ChinaBond --ChinaBond VaR

ChinaBond VaR

Date	Bond Code	Bond Name	Holding Period	Confidence level	Market	VaR	CVaR
2024-09-30	1806018	18云南定向03	1	0.95	China Inter-Bank Market	0.0133	0.0182
2024-09-30	1806018	18云南定向03	1	0.95	Commercial Bank Counter Market	0.0133	0.0182
2024-09-30	1806018	18云南定向03	1	0.99	Commercial Bank Counter Market	0.0228	0.0254
2024-09-30	1806018	18云南定向03	1	0.99	China Inter-Bank Market	0.0228	0.0254
2024-09-30	1806018	18云南定向03	5	0.95	Commercial Bank Counter Market	0.0120	0.0255
2024-09-30	1806018	18云南定向03	5	0.95	China Inter-Bank Market	0.0120	0.0255
2024-09-30	1806018	18云南定向03	5	0.99	Commercial Bank Counter Market	0.0370	0.0397
2024-09-30	1806018	18云南定向03	5	0.99	China Inter-Bank Market	0.0370	0.0397
2024-09-30	1806018	18云南定向03	10	0.95	Commercial Bank Counter Market	-0.0006	0.0192
2024-09-30	1806018	18云南定向03	10	0.95	China Inter-Bank Market	-0.0006	0.0192
2024-09-30	1806018	18云南定向03	10	0.99	Commercial Bank Counter Market	0.0364	0.0399
2024-09-30	1806018	18云南定向03	10	0.99	China Inter-Bank Market	0.0364	0.0399

Legislation

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Instructions

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