ChinaBond --ChinaBond VaR

ChinaBond VaR

Date	Bond Code	Bond Name	Holding Period	Confidence level	Market	VaR	CVaR
2024-07-26	1580155	15铁道01	1	0.95	Commercial Bank Counter Market	0.0179	0.0271
2024-07-26	1580155	15铁道01	1	0.95	China Inter-Bank Market	0.0179	0.0271
2024-07-26	1580155	15铁道01	1	0.99	Commercial Bank Counter Market	0.0348	0.0377
2024-07-26	1580155	15铁道01	1	0.99	China Inter-Bank Market	0.0348	0.0377
2024-07-26	1580155	15铁道01	5	0.95	Commercial Bank Counter Market	0.0255	0.0451
2024-07-26	1580155	15铁道01	5	0.95	China Inter-Bank Market	0.0255	0.0451
2024-07-26	1580155	15铁道01	5	0.99	Commercial Bank Counter Market	0.0626	0.0686
2024-07-26	1580155	15铁道01	5	0.99	China Inter-Bank Market	0.0626	0.0686
2024-07-26	1580155	15铁道01	10	0.95	Commercial Bank Counter Market	0.0203	0.0464
2024-07-26	1580155	15铁道01	10	0.95	China Inter-Bank Market	0.0203	0.0464
2024-07-26	1580155	15铁道01	10	0.99	Commercial Bank Counter Market	0.0720	0.0796
2024-07-26	1580155	15铁道01	10	0.99	China Inter-Bank Market	0.0720	0.0796

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.