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
2024-04-25	03三峡债	038006	Shanghai Stock Exchange	9.2678	122.1611	3.5587	118.6024	2.5765	AAA
2024-04-25	01国开21	010221	Commercial Bank Counter Market	7.7158	116.5042	1.2914	115.2128	2.3517
2024-04-25	17株国01	112523	Shenzhen Stock Exchange	0.0191	105.8397	5.8163	100.0234	2.8307	AA
2024-04-25	06冀建投债	068012	China Inter-Bank Market	1.9233	103.9806	0.3207	103.6600	2.2135	AAA
2024-04-25	23迈瑞城投CP001	042300036	China Inter-Bank Market	0.0082	104.4801	4.4631	100.0170	2.3273	AA(2)
2024-04-25	23工商银行CD042	112302042	China Inter-Bank Market	0.0027	99.9957	2.5651	97.4306	1.5676	AAA
2024-04-25	02国债05	020005	China Inter-Bank Market	8.0792	106.0696	1.2190	104.8507	2.2402
2024-04-25	14辽城资PPN001	031490616	China Inter-Bank Market	0.2213	107.6159	6.3852	101.2306	2.4527	AA-
2024-04-25	13青国投MTN001	101354012	China Inter-Bank Market	4.3033	107.4173	4.4451	102.9723	5.5743	AA-
2024-04-25	23浙江01	101900	China Inter-Bank Market	5.8033	104.5591	0.5777	103.9814	2.2303	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)	ChinaBond Market Implied Rating	ISIN
2024-04-25	03三峡债	038006	Central enterprise bond	Shanghai Stock Exchange	9.2678	122.1611	3.5587	118.6024	2.5765	7.41	69.75	0.0906	recommend	122.1743	3.5720	100.0000	AAA	CND0000004T5
2024-04-25	01国开21	010221	Senior bond of policy bank	Commercial Bank Counter Market	7.7158	116.5042	1.2914	115.2128	2.3517	6.54	50.45	0.0762	recommend	116.5166	1.3038	100.0000		CND0000002K8
2024-04-25	17株国01	112523	Public offering corporate bond	Shenzhen Stock Exchange	0.0191	105.8397	5.8163	100.0234	2.8307	0.03	0.00	0.0003	recommend	105.8560	5.8325	100.0000	AA
2024-04-25	06冀建投债	068012	Local enterprise bond	China Inter-Bank Market	1.9233	103.9806	0.3207	103.6600	2.2135	1.84	5.24	0.0192	recommend	103.9921	0.3321	100.0000	AAA	CND000000KN0
2024-04-25	23迈瑞城投CP001	042300036	Short-term commercial paper (CP)	China Inter-Bank Market	0.0082	104.4801	4.4631	100.0170	2.3273	0.01	0.00	0.0001	recommend	104.4924	4.4754	100.0000	AA(2)	CND10006F8Q4
2024-04-25	23工商银行CD042	112302042	Inter-bank negotiable certificates of deposit	China Inter-Bank Market	0.0027	99.9957	2.5651	97.4306	1.5676	0.00	0.00	0.0000	recommend	100.0027	2.5721	100.0000	AAA	CND10006DYH5
2024-04-25	02国债05	020005	Book-entry T-bond	China Inter-Bank Market	8.0792	106.0696	1.2190	104.8507	2.2402	7.12	58.28	0.0755	recommend	106.0776	1.2269	100.0000		CND0000002T9
2024-04-25	14辽城资PPN001	031490616	Private placement instruments (PPN)	China Inter-Bank Market	0.2213	107.6159	6.3852	101.2306	2.4527	0.22	0.10	0.0024	recommend	107.6383	6.4077	100.0000	AA-	CND10001K842
2024-04-25	13青国投MTN001	101354012	Medium-term note (MTN)	China Inter-Bank Market	4.3033	107.4173	4.4451	102.9723	5.5743	3.55	17.22	0.0381	recommend	107.4348	4.4625	100.0000	AA-	CND100011881
2024-04-25	23浙江01	101900	Local government bond	China Inter-Bank Market	5.8033	104.5591	0.5777	103.9814	2.2303	5.28	34.34	0.0552	recommend	104.5673	0.5859	100.0000	AAA+	CND100063JB4

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
2024-04-25	2021000115	永赢租赁2021年第6期	2.3973	102.0132	101.2348	0.7784	3.7888	100.0000		Based on the data of underlying assets
2024-04-25	2021000208	永赢租赁2021年第7期	0.5945	101.2853	99.5497	1.7356	4.2034	100.0000	Recommend	Based on the data of underlying assets
2024-04-25	2021000208	永赢租赁2021年第7期	2.5945	101.3060	99.5704	1.7356	4.2034	100.0000		Based on the data of underlying assets
2024-04-25	2021000115	永赢租赁2021年第6期	0.3973	101.9963	101.2178	0.7784	3.7888	100.0000	Recommend	Based on the data of underlying assets

Date	Code	Short Name	Originator	Coupon Rate(%)	Maturity(Yrs)	Maturity Type	Full Price(Yuan)	Net Price(Yuan)	Accrued Interest(Yuan)	Yield to Maturity(%)	Residue Principal(Yuan)	Recommendation	Remarks
2024-04-25	2021000115	永赢租赁2021年第6期	永赢金融租赁有限公司	6.9300	2.3973	Based on Final Maturity Date	102.0132	101.2348	0.7784	3.7888	100.0000		Based on the data of underlying assets
2024-04-25	2021000208	永赢租赁2021年第7期	永赢金融租赁有限公司	3.5000	0.5945	Based on Expected Maturity Date	101.2853	99.5497	1.7356	4.2034	100.0000	Recommend	Based on the data of underlying assets
2024-04-25	2021000208	永赢租赁2021年第7期	永赢金融租赁有限公司	3.5000	2.5945	Based on Final Maturity Date	101.3060	99.5704	1.7356	4.2034	100.0000		Based on the data of underlying assets
2024-04-25	2021000115	永赢租赁2021年第6期	永赢金融租赁有限公司	6.9300	0.3973	Based on Expected Maturity Date	101.9963	101.2178	0.7784	3.7888	100.0000	Recommend	Based on the data of underlying assets

Insurance Asset Management Products Valuation

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Date	Code	Maturity(Yrs)	Full Price(Mid-Day)(Yuan)	Accrued Interest(Mid-Day)(Yuan)	Net Price(Yuan)	YTM (%)	Recommendation
2024-04-25	10914000017	0.4754	101.9107	0.6222	101.2885	3.7475	Recommend
2024-04-25	10914000018	0.0519	53.3002	3.2290	50.0712	3.7545	Recommend
2024-04-25	10914000025	0.3033	52.7991	2.3729	50.4262	3.7271	Recommend
2024-04-25	10914000026	0.4290	52.5503	1.9449	50.6055	3.7330	Recommend
2024-04-25	10914000067	0.3552	21.0247	0.8421	20.1826	3.7299	Recommend
2024-04-25	10914000090	0.6093	52.5763	1.4856	51.0907	3.7645	Recommend
2024-04-25	10914000102	0.2951	50.5100	0.2695	50.2405	3.7879	Recommend
2024-04-25	10914000117	0.0137	12.5646	0.0568	12.5078	3.6604	Recommend
2024-04-25	10914000138	0.0765	40.2858	0.1867	40.0991	3.7867	Recommend
2024-04-25	10914000144	0.2650	42.3528	0.1896	42.1632	3.7718	Recommend

Date	Code	Maturity(Yrs)	Full Price(Mid-Day)(Yuan)	Accrued Interest(Mid-Day)(Yuan)	Net Price(Yuan)	YTM (%)	Full Price(End Day)(Yuan)	Accrued Interest(End Day)(Yuan)	Recommendation
2024-04-25	10914000017	0.4754	101.9107	0.6222	101.2885	3.7475	101.9285	0.6400	Recommend
2024-04-25	10914000018	0.0519	53.3002	3.2290	50.0712	3.7545	53.3095	3.2383	Recommend
2024-04-25	10914000025	0.3033	52.7991	2.3729	50.4262	3.7271	52.8084	2.3822	Recommend
2024-04-25	10914000026	0.4290	52.5503	1.9449	50.6055	3.7330	52.5596	1.9542	Recommend
2024-04-25	10914000067	0.3552	21.0247	0.8421	20.1826	3.7299	21.0283	0.8457	Recommend
2024-04-25	10914000090	0.6093	52.5763	1.4856	51.0907	3.7645	52.5867	1.4960	Recommend
2024-04-25	10914000102	0.2951	50.5100	0.2695	50.2405	3.7879	50.5175	0.2770	Recommend
2024-04-25	10914000117	0.0137	12.5646	0.0568	12.5078	3.6604	12.5669	0.0591	Recommend
2024-04-25	10914000138	0.0765	40.2858	0.1867	40.0991	3.7867	40.2936	0.1944	Recommend
2024-04-25	10914000144	0.2650	42.3528	0.1896	42.1632	3.7718	42.3607	0.1975	Recommend

The above Insurance Asset Management Products Valuation is compiled and released by ChinaBond Pricing Center CO.,LTD and Zhongbao Insurance Asset Registration And Exchange CO.,LTD jointly.

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