ChinaBond --ChinaBond VaR

ChinaBond VaR

Date	Bond Code	Bond Name	Holding Period	Confidence level	Market	VaR	CVaR
2026-03-09	2124008	21东宝保障项目NPB01	1	0.95	China Inter-Bank Market	0.0016	0.0035
2026-03-09	2124008	21东宝保障项目NPB01	1	0.95	Commercial Bank Counter Market	0.0016	0.0035
2026-03-09	2124008	21东宝保障项目NPB01	1	0.99	Commercial Bank Counter Market	0.0045	0.0062
2026-03-09	2124008	21东宝保障项目NPB01	1	0.99	China Inter-Bank Market	0.0045	0.0062
2026-03-09	2124008	21东宝保障项目NPB01	5	0.95	Commercial Bank Counter Market	-0.0039	-0.0001
2026-03-09	2124008	21东宝保障项目NPB01	5	0.95	China Inter-Bank Market	-0.0039	-0.0001
2026-03-09	2124008	21东宝保障项目NPB01	5	0.99	China Inter-Bank Market	0.0021	0.0053
2026-03-09	2124008	21东宝保障项目NPB01	5	0.99	Commercial Bank Counter Market	0.0021	0.0053
2026-03-09	2124008	21东宝保障项目NPB01	10	0.95	China Inter-Bank Market	-0.0139	-0.0088
2026-03-09	2124008	21东宝保障项目NPB01	10	0.95	Commercial Bank Counter Market	-0.0139	-0.0088
2026-03-09	2124008	21东宝保障项目NPB01	10	0.99	Commercial Bank Counter Market	-0.0057	-0.0020
2026-03-09	2124008	21东宝保障项目NPB01	10	0.99	China Inter-Bank Market	-0.0057	-0.0020

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.