Catalog of ChinaBond Information Products
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1 Catalog of ChinaBond Information Products (As March of 2015) Classification 1.ChinaBond Yield Curve Name Yield to maturity Yield Curve Type Spot rate Forward yield to maturity Forward spot rate Fixed-rate local government bond yield curve Fixed rate Ministry of Railways Fixed rate Ministry of Railways (tax deduction) Exchange fixed-rate treasury bond Central bank bill Inter-bank corporate bond (R07D_2W) floating-rate spread yield curve(aaa) Inter-bank floating rate corporate bond (Shibor_1W_120D) spread yield curve (AAA) Inter-bank corporate bond floating-rate (SHIBOR_3M_5D) spread (AAA) Inter-bank subordinated bond of commercial bank floating-rate spread yield curve (1y-AA) Inter-bank subordinated bond of commercial bank floating-rate spread yield curve (1y-AA+) Inter-bank subordinated bond of commercial bank floating-rate spread yield curve (1y-AAA) Inter-bank subordinated bond of commercial bank floating rate spread Field Yield Curve Type (4):Yield to maturity, Spot rate, Forward yield to maturity, Forward spot rate Specific Index(10): Curve name, Curve type, Date, Standard term, Yield(%), N(Year), K(Year), Term description, Reference rate of the evaluation date(%), Yield curve value(%)
2 yield curve (Shibor_3M_5D-AA) Inter-bank financial bond of commercial bank floating-rate spread yield curve (1y-AA) Inter-bank financial bond of commercial bank floating-rate spread yield curve (1y-AA+) Inter-bank financial bond of commercial bank floating-rate spread yield curve (1y-AAA) Inter-bank financial bond of commercial bank floating-rate spread yield curve (Shibor_3M_5D-AAA) Inter-bank commercial paper¬es floating-rate spread (1y-A-) Inter-bank commercial paper¬es floating-rate spread (1y-AA) Inter-bank commercial paper¬es floating-rate spread (1y-AA-) Inter-bank commercial paper¬es floating-rate spread (1y-AA+) Inter-bank commercial paper¬es floating-rate spread (1y-AAA) Inter-bank commercial paper¬es floating-rate(shibor_1y_20d) spread yield curve(aa+) Inter-bank commercial paper¬es floating-rate(shibor_1y_20d) spread yield curve(aaa) Inter-bank floating rate ABS spread yield curve(1y-a) Inter-bank floating rate ABS spread yield curve(r07d_1m-a) Inter-bank floating rate ABS spread yield curve(r07d_1m-aa) Inter-bank floating rate ABS spread yield curve(r07d_1m-aaa) Inter-bank floating rate ABS spread yield curve (1y-AAA) Inter-bank floating rate ABS spread yield curve(1y-bbb) Inter-bank fixed-rate treasury bond Inter-bank subordinated bond of commercial bank fixed-rate yield curve (A) Inter-bank subordinated bond of commercial bank fixed-rate yield curve
3 (A-) Inter-bank subordinated bond of commercial bank fixed-rate yield curve (A+) Inter-bank subordinated bond of commercial bank fixed-rate yield curve (AA) Inter-bank subordinated bond of commercial bank fixed-rate yield curve (AA-) Inter-bank subordinated bond of commercial bank fixed-rate yield curve (AA+) Inter-bank subordinated bond of commercial bank fixed-rate yield curve (AAA) Inter-bank subordinated bond of commercial bank fixed-rate yield curve (BBB+) Inter-bank financial bond of commercial bank fixed-rate yield curve (A +) Inter-bank financial bond of commercial bank fixed-rate yield curve (AA) Inter-bank financial bond of commercial bank fixed-rate yield curve (AA-) Inter-bank financial bond of commercial bank fixed-rate yield curve (AA+) Inter-bank financial bond of commercial bank fixed-rate yield curve (AAA) Inter-bank fixed-rate policy bank bond(china Development Bank) Inter-bank fixed-rate policy bank bond Inter-bank fixed rate ABS yield curve(aa+) Inter-bank fixed rate ABS yield curve(aaa) Inter-bank policy bank bond floating-rate spread (1y)
4 Inter-bank policy bank bond floating-rate spread (R07D_2W) Inter-bank policy bank bond floating-rate spread (SHIBOR_3M_5D) Inter-bank Commerical Paper&Notes (A) Inter-bank Commercial Paper&Notes (A-) Inter-bank Commercial Paper&Notes (A+) Inter-bank Commercial Paper&Notes (AA) Inter-bank Commercial Paper&Notes (AA-) Inter-bank Commercial Paper&Notes (AA+) Inter-bank CP&Notes (AAA) Inter-bank Commerical Paper&Notes(AAA-) Inter-bank CP&Notes (Top Tier AAA) China fixed-rate treasury bond ChinaBond Urban Construction Bond Yield Curve (AA(2)) ChinaBond Urban Construction Bond Yield Curve (AA) ChinaBond Urban Construction Bond Yield Curve (AA-) ChinaBond Urban Construction Bond Yield Curve (AA+) ChinaBond Urban Construction Bond Yield Curve (AAA) ChinaBond Floating-Rate Urban Construction Bond (SHIBOR-1Y-10D) Spread Curve (AA+) ChinaBond Floating-Rate Corporate Bond (Depo-1Y) Spread Curve (AAA) ChinaBond Corporate Bond Yield Curve (A) ChinaBond Corporate Bond Yield Curve (A-) ChinaBond Corporate Bond Yield Curve (A+) ChinaBond Corporate Bond Yield Curve (AA) ChinaBond Corporate Bond Yield Curve (AA-) ChinaBond Corporate Bond Yield Curve (AA+) ChinaBond Corporate Bond Yield Curve (AAA)
5 ChinaBond Corporate Bond Yield Curve (AAA-) ChinaBond Corporate Bond Yield Curve (B) ChinaBond Corporate Bond Yield Curve (BB) ChinaBond Corporate Bond Yield Curve (BBB) ChinaBond Corporate Bond Yield Curve (BBB+) ChinaBond Corporate Bond Yield Curve (CC) ChinaBond Corporate Bond Yield Curve (CCC)
6 Classification Name Field Treasury Bonds 2.ChinaBond Valuation Central Bank Bills Policy Bank Bonds Commercial Bank Bonds State-owned Corporate Bonds Local Corporate Bonds Collective Bonds Non-Bank Financial Institution Bonds Local Government Bonds Asset-backed Securities/Mortgage-backed Securities Middle Term Notes Securities Company Bonds Securities Company Commercial Papers Commercial Papers Collective Notes Government Supporting Institution Bonds Super&Short Commercial Papers Corporate Bonds SME Collective Notes SME Private Bonds Private Placement Notes Asset-backed Notes Insurance Company Subordinated Bonds AMC Bonds Separatable Convertible Bonds Certificate Deposits Basic Indicators(5):Bond Name, Bond ID, Valuation Date, Trading Market, Time to Maturity Price Indicators(9):Estimated full price during the day, Accrued Interest during the day, Estimated clear price, Weighted average full price of settlement, Weighted average clean price of settlement, Recommendation, Estimated full price at the end of the day, Accrued Interest at the end of the day, Principal Outstanding Yield Indicators(3):Estimated yield to maturity, Yield to Maturity of floater's spread, Yield to maturity on weighted average full price of settlement Risk Indicators(18):Estimated modified duration, Estimated convexity, Estimated price value of a basic point, Estimated modified duration of floater's spread, Estimated convexity of floater's spread, Modified Duration of Floater' reference rate, Convexity of floater's reference rate, Modified duration on weighted average full price of settlement, Convexity on weighted average full price of settlement, Price value of a basic point on weighted average full price of settlement, Modified duration of floater's spread on weighted average full price of settlement, Convexity of floater's spread on weighted average full price of settlement, Modified duration of Floater's reference rate on weighted average full price of settlement, Convexity of Floater's reference rate on weighted average full price of settlement
7 International Institution Bonds Tier 2 capital instruments Preferred Stocks
8 Classification Name Field ChinaBond Central Bank Paper index 3.ChinaBond Index ChinaBond CDB bond index ChinaBond Composite Index ChinaBond commercial paper Index ChinaBond Central Bank Paper 50 Index ChinaBond Commercial Paper 50 index ChinaBond Corporate Bond Index ChinaBond Aggregate Index ChinaBond Fixed Rate Index ChinaBond Floating Rate Index ChinaBond Treasury Bond Aggregate Index ChinaBond Short-Middle Term Index ChinaBond Long Term Index ChinaBond Interbank Aggregate Index ChinaBond Exchange Treasury Bond Index ChinaBond Fixed Rate Treasury Bond Index ChinaBond Finance Bond Aggregate Index ChinaBond Fixed Rate Finance Bond Index ChinaBond Floating Rate Finance Bond Index ChinaBond Interbank Treasury Bond Index ChinaBond 7-year Treasury Bond Index Inter-Bank Fix-rate Corporate Bond Index ChinaBond Commercial Paper (AA) Index ChinaBond money market fund investable bond index ChinaBond commercial bank bond index Chinabond High Grade Bond Index Indicators(20): Date, Index Name, Term, Total Return Index, Full Price Index, Net Price Index, Cap-weighted Duration, Average Duration, Cap-weighted Convexity, Average Convexity, Average YTM (%),Cap-weighted BPV, Cap-weighted Maturity (Yrs), Cap-weighted Coupon Rate (%), Market Value Outstanding(100Million), Total Return Index Change (%), Full Price Index Change(%), Net Price Index Change(%), Cap-weighted YTM (%), and Settlement Volume(100Million) Constituents(22): Date, Index Name, Term Type, ChinaBond ID, Bond Name, Market, Full Price, Net Price, Accrued Interest, Change(%),Maturity(Yrs), YTM(%), Spread(%), Modified Duration, Rate Convexity, Spread Convexity, BPV, Index Weight(%),Bond Code
9 China Medium Term Notes Index ChinaBond New Composite Index ChinaBond New Medium Notes Index ChinaBond Credit Bond Index ChinaBond New High Grade Bond Index ChinaBond 5-Year Treasury Bond Index ChinaBond Company Credit Bond Index ChinaBond 2012-Issuing Bond Index ChinaBond High Grade Medium Term Notes Index ChinaBond 5-Year Finance Bond Index ChinaBond CBIC Bond Index ChinaBond High Yield Medium Term Notes Index ChinaBond New High Grade Corporate Bond Index ChinaBond High Yield Corporate Bond Index ChinaBond Corporate Bond(AA-)Index ChinaBond Corporate Bond(AA)Index ChinaBond Corporate Bond(AAA)Index ChinaBond Corporate Bond(AA+)Index ChinaBond 2013-Issuing Bond Index ChinaBond Local Government Bond Index ChinaBond China High Quality Bond Index Classification Name Field 4.ChinaBond VaR All Bonds Holding Period: 1 day, 5 days, 10 days Significance: 95%, 99% Indicators: Calculation Date, Holding Period, Significance, ChinaBond ID, Bond Name, Market, VaR, CVaR
10 Classification Name Field 5.Bond Information Bond Information Inquiry Payment & Redemption Information Inquiry Option Inquiry Bond Additional Issue Inquiry Bond Abbreviation, Bond Code, Issue Date, Actual Issue Size (100,000,000 yuan), Type of Interest Rate, Payment Frequency (month), Coupon Rate(%), Value Date, Maturity Date, Listing Date, Total Number of Issues, Term to Maturity, Base Rate Spread (%), Current Base Rate (%), First Tranfer Date, Issue Fee Rate (%), Redemption Fee Rate (%), Issue Price (yuan), Indicative Yield (%), Option Type, Remarks, ISIN Code, Bond Credit Rating, Bond Credit Rating Agency, Corporate Credit Rating, Corporate Credit Rating Agency, Bond Name, Bond Type, Expected Issue Size (100,000,000 yuan), Circulative or not, Trading Market, Initial Issue Market, Issuer, Floating Rate Base, Remaining Principal (yuan) Bond Code, Bond Type, Issuer, Type of Interest Rate, Payment Period, Payment Date, Current Coupon Rate (%), Base Rate (%), Spread (%), Total Interst Payment (100,000,000 yuan), Redemption Date, Remaining Principal (yuan) Bond Code, Bond Type, Issuer, Type of Interest Rate, Option Number, First Exercise Date, Last Exercise Date, Call Date, Exercise Price, Coupon Rate (%), Coupon Rate afer Excersice (%), Option Type Bond Code, Bond Type, Issuer, Issue Date, Type of Interest Rate, Total Number of Issues, Issue Size (100,000,000 yuan), Listing Date
11 Classification Name Field 6.Settlement Quotation Current Bond Settlement Quotation (Full Price) Current Bond Settlement Quotation (Dirty Price) Pledge-style Repo Quotation Bond Abbreviation, Bond Code, Type of Interest Rate, Last Period Average Price (yuan), Period Beginning Settlement Price (yuan), Maximum Settlement Price (yuan), Minimum Settlement Price (yuan), Period Ending Settlement Price (yuan), Change (%),Current Period Average Price (yuan), End-of-period Accrued Interest, Average Clean Price (yuan), Principal Amount (10,000 yuan), Face Value Amount (10,000 yuan), Trading Amount (10,000 yuan), Years to Maturity, Average Annual Yield (%), Settlement Number, Average Settle Amount (10,000 yuan), ISIN Code, Chinabond Valuation (Clean Price) on Previous Day, Chinabond Valuation (Dirty Price) on Previous Day Bond Abbreviation, Bond Code, Type of Interest Rate, Last Period Average Price (yuan), Period Beginning Settlement Price (yuan), Maximum Settlement Price (yuan), Minimum Settlement Price (yuan), Period Ending Settlement Price (yuan), Change (%),Current Period Average Price (yuan), End-of-period Accrued Interest, Average Dirty Price (yuan), Principal Amount (10,000 yuan), Face Value Amount (10,000 yuan), Trading Amount (10,000 yuan), Years to Maturity, Average Annual Yield (%), Settlement Number, Average Settle Amount (10,000 yuan), ISIN Code, Chinabond Valuation (Clean Price) on Previous Day, Chinabond Valuation (Dirty Price) on Previous Day Repo Type, Last Period Average Rate (%),Period Beginning Rate (%),Maximum Rate (%),Minimum Rate (%),Period Ending Rate (%),Change (%),Current Period, Principal Amount (10,000 yuan), Face Value Amount (10,000 yuan), Trading Amount (10,000 yuan), Settlement Number, Average Settle Amount (10,000 yuan)
12 Buyout Repo Quotation Real-time Market Statistics Bond Type Price in Buyout Repo Duration Type Rate in Buyout Repo Duration Type Price in Buyout Repo Repo Time Limit, Last Period Average Rate (%), Maximum Rate (%), Minimum Rate (%), Latest Yield(%), Average Yield of Today(%), Change (%), Principal Amount (10,000 yuan), Face Value Amount (10,000 yuan), Trading Amount (10,000 yuan), Trading Number, Average Settle Amount (10,000 yuan) Trading Type, Principal Amount (100,000,000 yuan), Face Value Amount (100,000,000 yuan), Trading Amount (100,000,000 yuan), Trading Number Bond Code, Bond Name, Last Period Average Initial Settlement Price (yuan), Maximum Initial Settlement Price (yuan), Minimum Initial Settlement Price (yuan), End-of-period Average Initial Settlement Price (yuan), Current Period Average Initial Settlement Price (yuan), Initial Settlement Price Change (%), Embedded Time Limit, Current Period Average Repo Rate (%), Principal Amount (10,000 yuan), Face Value Amount (10,000 yuan), Trading Amount (10,000 yuan), Settlement Number, Average Settle Amount (10,000 yuan) Repo Type, Last Period Average Rate (%), Maximum Rate (%), Minimum Rate (%), Period Ending Rate (%), Current Period, Change (%), Embedded Time Limit, Principal Amount (10,000 yuan), Face Value Amount (10,000 yuan), Trading Amount (10,000 yuan), Settlement Number, Average Settle Amount (10,000 yuan), Settlement Duration Bond Code, Repo Type, Last Period Average Initial Settlement Price (yuan), Maximum Initial Settlement Price (yuan), Minimum Initial Settlement Price (yuan), End-of-period Average Initial Settlement Price (yuan), Current Period Average Initial Settlement Price (yuan), Initial Settlement Price Change (%), Embedded Time Limit, Current Period Average Repo Rate (%), Principal Amount (10,000 yuan), Face
13 Value Amount (10,000 yuan), Trading Amount (10,000 yuan), Settlement Number, Average Settle Amount (10,000 yuan)
14 Classification Name Field 7.Statistical Reports Bond Market Operation Overview (Ⅰ) Bond Market Operation Overview (Ⅱ) Bond Issue Size Bond Sales in Markets Bond Issue Classified by Duration Bond Net Purchase Bond Redemption Amount Bond Depository Amount (by bond) Bond Depository Amount (by investor) Duration Classification on Bond Depository Bond Depository Amount in Markets Intermarket Bond Depository Amount Investor Structure of Bond of Main Types Depository Bond Number Investor Number Interbank Bond Trading (by bond) Interbank Bond Trading (by investor) Bond Trading over the Counter (by undertaker) Interbank Pledge-style Repo Trading (by bond) Interbank Pledge-style Repo Trading (by investor) Interbank Buyout Repo Trading (by bond) Interbank Buyout Repo Trading (by investor) Interbank Buyout Repo Balance Interbank Pledge-style Repo Balance
15 Classification Name Field 8.Issue Information Tender Information Inquiry Tender Information Inquiry (detailed) Bond Abbreviation, Bond Code, Date of Tendering, Planned Issue Size by Tender, Bid Amount (100,000,000 yuan), Actual Issue Size (100,000,000 yuan), Competitive Successful Bid Amount (100,000,000 yuan), Base Underwriting Amount (100,000,000 yuan), Additional Issue Size on the Day (100,000,000 yuan), Coupon Rate (%), Excess Purchase Multiple Bond Name, Bond Abbreviation, Bond Code, Tender Reference, Date of Tendering, Planned Issue Size (10,000 yuan), Actual Issue Size (10,000 yuan), Original Bidders, Actual Bidders, Bids, Valid Bids, Invalid Bids, Valid Bid Amount (10,000 yuan), Maximum Bid Price, Minimum Bid Price, Successful Bidders, Successful Bids, Maximum Successful Bid Price, Minimum Successful Bid Price, Bid Amount on Margin Price (10,000 yuan), Successful Bid Amount on Margin Price (10,000 yuan), Final Issue Price (yuan), Final Coupon Rate (%), Successful Bid Price Overall, Total Payment (yuan), Base Purchase Amount (10,000 yuan), Bid Amount (10,000 yuan), Successful Bid Amount (10,000 yuan), Excess Purchase Multiple, Proprietary Successful Bid Amount (10,000 yuan)
16 Classification Name Field 9.OTC Information Bidding Statistics over the Counter (by bond) Bidding Statistics over the Counter (by bidder) Trading Overview over the Counter (by bond) Trading Overview over the Counter (by bank) Annual Trading Overview over the Counter Bond Code, Bond Abbreviation, Bid Bank, Clean Bid Price (yuan), Clean Ask Price (yuan), Accrued Interest (yuan), Dirty Bid Price (yuan), Dirty Ask Price (yuan), Residual Maturity, Yield at Bid Frice (Full Price), Bid Date Bond Code, Bond Abbreviation, Bid Bank, Clean Bid Price (yuan), Clean Ask Price (yuan), Accrued Interest (yuan), Dirty Bid Price (yuan), Dirty Ask Price (yuan), Residual Maturity, Yield at Bid Price (Full Price),Bid Date Administering Bank, Daily Net Turnover (10,000 yuan), Annual Net Turnover (10,000 yuan), Daily Buying (10,000 yuan), Annual Buying (10,000 yuan), Daily Selling (10,000 yuan), Annual Selling (10,000 yuan), Date, Bond Code Bond Code, Bond Abbreviation, Daily Net Turnover (10,000 yuan), Annual Net Turnover (10,000 yuan), Daily Buying (10,000 yuan), Annual Buying (10,000 yuan), Daily Selling (10,000 yuan), Annual Selling (10,000 yuan), Date, Administering Bank Bond Code, Industrial and Commercial Bank of China (10,000 yuan), Agricultral Bank of China (10,000 yuan), Bank of China (10,000 yuan), China Construnction Bank (10,000 yuan), Bank of Nanjing (10,000 yuan), Bank of Beijing (10,000 yuan), China Merchants Bank (10,000 yuan), China Minsheng Bank (10,000 yuan), Total (10,000 yuan)
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