ChinaBond --ChinaBond VaR

ChinaBond VaR

Date	Bond Code	Bond Name	Holding Period	Confidence level	Market	VaR	CVaR
2025-07-07	032380248	23济南高新PPN003	1	0.95	China Inter-Bank Market	0.0173	0.0330
2025-07-07	032380248	23济南高新PPN003	1	0.99	China Inter-Bank Market	0.0443	0.0608
2025-07-07	032380248	23济南高新PPN003	5	0.95	China Inter-Bank Market	0.0235	0.0582
2025-07-07	032380248	23济南高新PPN003	5	0.99	China Inter-Bank Market	0.0826	0.1197
2025-07-07	032380248	23济南高新PPN003	10	0.95	China Inter-Bank Market	0.0157	0.0645
2025-07-07	032380248	23济南高新PPN003	10	0.99	China Inter-Bank Market	0.0977	0.1506

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.