Current Location： ChinaBond — ChinaBond VaR
  ChinaBond VaR
Date Bond Code  Bond Name  Holding Period Confidence level Market VaR CVaR
2026-04-10 2405783 24山西债40 1 0.95 Shanghai Stock Exchange 0.0162 0.0229
2026-04-10 2405783 24山西债40 1 0.95 Commercial Bank Counter Market 0.0162 0.0229
2026-04-10 2405783 24山西债40 1 0.95 Shenzhen Stock Exchange 0.0162 0.0229
2026-04-10 2405783 24山西债40 1 0.95 China Inter-Bank Market 0.0162 0.0229
2026-04-10 2405783 24山西债40 1 0.99 Shenzhen Stock Exchange 0.0312 0.0318
2026-04-10 2405783 24山西债40 1 0.99 Shanghai Stock Exchange 0.0312 0.0318
2026-04-10 2405783 24山西债40 1 0.99 China Inter-Bank Market 0.0312 0.0318
2026-04-10 2405783 24山西债40 1 0.99 Commercial Bank Counter Market 0.0312 0.0318
2026-04-10 2405783 24山西债40 5 0.95 Commercial Bank Counter Market 0.0245 0.0392
2026-04-10 2405783 24山西债40 5 0.95 Shenzhen Stock Exchange 0.0245 0.0392
2026-04-10 2405783 24山西债40 5 0.95 China Inter-Bank Market 0.0245 0.0392
2026-04-10 2405783 24山西债40 5 0.95 Shanghai Stock Exchange 0.0245 0.0392
2026-04-10 2405783 24山西债40 5 0.99 Shenzhen Stock Exchange 0.0581 0.0600
2026-04-10 2405783 24山西债40 5 0.99 Commercial Bank Counter Market 0.0581 0.0600
2026-04-10 2405783 24山西债40 5 0.99 Shanghai Stock Exchange 0.0581 0.0600
2026-04-10 2405783 24山西债40 5 0.99 China Inter-Bank Market 0.0581 0.0600
2026-04-10 2405783 24山西债40 10 0.95 Shanghai Stock Exchange 0.0222 0.0427
2026-04-10 2405783 24山西债40 10 0.95 China Inter-Bank Market 0.0222 0.0427
2026-04-10 2405783 24山西债40 10 0.95 Commercial Bank Counter Market 0.0222 0.0427
2026-04-10 2405783 24山西债40 10 0.95 Shenzhen Stock Exchange 0.0222 0.0427
2026-04-10 2405783 24山西债40 10 0.99 Shanghai Stock Exchange 0.0699 0.0733
2026-04-10 2405783 24山西债40 10 0.99 Commercial Bank Counter Market 0.0699 0.0733
2026-04-10 2405783 24山西债40 10 0.99 Shenzhen Stock Exchange 0.0699 0.0733
2026-04-10 2405783 24山西债40 10 0.99 China Inter-Bank Market 0.0699 0.0733




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.