ChinaBond --ChinaBond VaR

ChinaBond VaR

Date	Bond Code	Bond Name	Holding Period	Confidence level	Market	VaR	CVaR
2025-05-30	167713	20溧水F1	1	0.95	Shanghai Stock Exchange	0.0068	0.0157
2025-05-30	167713	20溧水F1	1	0.99	Shanghai Stock Exchange	0.0239	0.0337
2025-05-30	167713	20溧水F1	5	0.95	Shanghai Stock Exchange	0.0001	0.0195
2025-05-30	167713	20溧水F1	5	0.99	Shanghai Stock Exchange	0.0368	0.0581
2025-05-30	167713	20溧水F1	10	0.95	Shanghai Stock Exchange	-0.0161	0.0102
2025-05-30	167713	20溧水F1	10	0.99	Shanghai Stock Exchange	0.0328	0.0619

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.