ChinaBond --ChinaBond VaR

ChinaBond VaR

Date	Bond Code	Bond Name	Holding Period	Confidence level	Market	VaR	CVaR
2025-09-17	175441	21湖州01	1	0.95	Shanghai Stock Exchange	0.0054	0.0136
2025-09-17	175441	21湖州01	1	0.99	Shanghai Stock Exchange	0.0264	0.0300
2025-09-17	175441	21湖州01	5	0.95	Shanghai Stock Exchange	-0.0023	0.0160
2025-09-17	175441	21湖州01	5	0.99	Shanghai Stock Exchange	0.0433	0.0512
2025-09-17	175441	21湖州01	10	0.95	Shanghai Stock Exchange	-0.0188	0.0069
2025-09-17	175441	21湖州01	10	0.99	Shanghai Stock Exchange	0.0432	0.0540

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.