Current Location： ChinaBond — ChinaBond VaR
  ChinaBond VaR
Date Bond Code  Bond Name  Holding Period Confidence level Market VaR CVaR
2025-12-25 012582847 25广州地铁SCP011 1 0.95 China Inter-Bank Market 0.0121 0.0203
2025-12-25 012582847 25广州地铁SCP011 1 0.99 China Inter-Bank Market 0.0302 0.0335
2025-12-25 012582847 25广州地铁SCP011 5 0.95 China Inter-Bank Market 0.0133 0.0325
2025-12-25 012582847 25广州地铁SCP011 5 0.99 China Inter-Bank Market 0.0537 0.0649
2025-12-25 012582847 25广州地铁SCP011 10 0.95 China Inter-Bank Market 0.0036 0.0322
2025-12-25 012582847 25广州地铁SCP011 10 0.99 China Inter-Bank Market 0.0604 0.0828




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.