ChinaBond --ChinaBond VaR

ChinaBond VaR

Date	Bond Code	Bond Name	Holding Period	Confidence level	Market	VaR	CVaR
2026-04-09	HK0001025961	24 CMMP 4.850 2027/06/12	1	0.95	Others	0.0270	0.0466
2026-04-09	HK0001025961	24 CMMP 4.850 2027/06/12	1	0.99	Others	0.0599	0.0645
2026-04-09	HK0001025961	24 CMMP 4.850 2027/06/12	5	0.95	Others	0.0271	0.0700
2026-04-09	HK0001025961	24 CMMP 4.850 2027/06/12	5	0.99	Others	0.0984	0.1085
2026-04-09	HK0001025961	24 CMMP 4.850 2027/06/12	10	0.95	Others	0.0027	0.0614
2026-04-09	HK0001025961	24 CMMP 4.850 2027/06/12	10	0.99	Others	0.0996	0.1133

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.