ChinaBond --ChinaBond VaR

ChinaBond VaR

Date	Bond Code	Bond Name	Holding Period	Confidence level	Market	VaR	CVaR
2026-03-25	112584995	25广西北部湾银行CD140	1	0.95	China Inter-Bank Market	0.0013	0.0045
2026-03-25	112584995	25广西北部湾银行CD140	1	0.99	China Inter-Bank Market	0.0063	0.0111
2026-03-25	112584995	25广西北部湾银行CD140	5	0.95	China Inter-Bank Market	-0.0091	-0.0022
2026-03-25	112584995	25广西北部湾银行CD140	5	0.99	China Inter-Bank Market	0.0022	0.0125
2026-03-25	112584995	25广西北部湾银行CD140	10	0.95	China Inter-Bank Market	-0.0246	-0.0158
2026-03-25	112584995	25广西北部湾银行CD140	10	0.99	China Inter-Bank Market	-0.0097	0.0041

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.