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
2019-05-17	17乌经开建PPN001	031767022	China Inter-Bank Market	1.2932	105.5855	4.5945	100.9910	5.6532	AA(2)
2019-05-17	18潞煤化CP001	041800373	China Inter-Bank Market	0.4329	104.0648	3.8564	100.2084	6.0718	AA-
2019-05-17	16吉林交投MTN001	101664057	China Inter-Bank Market	0.3671	100.6122	2.9365	97.6757	10.9045	A＋
2019-05-17	19颍淮农商行CD053	111997836	China Inter-Bank Market	0.5041	98.3361	0.0000	98.3361	3.3657	AA-
2019-05-17	13国网债03	1380318	China Inter-Bank Market	1.4356	106.0844	3.1041	102.9803	3.3238	AAA＋
2019-05-17	18招商G2	143626	Shanghai Stock Exchange	1.0712	105.8957	4.4395	101.4562	3.3681	AAA-
2019-05-17	14虞城建债	1480441	China Inter-Bank Market	2.2247	65.1761	3.1634	62.0127	3.8932	AA(2)
2019-05-17	15国开18	150218	China Inter-Bank Market	6.3178	101.9653	2.5514	99.4139	3.8435
2019-05-17	16江苏债09	1605229	Shenzhen Stock Exchange	0.0767	102.5353	2.5021	100.0332	2.2210	AAA
2019-05-17	19贴现国债06	199906	Shanghai Stock Exchange	0.0082	99.9850	0.4806	99.5044	1.8218

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
2019-05-17	17乌经开建PPN001	031767022	PPNs	China Inter-Bank Market	1.2932	105.5855	4.5945	100.9910	5.6532	1.17	2.52	0.0123						recommend		105.6034	4.6123	100.0000	0.00	11.97	0.00	0.10	AA(2)
2019-05-17	18潞煤化CP001	041800373	Commercial Papers	China Inter-Bank Market	0.4329	104.0648	3.8564	100.2084	6.0718	0.42	0.36	0.0044						recommend		104.0835	3.8751	100.0000	0.00	11.97	0.00	0.10	AA-
2019-05-17	16吉林交投MTN001	101664057	Medium-Term Notes	China Inter-Bank Market	0.3671	100.6122	2.9365	97.6757	10.9045	0.35	0.25	0.0036						recommend		100.6249	2.9493	100.0000	0.00	11.97	0.00	0.10	A＋
2019-05-17	19颍淮农商行CD053	111997836	Negotiable Certificates of Deposit	China Inter-Bank Market	0.5041	98.3361	0.0000	98.3361	3.3657	0.49	0.49	0.0049						recommend		98.3448	0.0087	98.4083					AA-
2019-05-17	13国网债03	1380318	Central Government Owned Enterprise Bonds	China Inter-Bank Market	1.4356	106.0844	3.1041	102.9803	3.3238	1.34	3.14	0.0142						recommend		106.0995	3.1192	100.0000	0.00	0.00	0.00	1.00	AAA＋
2019-05-17	18招商G2	143626	Corporate Bonds	Shanghai Stock Exchange	1.0712	105.8957	4.4395	101.4562	3.3681	0.99	1.99	0.0105						recommend		105.9088	4.4526	100.0000	0.05	5.22	0.05	0.10	AAA-
2019-05-17	14虞城建债	1480441	Local Government Owned Enterprise Bonds	China Inter-Bank Market	2.2247	65.1761	3.1634	62.0127	3.8932	1.12	2.93	0.0073						recommend		65.1873	3.1746	60.0000	0.00	11.97	0.00	0.10	AA(2)
2019-05-17	15国开18	150218	Policy Bank Bonds	China Inter-Bank Market	6.3178	101.9653	2.5514	99.4139	3.8435	5.39	36.75	0.0550	101.9223	99.3709	3.8513	5.39	0.0550	recommend	36.75	101.9756	2.5616	100.0000	1.00	0.00	145.68	1.00
2019-05-17	16江苏债09	1605229	Local Government Bonds	Shenzhen Stock Exchange	0.0767	102.5353	2.5021	100.0332	2.2210	0.08	0.01	0.0008						recommend		102.5427	2.5095	100.0000	0.00	9.79	0.00	0.10	AAA
2019-05-17	19贴现国债06	199906	Book-Entry Treasury Bonds	Shanghai Stock Exchange	0.0082	99.9850	0.4806	99.5044	1.8218	0.01	0.00	0.0001						recommend		99.9905	0.4861	99.5030	0.00	8.43	0.00	0.10

Legislation

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Instructions

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