ChinaBond --ChinaBond VaR

ChinaBond VaR

Date	Bond Code	Bond Name	Holding Period	Confidence level	Market	VaR	CVaR
2025-12-29	112585642	25徽商银行CD218	1	0.95	China Inter-Bank Market	0.0103	0.0157
2025-12-29	112585642	25徽商银行CD218	1	0.99	China Inter-Bank Market	0.0188	0.0252
2025-12-29	112585642	25徽商银行CD218	5	0.95	China Inter-Bank Market	0.0106	0.0222
2025-12-29	112585642	25徽商银行CD218	5	0.99	China Inter-Bank Market	0.0289	0.0417
2025-12-29	112585642	25徽商银行CD218	10	0.95	China Inter-Bank Market	0.0010	0.0168
2025-12-29	112585642	25徽商银行CD218	10	0.99	China Inter-Bank Market	0.0273	0.0398

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.