ChinaBond --ChinaBond VaR

ChinaBond VaR

Date	Bond Code	Bond Name	Holding Period	Confidence level	Market	VaR	CVaR
2025-12-16	251090	23经管02	1	0.95	Shanghai Stock Exchange	0.0064	0.0125
2025-12-16	251090	23经管02	1	0.99	Shanghai Stock Exchange	0.0148	0.0256
2025-12-16	251090	23经管02	5	0.95	Shanghai Stock Exchange	-0.0022	0.0115
2025-12-16	251090	23经管02	5	0.99	Shanghai Stock Exchange	0.0164	0.0402
2025-12-16	251090	23经管02	10	0.95	Shanghai Stock Exchange	-0.0205	-0.0019
2025-12-16	251090	23经管02	10	0.99	Shanghai Stock Exchange	0.0050	0.0379

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.