ChinaBond --ChinaBond VaR

ChinaBond VaR

Date	Bond Code	Bond Name	Holding Period	Confidence level	Market	VaR	CVaR
2025-09-15	1724007	17盐边水务项目NPB	1	0.95	China Inter-Bank Market	0.0065	0.0160
2025-09-15	1724007	17盐边水务项目NPB	1	0.95	Commercial Bank Counter Market	0.0065	0.0160
2025-09-15	1724007	17盐边水务项目NPB	1	0.99	China Inter-Bank Market	0.0237	0.0401
2025-09-15	1724007	17盐边水务项目NPB	1	0.99	Commercial Bank Counter Market	0.0237	0.0401
2025-09-15	1724007	17盐边水务项目NPB	5	0.95	China Inter-Bank Market	0.0102	0.0309
2025-09-15	1724007	17盐边水务项目NPB	5	0.95	Commercial Bank Counter Market	0.0102	0.0309
2025-09-15	1724007	17盐边水务项目NPB	5	0.99	China Inter-Bank Market	0.0478	0.0840
2025-09-15	1724007	17盐边水务项目NPB	5	0.99	Commercial Bank Counter Market	0.0478	0.0840
2025-09-15	1724007	17盐边水务项目NPB	10	0.95	Commercial Bank Counter Market	0.0102	0.0384
2025-09-15	1724007	17盐边水务项目NPB	10	0.95	China Inter-Bank Market	0.0102	0.0384
2025-09-15	1724007	17盐边水务项目NPB	10	0.99	Commercial Bank Counter Market	0.0615	0.1119
2025-09-15	1724007	17盐边水务项目NPB	10	0.99	China Inter-Bank Market	0.0615	0.1119

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.