ChinaBond --ChinaBond VaR

ChinaBond VaR

Date	Bond Code	Bond Name	Holding Period	Confidence level	Market	VaR	CVaR
2022-01-27	1282337	12浦发MTN1	1	0.95	China Inter-Bank Market	0.0052	0.0151
2022-01-27	1282337	12浦发MTN1	1	0.99	China Inter-Bank Market	0.0326	0.0437
2022-01-27	1282337	12浦发MTN1	5	0.95	China Inter-Bank Market	0.0026	0.0247
2022-01-27	1282337	12浦发MTN1	5	0.99	China Inter-Bank Market	0.0614	0.0896
2022-01-27	1282337	12浦发MTN1	10	0.95	China Inter-Bank Market	-0.0141	0.0211
2022-01-27	1282337	12浦发MTN1	10	0.99	China Inter-Bank Market	0.07	0.1202

Legislation

Any institution or individual who intends to use ChinaBond Pricing Data Products to develop deductive 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: Wang Han(021-60813514/wanghana@chinabond.com.cn),Dong Jingyu(021-60813513/dongjy@chinabond.com.cn）.

Instructions

1.For more data please visit ChinaBond Integrated Operation Platform,ChinaBond datagate and authorized data vendors. 2.Tel：86-10-88170643/0649/0664/0611 3.Email:jiangjf@chinabond.com.cn; liuxy@chinabond.com.cn; geliang@chinabond.com.cn; liaoqy@chinabond.com.cn; 4.Internet Explorer 11 or Google Chrome is recommended.