ChinaBond --ChinaBond VaR

ChinaBond VaR

Date	Bond Code	Bond Name	Holding Period	Confidence level	Market	VaR	CVaR
2025-09-02	149301.SZ	20蛇口01	1	0.95	Shenzhen Stock Exchange	0.0026	0.0112
2025-09-02	149301.SZ	20蛇口01	1	0.99	Shenzhen Stock Exchange	0.0174	0.0212
2025-09-02	149301.SZ	20蛇口01	5	0.95	Shenzhen Stock Exchange	-0.0078	0.0106
2025-09-02	149301.SZ	20蛇口01	5	0.99	Shenzhen Stock Exchange	0.0234	0.0281
2025-09-02	149301.SZ	20蛇口01	10	0.95	Shenzhen Stock Exchange	-0.0244	-0.0013
2025-09-02	149301.SZ	20蛇口01	10	0.99	Shenzhen Stock Exchange	0.0161	0.0202

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.