Current Location: ChinaBond ChinaBond VaR
  ChinaBond VaR
Date Bond Code  Bond Name  Holding Period Confidence level Market VaR CVaR
2025-05-08 XS2477155332 22 THTATIG 2.400 2025/05/20 1 0.95 Others -0.0081 -0.0074
2025-05-08 XS2477155332 22 THTATIG 2.400 2025/05/20 1 0.99 Others -0.0066 -0.0062
2025-05-08 XS2477155332 22 THTATIG 2.400 2025/05/20 5 0.95 Others -0.0448 -0.0437
2025-05-08 XS2477155332 22 THTATIG 2.400 2025/05/20 5 0.99 Others -0.0427 -0.0423
2025-05-08 XS2477155332 22 THTATIG 2.400 2025/05/20 10 0.95 Others -0.0923 -0.0919
2025-05-08 XS2477155332 22 THTATIG 2.400 2025/05/20 10 0.99 Others -0.0916 -0.0915




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.