ChinaBond --ChinaBond VaR

ChinaBond VaR

Date	Bond Code	Bond Name	Holding Period	Confidence level	Market	VaR	CVaR
2026-09-30	253547	24文商旅	1	0.95	Shanghai Stock Exchange	-0.0008	0.0004
2026-09-30	253547	24文商旅	1	0.99	Shanghai Stock Exchange	0.0012	0.0018
2026-09-30	253547	24文商旅	5	0.95	Shanghai Stock Exchange	-0.0136	-0.0112
2026-09-30	253547	24文商旅	5	0.99	Shanghai Stock Exchange	-0.0094	-0.0079
2026-09-30	253547	24文商旅	10	0.95	Shanghai Stock Exchange	-0.0317	-0.0288
2026-09-30	253547	24文商旅	10	0.99	Shanghai Stock Exchange	-0.0262	-0.0240

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.VaR: 021-60813529/hanmh@chinabond.com.cn 2.For more data please visit ChinaBond Dr.Quant, ChinaBond datagate and authorized data vendors 3.Quality Control: 021-60813562/cbpc_complaints@chinabond.com.cn 4.Internet Explorer 11 or Google Chrome is recommended