ChinaBond --ChinaBond VaR

ChinaBond VaR

Date	Bond Code	Bond Name	Holding Period	Confidence level	Market	VaR	CVaR
2025-11-20	112584300	25南洋商业银行CD054	1	0.95	China Inter-Bank Market	0.0031	0.0078
2025-11-20	112584300	25南洋商业银行CD054	1	0.99	China Inter-Bank Market	0.0135	0.0160
2025-11-20	112584300	25南洋商业银行CD054	5	0.95	China Inter-Bank Market	-0.0059	0.0043
2025-11-20	112584300	25南洋商业银行CD054	5	0.99	China Inter-Bank Market	0.0179	0.0201
2025-11-20	112584300	25南洋商业银行CD054	10	0.95	China Inter-Bank Market	-0.0228	-0.0089
2025-11-20	112584300	25南洋商业银行CD054	10	0.99	China Inter-Bank Market	0.0063	0.0104

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.