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
2020-05-29	18信达地产PPN002	031800814	China Inter-Bank Market	1.5738	104.1552	2.5446	101.6106	3.4667	AA
2020-05-29	20大同煤矿CP002	042000051	China Inter-Bank Market	0.7322	101.0049	0.8568	100.1481	2.9679	AA
2020-05-29	07国电债	078024	China Inter-Bank Market	2.0574	109.2957	4.5529	104.7429	2.4369	AAA
2020-05-29	19中广核MTN001	101900365	China Inter-Bank Market	1.8082	102.8045	0.6808	102.1236	2.3334	AAA
2020-05-29	19北京银行CD116	111912116	China Inter-Bank Market	0.4590	99.2172	1.6775	97.5397	1.7188	AAA-
2020-05-29	14进出62	140362	China Inter-Bank Market	1.3197	107.0231	3.2656	103.7575	1.8829
2020-05-29	16内蒙古债07	1605211	Shanghai Stock Exchange	3.0055	106.7489	3.2919	103.4570	2.1107	AAA-
2020-05-29	20潍控01	166655	Shanghai Stock Exchange	4.8986	100.0750	0.7197	99.3553	8.0312	AA-
2020-05-29	16瀚瑞债02	1680327	Shanghai Stock Exchange	3.2568	81.2477	2.9727	78.2750	6.3451	AA-
2020-05-29	20贴现国债15	209915	Shanghai Stock Exchange	0.1068	99.8561	0.1634	99.6927	1.3488

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
2020-05-29	18信达地产PPN002	031800814	PPNs	China Inter-Bank Market	1.5738	104.1552	2.5446	101.6106	3.4667	0.56	0.64	0.0059	recommend	104.1715	2.5609	100.0000	0.00	11.28	0.00	0.10	AA
2020-05-29	20大同煤矿CP002	042000051	Commercial Papers	China Inter-Bank Market	0.7322	101.0049	0.8568	100.1481	2.9679	0.72	1.03	0.0072	recommend	101.0137	0.8656	100.0000	0.00	11.28	0.00	0.10	AA
2020-05-29	07国电债	078024	Central Government Owned Enterprise Bonds	China Inter-Bank Market	2.0574	109.2957	4.5529	104.7429	2.4369	1.88	5.56	0.0205	recommend	109.3089	4.5661	100.0000	0.00	11.28	0.00	0.10	AAA
2020-05-29	19中广核MTN001	101900365	Medium-Term Notes	China Inter-Bank Market	1.8082	102.8045	0.6808	102.1236	2.3334	1.73	4.73	0.0178	recommend	102.8142	0.6905	100.0000	0.00	0.00	0.00	1.00	AAA
2020-05-29	19北京银行CD116	111912116	Negotiable Certificates of Deposit	China Inter-Bank Market	0.4590	99.2172	1.6775	97.5397	1.7188	0.46	0.41	0.0045	recommend	99.2257	1.6860	96.8992	0.00	11.28	0.00	0.10	AAA-
2020-05-29	14进出62	140362	Policy Bank Bonds	China Inter-Bank Market	1.3197	107.0231	3.2656	103.7575	1.8829	1.25	2.84	0.0134	recommend	107.0362	3.2787	100.0000	0.02	5.69	1.48	1.00
2020-05-29	16内蒙古债07	1605211	Local Government Bonds	Shanghai Stock Exchange	3.0055	106.7489	3.2919	103.4570	2.1107	2.76	10.72	0.0295	recommend	106.7579	3.3010	100.0000	0.00	7.29	0.00	0.10	AAA-
2020-05-29	20潍控01	166655	Corporate Bonds	Shanghai Stock Exchange	4.8986	100.0750	0.7197	99.3553	8.0312	2.52	8.94	0.0252	recommend	100.0944	0.7392	100.0000	0.00	7.29	0.00	0.10	AA-
2020-05-29	16瀚瑞债02	1680327	Local Government Owned Enterprise Bonds	Shanghai Stock Exchange	3.2568	81.2477	2.9727	78.2750	6.3451	1.53	4.87	0.0124	recommend	81.2586	2.9836	80.0000	0.00	7.29	0.00	0.10	AA-
2020-05-29	20贴现国债15	209915	Book-Entry Treasury Bonds	Shanghai Stock Exchange	0.1068	99.8561	0.1634	99.6927	1.3488	0.11	0.02	0.0011	recommend	99.8592	0.1666	99.7140	0.00	7.29	0.00	0.10

Chinabond CCRE Credit Assets Valuation

for more indices

Date	Code	Short Name	Maturity(Yrs)	Full Price(Yuan)	Net Price(Yuan)	Accrued Interest(Yuan)	Yield to Maturity(%)	Residue Principal(Yuan)	Recommendation	Remarks
2020-05-29	01900035	19南京银行鑫众4号优先A3	1.6055	48.2937	48.1049	0.1888	3.3069	47.0800	Recommend	Based on the data of underlying assets
2020-05-29	01900035	19南京银行鑫众4号优先A3	4.6274	48.2937	48.1049	0.1888	3.3069	47.0800		Based on the data of underlying assets
2020-05-29	01900264	天风2019年第一期优先B	0.9918	102.1733	102.1240	0.0493	3.8620	100.0000	Recommend	Based on the data of underlying assets
2020-05-29	01900264	天风2019年第一期优先B	3.9945	102.1733	102.1240	0.0493	3.8620	100.0000		Based on the data of underlying assets
2020-05-29	01900265	天风2019年第一期优先C	1.2438	99.8229	99.7572	0.0658	8.4692	100.0000	Recommend	Based on the data of underlying assets
2020-05-29	01900265	天风2019年第一期优先C	3.9945	99.8229	99.7572	0.0658	8.4692	100.0000		Based on the data of underlying assets
2020-05-29	01900284	苏银金租融e租2019优先A2	0.6247	101.3902	100.7190	0.6712	3.0538	100.0000	Recommend	Based on the data of underlying assets
2020-05-29	01900284	苏银金租融e租2019优先A2	3.6247	101.3902	100.7190	0.6712	3.0538	100.0000		Based on the data of underlying assets
2020-05-29	01900263	天风2019年第一期优先A2	0.9918	101.0944	101.0509	0.0436	3.4961	100.0000	Recommend	Based on the data of underlying assets
2020-05-29	01900263	天风2019年第一期优先A2	3.9945	101.0944	101.0509	0.0436	3.4961	100.0000		Based on the data of underlying assets

Date	Code	Short Name	Originator	Coupon Rate(%)	Asset Credit Rating	Maturity(Yrs)	Maturity Type	Full Price(Yuan)	Net Price(Yuan)	Accrued Interest(Yuan)	Yield to Maturity(%)	Residue Principal(Yuan)	Recommendation	Remarks
2020-05-29	01900035	19南京银行鑫众4号优先A3	南京银行股份有限公司	6.1000	AAA	1.6055	Based on Expected Maturity Date	48.2937	48.1049	0.1888	3.3069	47.0800	Recommend	Based on the data of underlying assets
2020-05-29	01900035	19南京银行鑫众4号优先A3	南京银行股份有限公司	6.1000	AAA	4.6274	Based on Final Maturity Date	48.2937	48.1049	0.1888	3.3069	47.0800		Based on the data of underlying assets
2020-05-29	01900264	天风2019年第一期优先B	武汉众邦银行股份有限公司	6.0000	AA+	0.9918	Based on Expected Maturity Date	102.1733	102.1240	0.0493	3.8620	100.0000	Recommend	Based on the data of underlying assets
2020-05-29	01900264	天风2019年第一期优先B	武汉众邦银行股份有限公司	6.0000	AA+	3.9945	Based on Final Maturity Date	102.1733	102.1240	0.0493	3.8620	100.0000		Based on the data of underlying assets
2020-05-29	01900265	天风2019年第一期优先C	武汉众邦银行股份有限公司	8.0000	BBB	1.2438	Based on Expected Maturity Date	99.8229	99.7572	0.0658	8.4692	100.0000	Recommend	Based on the data of underlying assets
2020-05-29	01900265	天风2019年第一期优先C	武汉众邦银行股份有限公司	8.0000	BBB	3.9945	Based on Final Maturity Date	99.8229	99.7572	0.0658	8.4692	100.0000		Based on the data of underlying assets
2020-05-29	01900284	苏银金租融e租2019优先A2	苏银金融租赁股份有限公司	4.9000	AAA	0.6247	Based on Expected Maturity Date	101.3902	100.7190	0.6712	3.0538	100.0000	Recommend	Based on the data of underlying assets
2020-05-29	01900284	苏银金租融e租2019优先A2	苏银金融租赁股份有限公司	4.9000	AAA	3.6247	Based on Final Maturity Date	101.3902	100.7190	0.6712	3.0538	100.0000		Based on the data of underlying assets
2020-05-29	01900263	天风2019年第一期优先A2	武汉众邦银行股份有限公司	5.3000	AAA	0.9918	Based on Expected Maturity Date	101.0944	101.0509	0.0436	3.4961	100.0000	Recommend	Based on the data of underlying assets
2020-05-29	01900263	天风2019年第一期优先A2	武汉众邦银行股份有限公司	5.3000	AAA	3.9945	Based on Final Maturity Date	101.0944	101.0509	0.0436	3.4961	100.0000		Based on the data of underlying assets

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

1.Bond Valuation: 86-10-010-88170640/0641/0719/0622 Quality Control: 86-10-88170616, 86-21-80169828 2.For more details please visit ChinaBond Integrated Operation Platform, ChinaBond datagate and authorized data vendors. 3.Internet Explorer 11 or Google Chrome is recommended.