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
2019-06-26	16南通汽运PPN001	031672024	China Inter-Bank Market	0.0822	104.5989	4.5799	100.0190	4.5493	AA(2)
2019-06-26	19溧水商贸CP001	041900015	China Inter-Bank Market	0.5562	103.0253	2.5742	100.4510	4.8425	AA-
2019-06-26	06华润债	068008	Commercial Bank Counter Market	1.6967	102.1057	1.2283	100.8774	3.4993	AAA
2019-06-26	13华信资产MTN001	101373002	China Inter-Bank Market	1.3096	106.0513	5.3852	100.6661	7.2008	AA-
2019-06-26	11附息国债02	110002	Shanghai Stock Exchange	1.5663	103.4665	1.7088	101.7577	2.7843
2019-06-26	19广东华兴银行CD032	111995515	China Inter-Bank Market	0.8060	97.2279	0.6106	96.6173	3.5374	AA
2019-06-26	18鲁钢02	150802	Shanghai Stock Exchange	2.3425	104.8491	4.2674	100.5817	5.3774	AA
2019-06-26	16农发09	160409	China Inter-Bank Market	11.6712	100.7494	1.2986	99.4508	4.0080
2019-06-26	16珠海汇华债	1680268	Shanghai Stock Exchange	4.0027	104.5237	4.6871	99.8366	4.7894	AA(2)
2019-06-26	18广东定向01	1806046	China Inter-Bank Market	1.7951	101.9546	0.8320	101.1226	3.3984	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	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
2019-06-26	16南通汽运PPN001	031672024	PPNs	China Inter-Bank Market	0.0822	104.5989	4.5799	100.0190	4.5493	0.08	0.01	0.0009	recommend	104.6126	4.5935	100.0000	0.00	11.66	0.00	0.10	AA(2)
2019-06-26	19溧水商贸CP001	041900015	Commercial Papers	China Inter-Bank Market	0.5562	103.0253	2.5742	100.4510	4.8425	0.54	0.59	0.0056	recommend	103.0412	2.5901	100.0000	0.00	11.66	0.00	0.10	AA-
2019-06-26	06华润债	068008	Central Government Owned Enterprise Bonds	Commercial Bank Counter Market	1.6967	102.1057	1.2283	100.8774	3.4993	1.60	4.15	0.0164	recommend	102.1167	1.2393	100.0000	1.00		1.00	1.00	AAA
2019-06-26	13华信资产MTN001	101373002	Medium-Term Notes	China Inter-Bank Market	1.3096	106.0513	5.3852	100.6661	7.2008	1.15	2.47	0.0122	recommend	106.0726	5.4066	100.0000	0.00	11.66	0.00	0.10	AA-
2019-06-26	11附息国债02	110002	Book-Entry Treasury Bonds	Shanghai Stock Exchange	1.5663	103.4665	1.7088	101.7577	2.7843	1.49	3.01	0.0154	recommend	103.4773	1.7197	100.0000	0.00	8.82	0.00	0.10
2019-06-26	19广东华兴银行CD032	111995515	Negotiable Certificates of Deposit	China Inter-Bank Market	0.8060	97.2279	0.6106	96.6173	3.5374	0.78	1.23	0.0076	recommend	97.2365	0.6192	96.8523	0.00	11.66	0.00	0.10	AA
2019-06-26	18鲁钢02	150802	Corporate Bonds	Shanghai Stock Exchange	2.3425	104.8491	4.2674	100.5817	5.3774	0.34	0.23	0.0035	recommend	104.8669	4.2852	100.0000	0.00	8.82	0.00	0.10	AA
2019-06-26	16农发09	160409	Policy Bank Bonds	China Inter-Bank Market	11.6712	100.7494	1.2986	99.4508	4.0080	9.08	103.01	0.0915	recommend	100.7602	1.3095	100.0000	0.11	0.00	6.36	1.00
2019-06-26	16珠海汇华债	1680268	Local Government Owned Enterprise Bonds	Shanghai Stock Exchange	4.0027	104.5237	4.6871	99.8366	4.7894	1.74	6.51	0.0182	recommend	104.5366	4.7000	100.0000	0.00	8.82	0.00	0.10	AA(2)
2019-06-26	18广东定向01	1806046	Local Government Bonds	China Inter-Bank Market	1.7951	101.9546	0.8320	101.1226	3.3984	1.70	4.56	0.0173	recommend	101.9656	0.8431	100.0000	0.00	11.66	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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