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
2020-01-23	19惠临投资PPN001	031900792	China Inter-Bank Market	2.7623	102.7324	1.7115	101.0210	6.8463	AA-
2020-01-23	19中原高速CP001	041900214	China Inter-Bank Market	0.3589	102.3381	2.2377	100.1004	3.1720	AA＋
2020-01-23	10附息国债09	100009	Shanghai Stock Exchange	10.2268	109.4854	1.0820	108.4034	2.9993
2020-01-23	17惠民建投MTN003B	101781004	China Inter-Bank Market	2.6776	102.4223	1.8442	100.5782	5.2428	AA(2)
2020-01-23	19华融湘江银行CD167	111973699	China Inter-Bank Market	0.0740	99.7866	0.5725	99.2141	2.8989	AA＋
2020-01-23	19安租05	151738	Shanghai Stock Exchange	3.4262	103.8647	2.7254	101.1393	4.2319	AAA-
2020-01-23	15涪陵交旅债	1580035	Shanghai Stock Exchange	2.0301	64.9934	3.8872	61.1062	4.7708	AA-
2020-01-23	16河南债26	1605552	Shanghai Stock Exchange	1.6803	100.9046	0.8184	100.0862	2.5027	AAA
2020-01-23	19进出02	190302	Commercial Bank Counter Market	0.1503	102.2908	2.1923	100.0985	1.8814
2020-01-23	19国投债01	1980371	China Inter-Bank Market	9.8825	101.9200	0.5122	101.4078	4.1820	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
2020-01-23	19惠临投资PPN001	031900792	PPNs	China Inter-Bank Market	2.7623	102.7324	1.7115	101.0210	6.8463	1.59	4.08	0.0164	recommend	102.7521	1.7311	100.0000	0.00	11.66	0.00	0.10	AA-
2020-01-23	19中原高速CP001	041900214	Commercial Papers	China Inter-Bank Market	0.3589	102.3381	2.2377	100.1004	3.1720	0.35	0.25	0.0036	recommend	102.3477	2.2473	100.0000	0.00	11.66	0.00	0.10	AA＋
2020-01-23	10附息国债09	100009	Book-Entry Treasury Bonds	Shanghai Stock Exchange	10.2268	109.4854	1.0820	108.4034	2.9993	8.38	83.18	0.0918	recommend	109.4962	1.0928	100.0000	0.00	8.20	0.00	0.10
2020-01-23	17惠民建投MTN003B	101781004	Medium-Term Notes	China Inter-Bank Market	2.6776	102.4223	1.8442	100.5782	5.2428	0.66	0.86	0.0067	recommend	102.4380	1.8598	100.0000	0.00	11.66	0.00	0.10	AA(2)
2020-01-23	19华融湘江银行CD167	111973699	Negotiable Certificates of Deposit	China Inter-Bank Market	0.0740	99.7866	0.5725	99.2141	2.8989	0.07	0.01	0.0007	recommend	99.7954	0.5813	99.1897	0.00	11.66	0.00	0.10	AA＋
2020-01-23	19安租05	151738	Corporate Bonds	Shanghai Stock Exchange	3.4262	103.8647	2.7254	101.1393	4.2319	1.33	3.09	0.0138	recommend	103.8777	2.7384	100.0000	0.00	8.20	0.00	0.10	AAA-
2020-01-23	15涪陵交旅债	1580035	Local Government Owned Enterprise Bonds	Shanghai Stock Exchange	2.0301	64.9934	3.8872	61.1062	4.7708	0.92	2.32	0.0060	recommend	65.0044	3.8982	60.0000	0.00	8.20	0.00	0.10	AA-
2020-01-23	16河南债26	1605552	Local Government Bonds	Shanghai Stock Exchange	1.6803	100.9046	0.8184	100.0862	2.5027	1.61	4.21	0.0163	recommend	100.9116	0.8254	100.0000	0.00	8.20	0.00	0.10	AAA
2020-01-23	19进出02	190302	Policy Bank Bonds	Commercial Bank Counter Market	0.1503	102.2908	2.1923	100.0985	1.8814	0.15	0.04	0.0015	recommend	102.2979	2.1993	100.0000	1.00		1.00	1.00
2020-01-23	19国投债01	1980371	Central Government Owned Enterprise Bonds	China Inter-Bank Market	9.8825	101.9200	0.5122	101.4078	4.1820	7.88	77.16	0.0803	recommend	101.9319	0.5242	100.0000	0.00	11.66	0.00	0.10	AAA

Legislation

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Instructions

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