ChinaBond --ChinaBond VaR

ChinaBond VaR

Date	Bond Code	Bond Name	Holding Period	Confidence level	Market	VaR	CVaR
2025-07-15	2220076	22北京银行小微债03	1	0.95	China Inter-Bank Market	0.0082	0.0208
2025-07-15	2220076	22北京银行小微债03	1	0.95	Commercial Bank Counter Market	0.0082	0.0208
2025-07-15	2220076	22北京银行小微债03	1	0.99	China Inter-Bank Market	0.0267	0.0392
2025-07-15	2220076	22北京银行小微债03	1	0.99	Commercial Bank Counter Market	0.0267	0.0392
2025-07-15	2220076	22北京银行小微债03	5	0.95	Commercial Bank Counter Market	0.0051	0.0335
2025-07-15	2220076	22北京银行小微债03	5	0.95	China Inter-Bank Market	0.0051	0.0335
2025-07-15	2220076	22北京银行小微债03	5	0.99	China Inter-Bank Market	0.0434	0.0787
2025-07-15	2220076	22北京银行小微债03	5	0.99	Commercial Bank Counter Market	0.0434	0.0787
2025-07-15	2220076	22北京银行小微债03	10	0.95	China Inter-Bank Market	-0.0083	0.0330
2025-07-15	2220076	22北京银行小微债03	10	0.95	Commercial Bank Counter Market	-0.0083	0.0330
2025-07-15	2220076	22北京银行小微债03	10	0.99	China Inter-Bank Market	0.0412	0.1020
2025-07-15	2220076	22北京银行小微债03	10	0.99	Commercial Bank Counter Market	0.0412	0.1020

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.