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
2024-10-22	03三峡债	038006	China Inter-Bank Market	8.7753	120.2102	1.0918	119.1184	2.4150	AAA
2024-10-22	01国开21	010221	Commercial Bank Counter Market	7.2240	117.1871	1.2528	115.9343	2.1279
2024-10-22	06冀建投债	068012	Shanghai Stock Exchange	1.4301	105.3312	2.3820	102.9492	2.0587	AAA
2024-10-22	23中兴国资CP004	042300059	China Inter-Bank Market	0.0109	103.1030	3.1057	99.9973	2.1898	AA(2)
2024-10-22	17招路02	112563	Shenzhen Stock Exchange	2.7918	108.4652	1.0369	107.4282	2.2040	AAA-
2024-10-22	02国债05	020005	China Inter-Bank Market	7.5863	106.9372	1.1899	105.7473	2.0774
2024-10-22	13青国投MTN001	101354012	China Inter-Bank Market	3.8110	109.6210	1.2061	108.4149	3.9527	AA-
2024-10-22	23工商银行CD047	112302047	China Inter-Bank Market	0.0082	99.9866	2.4190	97.5676	1.6352	AAA
2024-10-22	15东方财信PPN001	031564087	China Inter-Bank Market	0.7151	20.8878	0.3704	20.5173	2.7600	AA(2)
2024-10-22	23浙江01	101900	Commercial Bank Counter Market	5.3115	106.9127	2.0424	104.8703	1.9934	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
2024-10-22	03三峡债	038006	Central enterprise bond	China Inter-Bank Market	8.7753	120.2102	1.0918	119.1184	2.4150	7.25	65.28	0.0871	recommend	120.2236	1.1052	100.0000	AAA	CND0000004T5
2024-10-22	01国开21	010221	Senior bond of policy bank	Commercial Bank Counter Market	7.2240	117.1871	1.2528	115.9343	2.1279	6.19	45.13	0.0726	recommend	117.1994	1.2651	100.0000		CND0000002K8
2024-10-22	06冀建投债	068012	Local enterprise bond	Shanghai Stock Exchange	1.4301	105.3312	2.3820	102.9492	2.0587	1.36	3.23	0.0144	recommend	105.3427	2.3935	100.0000	AAA	CND000000KN0
2024-10-22	23中兴国资CP004	042300059	Short-term commercial paper (CP)	China Inter-Bank Market	0.0109	103.1030	3.1057	99.9973	2.1898	0.02	0.00	0.0002	recommend	103.1116	3.1143	100.0000	AA(2)	CND100075BV3
2024-10-22	17招路02	112563	Public offering corporate bond	Shenzhen Stock Exchange	2.7918	108.4652	1.0369	107.4282	2.2040	2.60	9.50	0.0282	recommend	108.4788	1.0506	100.0000	AAA-
2024-10-22	02国债05	020005	Book-entry T-bond	China Inter-Bank Market	7.5863	106.9372	1.1899	105.7473	2.0774	6.75	52.22	0.0721	recommend	106.9451	1.1978	100.0000		CND0000002T9
2024-10-22	13青国投MTN001	101354012	Medium-term note (MTN)	China Inter-Bank Market	3.8110	109.6210	1.2061	108.4149	3.9527	3.35	15.05	0.0367	recommend	109.6385	1.2236	100.0000	AA-	CND100011881
2024-10-22	23工商银行CD047	112302047	Inter-bank negotiable certificates of deposit	China Inter-Bank Market	0.0082	99.9866	2.4190	97.5676	1.6352	0.01	0.00	0.0001	recommend	99.9933	2.4257	100.0000	AAA	CND1000758F3
2024-10-22	15东方财信PPN001	031564087	Private placement instruments (PPN)	China Inter-Bank Market	0.7151	20.8878	0.3704	20.5173	2.7600	0.70	0.98	0.0015	recommend	20.8913	0.3740	40.0000	AA(2)	CND100018FQ4
2024-10-22	23浙江01	101900	Local government bond	Commercial Bank Counter Market	5.3115	106.9127	2.0424	104.8703	1.9934	4.81	29.16	0.0515	recommend	106.9209	2.0505	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
2024-10-22	2021000208	永赢租赁2021年第7期	0.1014	103.4070	99.9453	3.4616	3.9064	100.0000	Recommend	Based on the data of underlying assets
2024-10-22	2021000208	永赢租赁2021年第7期	2.1014	103.4139	99.9523	3.4616	3.9064	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
2024-10-22	2021000208	永赢租赁2021年第7期	永赢金融租赁有限公司	3.5000		0.1014	Based on Expected Maturity Date	103.4070	99.9453	3.4616	3.9064	100.0000	Recommend	Based on the data of underlying assets
2024-10-22	2021000208	永赢租赁2021年第7期	永赢金融租赁有限公司	3.5000		2.1014	Based on Final Maturity Date	103.4139	99.9523	3.4616	3.9064	100.0000		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
2024-10-22	10914000090	0.1175	53.5450	3.3556	50.1893	4.0243	Recommend
2024-10-22	10914000146	4.9858	111.5460	0.3675	111.1785	3.8564	Recommend
2024-10-22	10914000177	0.0956	100.6733	0.4962	100.1771	3.9685	Recommend
2024-10-22	10914000178	0.0956	100.6733	0.4962	100.1771	3.9685	Recommend
2024-10-22	10914000188	1.7365	74.2398	5.3863	68.8535	4.1768	Recommend
2024-10-22	10914000199		131.1007	2.2200	128.8807	3.6992	Recommend
2024-10-22	10914010188	1.7365	72.9244	4.0029	68.9215	4.1774	Recommend
2024-10-22	10914020188	1.7940	73.0192	4.0029	69.0163	4.1822	Recommend
2024-10-22	10914030188	1.8049	73.0372	4.0029	69.0343	4.1830	Recommend
2024-10-22	10914040188	2.1503	109.0393	6.0040	103.0353	4.1966	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
2024-10-22	10914000090	0.1175	53.5450	3.3556	50.1893	4.0243	53.5553	3.3660	Recommend
2024-10-22	10914000146	4.9858	111.5460	0.3675	111.1785	3.8564	111.5635	0.3850	Recommend
2024-10-22	10914000177	0.0956	100.6733	0.4962	100.1771	3.9685	100.6894	0.5122	Recommend
2024-10-22	10914000178	0.0956	100.6733	0.4962	100.1771	3.9685	100.6894	0.5122	Recommend
2024-10-22	10914000188	1.7365	74.2398	5.3863	68.8535	4.1768	74.2527	5.3992	Recommend
2024-10-22	10914000199		131.1007	2.2200	128.8807	3.6992	131.1207	2.2400	Recommend
2024-10-22	10914010188	1.7365	72.9244	4.0029	68.9215	4.1774	72.9373	4.0158	Recommend
2024-10-22	10914020188	1.7940	73.0192	4.0029	69.0163	4.1822	73.0321	4.0158	Recommend
2024-10-22	10914030188	1.8049	73.0372	4.0029	69.0343	4.1830	73.0500	4.0158	Recommend
2024-10-22	10914040188	2.1503	109.0393	6.0040	103.0353	4.1966	109.0586	6.0233	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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