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
2019-12-12	19兰州城投PPN007	031900622	China Inter-Bank Market	2.6694	102.6753	1.6266	101.0488	4.4847	AA
2019-12-12	19溧水商贸CP001	041900015	China Inter-Bank Market	0.0932	105.4020	5.2597	100.1423	4.0534	AA-
2019-12-12	10附息国债26	100026	Shanghai Stock Exchange	20.6793	107.8764	1.2698	106.6066	3.5078
2019-12-12	15中冶MTN001	101564017	China Inter-Bank Market	0.4754	103.8589	2.9902	100.8687	3.7288	AAA-
2019-12-12	19厦门国际银行CD147	111984998	China Inter-Bank Market	0.6721	97.8426	1.0167	96.8259	3.2806	AA＋
2019-12-12	14内江投资债	1480236	Shanghai Stock Exchange	1.3661	42.9696	2.0259	40.9437	5.0617	AA(2)
2019-12-12	14中国有色债01	1480396	China Inter-Bank Market	4.5683	111.5615	2.6981	108.8634	4.0769	AA＋
2019-12-12	19武经01	151332	Shanghai Stock Exchange	4.2869	105.7092	3.9934	101.7158	5.3506	AA(2)
2019-12-12	17农发06	170406	Commercial Bank Counter Market	12.2568	109.0906	3.3071	105.7835	3.8476
2019-12-12	17安徽债11	1705546	Shenzhen Stock Exchange	2.9399	103.8640	0.2555	103.6086	2.9493	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
2019-12-12	19兰州城投PPN007	031900622	PPNs	China Inter-Bank Market	2.6694	102.6753	1.6266	101.0488	4.4847	2.42	8.38	0.0249	recommend	102.6888	1.6400	100.0000	0.00	12.01	0.00	0.10	AA
2019-12-12	19溧水商贸CP001	041900015	Commercial Papers	China Inter-Bank Market	0.0932	105.4020	5.2597	100.1423	4.0534	0.09	0.02	0.0010	recommend	105.4179	5.2756	100.0000	0.00	12.01	0.00	0.10	AA-
2019-12-12	10附息国债26	100026	Book-Entry Treasury Bonds	Shanghai Stock Exchange	20.6793	107.8764	1.2698	106.6066	3.5078	14.12	256.88	0.1523	recommend	107.8871	1.2805	100.0000	0.00	7.33	0.00	0.10
2019-12-12	15中冶MTN001	101564017	Medium-Term Notes	China Inter-Bank Market	0.4754	103.8589	2.9902	100.8687	3.7288	0.47	0.44	0.0049	recommend	103.8744	3.0057	100.0000	0.00	12.01	0.00	0.10	AAA-
2019-12-12	19厦门国际银行CD147	111984998	Negotiable Certificates of Deposit	China Inter-Bank Market	0.6721	97.8426	1.0167	96.8259	3.2806	0.66	0.86	0.0064	recommend	97.8510	1.0251	96.8992	0.00	12.01	0.00	0.10	AA＋
2019-12-12	14内江投资债	1480236	Local Government Owned Enterprise Bonds	Shanghai Stock Exchange	1.3661	42.9696	2.0259	40.9437	5.0617	0.80	1.62	0.0034	recommend	42.9783	2.0346	40.0000	0.00	7.33	0.00	0.10	AA(2)
2019-12-12	14中国有色债01	1480396	Central Government Owned Enterprise Bonds	China Inter-Bank Market	4.5683	111.5615	2.6981	108.8634	4.0769	3.88	20.03	0.0433	recommend	111.5786	2.7152	100.0000	0.00	12.01	0.00	0.10	AA＋
2019-12-12	19武经01	151332	Corporate Bonds	Shanghai Stock Exchange	4.2869	105.7092	3.9934	101.7158	5.3506	2.04	6.30	0.0215	recommend	105.7245	4.0087	100.0000	0.00	7.33	0.00	0.10	AA(2)
2019-12-12	17农发06	170406	Policy Bank Bonds	Commercial Bank Counter Market	12.2568	109.0906	3.3071	105.7835	3.8476	9.14	107.50	0.0998	recommend	109.1028	3.3193	100.0000	1.00		1.00	1.00
2019-12-12	17安徽债11	1705546	Local Government Bonds	Shenzhen Stock Exchange	2.9399	103.8640	0.2555	103.6086	2.9493	2.74	10.35	0.0285	recommend	103.8756	0.2671	100.0000	0.00	9.36	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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