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
2019-08-23	14武进发PPN002	031490769	China Inter-Bank Market	0.0329	107.5466	7.4468	100.0998	4.3385	AA(2)
2019-08-23	19北部湾CP001	041900175	China Inter-Bank Market	0.6721	101.2012	1.2328	99.9684	3.7618	AA(2)
2019-08-23	17西安高新MTN002	101758010	China Inter-Bank Market	7.5820	105.8485	2.2490	103.5995	4.7614	AA＋
2019-08-23	18包商银行CD355	111872736	China Inter-Bank Market	0.3452	98.8338	2.8197	96.0141	3.4181	AA-
2019-08-23	11国网债01	1180177	Shanghai Stock Exchange	2.2932	107.6099	3.6332	103.9767	3.3029	AAA＋
2019-08-23	14农发42	140442	China Inter-Bank Market	1.9126	104.5691	0.4608	104.1083	3.0235
2019-08-23	16宜居01	145014	Shanghai Stock Exchange	0.1014	103.6320	3.7113	99.9206	4.7408	AA(2)
2019-08-23	14首开债01	1480013	Shanghai Stock Exchange	1.3973	43.0925	1.7335	41.3591	3.2382	AA＋
2019-08-23	16附息国债19	160019	Shenzhen Stock Exchange	26.9973	94.8929	0.0089	94.8840	3.5667
2019-08-23	19上海债04	1905230	China Inter-Bank Market	2.8197	101.0295	0.5807	100.4489	3.0488	AAA

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	Weighted Average Full Price of Settlement(Yuan)	Weighted Average Net Price of Settlement(Yuan)	YTM on Weighted Average Full Price of Settlement (%)	Modified Duration on Weighted Average Full Price of Settlement	BPV on Weighted Average Full Price of Settlement	Recommendation	Rate Convexity on Weighted Average Full Price of Settlement	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
2019-08-23	14武进发PPN002	031490769	PPNs	China Inter-Bank Market	0.0329	107.5466	7.4468	100.0998	4.3385	0.03	0.00	0.0004						recommend		107.5677	7.4679	100.0000	0.00	12.12	0.00	0.10	AA(2)
2019-08-23	19北部湾CP001	041900175	Commercial Papers	China Inter-Bank Market	0.6721	101.2012	1.2328	99.9684	3.7618	0.66	0.86	0.0066						recommend		101.2115	1.2431	100.0000	0.00	12.12	0.00	0.10	AA(2)
2019-08-23	17西安高新MTN002	101758010	Medium-Term Notes	China Inter-Bank Market	7.5820	105.8485	2.2490	103.5995	4.7614	2.34	7.96	0.0248						recommend		105.8632	2.2637	100.0000	0.00	12.12	0.00	0.10	AA＋
2019-08-23	18包商银行CD355	111872736	Negotiable Certificates of Deposit	China Inter-Bank Market	0.3452	98.8338	2.8197	96.0141	3.4181	0.34	0.23	0.0034						recommend		98.8456	2.8315	95.6938	0.00	12.12	0.00	0.10	AA-
2019-08-23	11国网债01	1180177	Central Government Owned Enterprise Bonds	Shanghai Stock Exchange	2.2932	107.6099	3.6332	103.9767	3.3029	2.08	6.56	0.0224						recommend		107.6240	3.6473	100.0000	0.05	5.45	0.05	0.10	AAA＋
2019-08-23	14农发42	140442	Policy Bank Bonds	China Inter-Bank Market	1.9126	104.5691	0.4608	104.1083	3.0235	1.81	5.07	0.0189	104.8032	104.3424	2.9000	1.81	0.0190	recommend	5.08	104.5835	0.4752	100.0000	0.70	0.00	41.42	1.00
2019-08-23	16宜居01	145014	Corporate Bonds	Shanghai Stock Exchange	0.1014	103.6320	3.7113	99.9206	4.7408	0.10	0.02	0.0010						recommend		103.6433	3.7227	100.0000	0.00	9.05	0.00	0.10	AA(2)
2019-08-23	14首开债01	1480013	Local Government Owned Enterprise Bonds	Shanghai Stock Exchange	1.3973	43.0925	1.7335	41.3591	3.2382	0.85	1.77	0.0036						recommend		43.1004	1.7414	40.0000	0.00	9.05	0.00	0.10	AA＋
2019-08-23	16附息国债19	160019	Book-Entry Treasury Bonds	Shenzhen Stock Exchange	26.9973	94.8929	0.0089	94.8840	3.5667	17.55	405.00	0.1666						recommend		94.9018	0.0178	100.0000	0.00	8.92	0.00	0.10
2019-08-23	19上海债04	1905230	Local Government Bonds	China Inter-Bank Market	2.8197	101.0295	0.5807	100.4489	3.0488	2.65	9.71	0.0267						recommend		101.0383	0.5895	100.0000	0.00	12.12	0.00	0.10	AAA

Legislation

Any institution or individual who intends to use ChinaBond Pricing Data Products to develop deductive 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: Wang Han(021-60813514/wanghana@chinabond.com.cn),Dong Jingyu(021-60813513/dongjy@chinabond.com.cn）.

Instructions

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