1	0.99	Others	0.0357	0.0507
2025-04-23	XS2556913502	23 CQBZWLJT 4.300 2026/01/16	5	0.95	Others	0.0145	0.0399
2025-04-23	XS2556913502	23 CQBZWLJT 4.300 2026/01/16	5	0.99	Others	0.0549	0.0869
2025-04-23	XS2556913502	23 CQBZWLJT 4.300 2026/01/16	10	0.95	Others	-0.0066	0.0300
2025-04-23	XS2556913502	23 CQBZWLJT 4.300 2026/01/16	10	0.99	Others	0.0505	0.0931

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.