ChinaBond-- ChinaBond Valuation

ChinaBond Valuation

Date	Bond Name	Bond Code	Market	Maturity(Yrs)	Full Price(Mid-Day) (Yuan)	Accrued Interest (Mid-Day) (Yuan)	Net Price (Yuan)	YTM (%)	ChinaBond Market Implied Rating
2019-10-16	19海兴PPN001	031900573	China Inter-Bank Market	0.7568	101.3204	1.2888	100.0316	5.1897	AA(2)
2019-10-16	19顺德投资CP001	041900118	China Inter-Bank Market	0.4317	102.3869	2.2619	100.1250	3.6044	AA
2019-10-16	06华电债	068029	China Inter-Bank Market	1.6366	102.9062	1.5081	101.3981	3.2492	AAA
2019-10-16	17盐都国资MTN001	101758015	China Inter-Bank Market	2.6831	101.5473	1.9904	99.5570	6.4474	AA-
2019-10-16	19华融湘江银行CD108	111985682	China Inter-Bank Market	0.8470	97.3676	0.4816	96.8860	3.1919	AA＋
2019-10-16	18广开02	143739	Shanghai Stock Exchange	3.7678	103.2647	1.1031	102.1615	3.9345	AA＋
2019-10-16	15附息国债17	150017	Shanghai Stock Exchange	25.7799	105.6759	0.8672	104.8086	3.6503
2019-10-16	19河南29	157943	Shanghai Stock Exchange	9.8533	98.4284	0.4813	97.9471	3.5281	AAA
2019-10-16	16永兴银都债	1680083	China Inter-Bank Market	3.4372	81.7091	2.5215	79.1875	6.1591	AA-
2019-10-16	19进出01	190301	Commercial Bank Counter Market	0.2466	101.7657	1.8082	99.9575	2.5277

Date	Bond Name	Bond Code	Bond Property	Market	Maturity(Yrs)	Full Price(Mid-Day) (Yuan)	Accrued Interest (Mid-Day) (Yuan)	Net Price (Yuan)	YTM (%)	Modified Duration	Convexity	BPV	Recommendation	Full Price (End Day)(Yuan)	Accrued Interest (End Day) (Yuan)	Residual Principal(Yuan)	Absolute Liquidity Index	Position Percentile	Relative Liquidity Index	Relative Liquidity Reference Value	ChinaBond Market Implied Rating
2019-10-16	19海兴PPN001	031900573	PPNs	China Inter-Bank Market	0.7568	101.3204	1.2888	100.0316	5.1897	0.73	1.06	0.0074	recommend	101.3349	1.3033	100.0000	0.00	12.05	0.00	0.10	AA(2)
2019-10-16	19顺德投资CP001	041900118	Commercial Papers	China Inter-Bank Market	0.4317	102.3869	2.2619	100.1250	3.6044	0.43	0.36	0.0044	recommend	102.3977	2.2727	100.0000	0.00	12.05	0.00	0.10	AA
2019-10-16	06华电债	068029	Central Government Owned Enterprise Bonds	China Inter-Bank Market	1.6366	102.9062	1.5081	101.3981	3.2492	1.55	3.93	0.0159	recommend	102.9175	1.5194	100.0000	0.00	12.05	0.00	0.10	AAA
2019-10-16	17盐都国资MTN001	101758015	Medium-Term Notes	China Inter-Bank Market	2.6831	101.5473	1.9904	99.5570	6.4474	2.36	8.00	0.0239	recommend	101.5645	2.0075	100.0000	0.00	12.05	0.00	0.10	AA-
2019-10-16	19华融湘江银行CD108	111985682	Negotiable Certificates of Deposit	China Inter-Bank Market	0.8470	97.3676	0.4816	96.8860	3.1919	0.82	1.36	0.0080	recommend	97.3762	0.4902	96.8523	0.00	12.05	0.00	0.10	AA＋
2019-10-16	18广开02	143739	Corporate Bonds	Shanghai Stock Exchange	3.7678	103.2647	1.1031	102.1615	3.9345	1.67	4.42	0.0172	recommend	103.2777	1.1161	100.0000	0.00	7.06	0.00	0.10	AA＋
2019-10-16	15附息国债17	150017	Book-Entry Treasury Bonds	Shanghai Stock Exchange	25.7799	105.6759	0.8672	104.8086	3.6503	16.22	352.84	0.1714	recommend	105.6866	0.8779	100.0000	0.77	0.25	0.77	0.70
2019-10-16	19河南29	157943	Local Government Bonds	Shanghai Stock Exchange	9.8533	98.4284	0.4813	97.9471	3.5281	8.29	80.06	0.0816	recommend	98.4373	0.4902	100.0000	0.00	7.06	0.00	0.10	AAA
2019-10-16	16永兴银都债	1680083	Local Government Owned Enterprise Bonds	China Inter-Bank Market	3.4372	81.7091	2.5215	79.1875	6.1591	1.70	5.58	0.0139	recommend	81.7213	2.5338	80.0000	0.00	12.05	0.00	0.10	AA-
2019-10-16	19进出01	190301	Policy Bank Bonds	Commercial Bank Counter Market	0.2466	101.7657	1.8082	99.9575	2.5277	0.25	0.12	0.0025	recommend	101.7723	1.8148	100.0000	1.00		1.00	1.00

Legislation

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Instructions

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