ChinaBond --ChinaBond VaR

ChinaBond VaR

Date	Bond Code	Bond Name	Holding Period	Confidence level	Market	VaR	CVaR
2025-07-18	102382042	23青岛北发MTN003	1	0.95	China Inter-Bank Market	-0.0013	0.0038
2025-07-18	102382042	23青岛北发MTN003	1	0.99	China Inter-Bank Market	0.0077	0.0187
2025-07-18	102382042	23青岛北发MTN003	5	0.95	China Inter-Bank Market	-0.0162	-0.0071
2025-07-18	102382042	23青岛北发MTN003	5	0.99	China Inter-Bank Market	-0.0004	0.0200
2025-07-18	102382042	23青岛北发MTN003	10	0.95	China Inter-Bank Market	-0.0374	-0.0269
2025-07-18	102382042	23青岛北发MTN003	10	0.99	China Inter-Bank Market	-0.0223	-0.0009

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.