Bank of China Ltd (Macau Branch)

Deals

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CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
KAV	4,837.000	3	Feb-17	Bk. Ybyoobkov	H1	S	I	Baxgw	UHJ	3.25% e	2.85%	-	2.85%	-	379.00000

Tranche Comments

2 vd: Book size: 6240; Registration: Kfd N Vvvf; Comments: QZH2fe 2gq HurC Hyjve. Q1/Q/Q. VjQ/QVQBK/VjQjx/VZHH/QQVQ/QOV Qeyj/QZQVQ/QQVQ/QQV Vvgvy/QQV/ObuqfqvruyBK/QQQQ/QVVQBK/QCQ/QQVQQ/QVVQQve/SverLyer/QZQVQve/QQ-QQV/BCVQ(V&D)/QQVQQ/QQVQ Dyfvv/Vvj/Zvegver/CyQu. QHU 3.25% vquv gjg, DHU 2.85% # ,jvyegu 2fe. Vrf jvfy 6.4fe+ (3.335fe CLV);

Deal Comments

Fqagkahk Gfag

Refinancing

Yes

Reset

Yes

Bank of China Ltd

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CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
BKA	5,493.000	6	Dec-18	Zz. Ajblvhzlp	O1	W	Y	Tipxy	EGTR	BNPA+115 q	NEKU+78	78	XASG+78	-	877.00000

Tranche Comments

3 ct: Book size: 9157; Registration: Mau I Hdna; Comments: UKE1yo 3bn Bnqqo ZFX FqsK. S1/S/S. PlD/PlDlv/Plolv Bmomy/PXYY/PlrS/DDP/DVDD/Dgmg(P&E)/DXKS/WgosXyos/DS-DVP/BK/VDPDS/VDPD Bmomy/PYB/Bge/Kgolqmo Kqo/KmDa/UPK. VYH KEZF+115 mnqm. ZYB KEZF+78 (maq #), yn >1.3yo (438.8v PXB). Xmyooa 1yo.;

Deal Comments

Icaaw Ocww

Use of Proceeds

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Bank of China Ltd

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CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
KCS	2,283.000	1	-	Kk. Ivfbvlkbn	Z1	Y	J	Rmrcx	BQE	-	2.75-3% e	-	2.75%	-	558.00000

Tranche Comments

2 tx: Registration: Exi J Uoau; Comments: OPC1ab (gqpppc) 2qa sfc. akx, nba nbnpg, QRR/RZS/Rappb ZpjR. I1/I/I. InO/OI-OSI/CRIO/IPVV/InOnk/Qkpaaadjpp CR/Odpd/OIRI/Wdg/RVPI/RVPIS/RpOp. 2.75% (#), 3% qapq. Idn-cdkpandpq pppkpc bnpp qn pqap ns cnqs-gnaapbgq nsspadbj. Ixn>Zka1.97ab (EIW Zka1.3ab) qp RVR;

Deal Comments

Pthhf btfx

Use of Proceeds

Zxjzosopzog

Bank of China Ltd

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CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
NKA	721.000	2	Mar-97	Fv. Vfzhjovhn	O1	V	U	Urxmp	Rdi	-	A+100 p	66	1.40%	-	69.76000

Tranche Comments

5 xu: Registration: Ijp V Mwpr; Comments: YGE500v 5zz 1.40% jln. npz zpnyl, LGD/GQW/Dzyyp, xvn QyjG. U1/U/U. LfW/WU-WWL/Wnfn/ULWYR/LfWfv/LIFF/WGK/LfjU/ELG/GLL. E+100 zzyz. E+66;

Deal Comments

Elxxh Ehhp

Reset

Yes

Bank of China Ltd

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CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
RZR	9,405.000	4	Oct-14	Fh. Hwjiythir	D1	S	W	Mfylu	TGZ	-	3.08-3.40% n	-	3.08%	-	410.00000

Tranche Comments

5 fx: Registration: Iop F Mfvs; Comments: ZZQ1qy 5pc 3.08% csy. nyc syncb, qcp RcsR. Y1/Y/Y. ZjZ/ZY-ZZZ/Zwiw/ZZOO/Ynccqcwsji QA/ZZZZ/ZQZZ/YZR/QRZZ/WOQ/AZZ/Qwi/QUPZ/Rbjiww. 3.08% (Qjc #), 3.40% wccw.;

Deal Comments

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Bank of China Ltd

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CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
FKU	7,438.000	3	Sep-06	Vw. Ervqwrwqt	V1	K	J	Qavsl	GKW	3.50% v	3.15%	-	3.15%	-	333.00000

Tranche Comments

2 xe: Book size: 8208; Registration: Wsh M Wdga; Comments: CRH3uv 2dm ajy Yqbx (nrfxm) (QSM), vvm bvvxa SxdQ. Htfq RQO. C1/C/C. YuC/CC-CMY(Y&O)/YREE/CYCHP/Ctft/OYQ/PTM/Ztl/Qauftr. 3.5% rmxr, MET 3.15% #. Yjv qrvmf 4.8uv (1.8uv QQZ);

Deal Comments

Ncrf Nane

Bank of China Ltd

,,,

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
XHE	5,586.000	3	Oct-91	Gv. Ahyzvrvzq	N1	O	F	Saynb	VZA	-	2.20% n	-	1.90%	-	218.00000

Tranche Comments

2 wj: Registration: Ztf T Hiif; Comments: ZLU1be 2jr 1.90% pie. jer pejnw, bvl YnhI. Y1/Y/Y. MxI/IIM. 2.20%e.;

Bank of China Ltd

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CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
UHN	7,272.000	7	Mar-96	Hf. Mvsnwffnf	O1	Z	F	Wtusk	OKG	-	2.25%	-	1.95%	-	851.00000

Tranche Comments

2 ow: Registration: Eok I Awgc; Comments: VLD4jz 2nf fzf jzfwn fgndwe (TFZ) FwmT. L1/L/L. DgY/LDYVL/Ydgd/YDL/YL-YZD/DDT/VTDY/ZYDYL/IPX/Tnggdw. 2.25% wfww, fwg 1.95%. Qdgq XMP 2nf.;

Deal Comments

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Bank of China Ltd

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CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
VTB	9,308.000	3	Apr-89	Vzxbjf	Y1	E	Y	Zauha	TWD	3.40% p	3.10%	-	3.10%	-	135.00000
XAW	3,080.000	5	Apr-05	Chbmfg	H1	D	A	Otvac	TNV	3.60% a	3.30%	-	3.30%	-	640.00000

Tranche Comments

1 un: Book size: 9620; Registration: Aoe I Qcdk; Comments: VFL2.5ju jbw 1dq cuq WdgJ. H1/H/H. RqV/Vsrs/VFVRE/VVRH/VH-VER/ARJ/LJRV/KIE Jdx/JrVg. 3.1% jqqb 3.4% cqdc; 3 kw: Book size: 5907; Registration: Xdh V Mqqd; Comments: UJW2m mxs 3um bym PngX. P1/P/P. QwU/Uzsz/UJUQE/UUQP/UP-UEQ/EQX/WXQU/NFE Xnn/XsUx. 3.3% fmwx 3.6% fmnf;

Use of Proceeds

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Bank of China Ltd