Current Location： ChinaBond — ChinaBond VaR
  ChinaBond VaR
Date Bond Code  Bond Name  Holding Period Confidence level Market VaR CVaR
2025-06-12 102001810 20吉林高速MTN005 1 0.95 China Inter-Bank Market 0.0069 0.0201
2025-06-12 102001810 20吉林高速MTN005 1 0.99 China Inter-Bank Market 0.0254 0.0542
2025-06-12 102001810 20吉林高速MTN005 5 0.95 China Inter-Bank Market 0.0005 0.0289
2025-06-12 102001810 20吉林高速MTN005 5 0.99 China Inter-Bank Market 0.0406 0.1014
2025-06-12 102001810 20吉林高速MTN005 10 0.95 China Inter-Bank Market -0.0155 0.0226
2025-06-12 102001810 20吉林高速MTN005 10 0.99 China Inter-Bank Market 0.0392 0.1189




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.