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
2024-04-19	03三峡债	038006	China Inter-Bank Market	9.2842	121.7815	3.4790	118.3025	2.6128	AAA
2024-04-19	01国开21	010221	China Inter-Bank Market	7.7322	116.5374	1.2169	115.3205	2.3415
2024-04-19	17株国01	112523	Shenzhen Stock Exchange	0.0355	105.7914	5.7188	100.0726	2.8126	AA
2024-04-19	06冀建投债	068012	China Inter-Bank Market	1.9397	103.9263	0.2519	103.6744	2.2223	AAA
2024-04-19	23迈瑞城投CP001	042300036	China Inter-Bank Market	0.0246	104.4422	4.3893	100.0528	2.2508	AA(2)
2024-04-19	23工商银行CD041	112302041	China Inter-Bank Market	0.0109	99.9810	2.5346	97.4464	1.7400	AAA
2024-04-19	02国债05	020005	China Inter-Bank Market	8.0956	106.0630	1.1712	104.8919	2.2359
2024-04-19	14辽城资PPN001	031490616	China Inter-Bank Market	0.2377	107.5681	6.2508	101.3173	2.4712	AA-
2024-04-19	13青国投MTN001	101354012	China Inter-Bank Market	4.3197	105.8141	4.3405	101.4736	5.9720	AA-
2024-04-19	23浙江01	101900	Shenzhen Stock Exchange	5.8197	104.5284	0.5289	103.9994	2.2290	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
2024-04-19	03三峡债	038006	Central enterprise bond	China Inter-Bank Market	9.2842	121.7815	3.4790	118.3025	2.6128	7.42	69.92	0.0904	recommend	121.7948	3.4923	100.0000	AAA	CND0000004T5
2024-04-19	01国开21	010221	Senior bond of policy bank	China Inter-Bank Market	7.7322	116.5374	1.2169	115.3205	2.3415	6.56	50.68	0.0764	recommend	116.5498	1.2293	100.0000		CND0000002K8
2024-04-19	17株国01	112523	Public offering corporate bond	Shenzhen Stock Exchange	0.0355	105.7914	5.7188	100.0726	2.8126	0.05	0.00	0.0005	recommend	105.8077	5.7350	100.0000	AA
2024-04-19	06冀建投债	068012	Local enterprise bond	China Inter-Bank Market	1.9397	103.9263	0.2519	103.6744	2.2223	1.86	5.31	0.0193	recommend	103.9378	0.2634	100.0000	AAA	CND000000KN0
2024-04-19	23迈瑞城投CP001	042300036	Short-term commercial paper (CP)	China Inter-Bank Market	0.0246	104.4422	4.3893	100.0528	2.2508	0.02	0.00	0.0003	recommend	104.4545	4.4016	100.0000	AA(2)	CND10006F8Q4
2024-04-19	23工商银行CD041	112302041	Inter-bank negotiable certificates of deposit	China Inter-Bank Market	0.0109	99.9810	2.5346	97.4464	1.7400	0.01	0.00	0.0001	recommend	99.9880	2.5416	100.0000	AAA	CND10006D4L6
2024-04-19	02国债05	020005	Book-entry T-bond	China Inter-Bank Market	8.0956	106.0630	1.1712	104.8919	2.2359	7.14	58.52	0.0757	recommend	106.0710	1.1791	100.0000		CND0000002T9
2024-04-19	14辽城资PPN001	031490616	Private placement instruments (PPN)	China Inter-Bank Market	0.2377	107.5681	6.2508	101.3173	2.4712	0.24	0.11	0.0025	recommend	107.5905	6.2732	100.0000	AA-	CND10001K842
2024-04-19	13青国投MTN001	101354012	Medium-term note (MTN)	China Inter-Bank Market	4.3197	105.8141	4.3405	101.4736	5.9720	3.55	17.18	0.0375	recommend	105.8316	4.3579	100.0000	AA-	CND100011881
2024-04-19	23浙江01	101900	Local government bond	Shenzhen Stock Exchange	5.8197	104.5284	0.5289	103.9994	2.2290	5.30	34.52	0.0554	recommend	104.5365	0.5370	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
2024-04-19	2021000115	永赢租赁2021年第6期	0.4137	101.9406	101.2761	0.6645	3.7721	100.0000	Recommend	Based on the data of underlying assets
2024-04-19	2021000115	永赢租赁2021年第6期	2.4137	101.9576	101.2931	0.6645	3.7721	100.0000		Based on the data of underlying assets
2024-04-19	2021000208	永赢租赁2021年第7期	0.6110	101.2250	99.5469	1.6781	4.1903	100.0000	Recommend	Based on the data of underlying assets
2024-04-19	2021000208	永赢租赁2021年第7期	2.6110	101.2452	99.5671	1.6781	4.1903	100.0000		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
2024-04-19	2021000115	永赢租赁2021年第6期	永赢金融租赁有限公司	6.9300	0.4137	Based on Expected Maturity Date	101.9406	101.2761	0.6645	3.7721	100.0000	Recommend	Based on the data of underlying assets
2024-04-19	2021000115	永赢租赁2021年第6期	永赢金融租赁有限公司	6.9300	2.4137	Based on Final Maturity Date	101.9576	101.2931	0.6645	3.7721	100.0000		Based on the data of underlying assets
2024-04-19	2021000208	永赢租赁2021年第7期	永赢金融租赁有限公司	3.5000	0.6110	Based on Expected Maturity Date	101.2250	99.5469	1.6781	4.1903	100.0000	Recommend	Based on the data of underlying assets
2024-04-19	2021000208	永赢租赁2021年第7期	永赢金融租赁有限公司	3.5000	2.6110	Based on Final Maturity Date	101.2452	99.5671	1.6781	4.1903	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
2024-04-19	10914000017	0.4918	101.8761	0.5156	101.3606	3.6900	Recommend
2024-04-19	10914000018	0.0683	53.2725	3.1732	50.0993	3.6046	Recommend
2024-04-19	10914000025	0.3197	52.7749	2.3171	50.4578	3.6785	Recommend
2024-04-19	10914000026	0.4454	52.5260	1.8890	50.6369	3.6996	Recommend
2024-04-19	10914000067	0.3716	21.0151	0.8206	20.1945	3.6881	Recommend
2024-04-19	10914000090	0.6257	52.5595	1.4233	51.1362	3.7174	Recommend
2024-04-19	10914000102	0.3115	50.4863	0.2246	50.2617	3.7386	Recommend
2024-04-19	10914000117	0.0301	12.5571	0.0426	12.5146	3.6032	Recommend
2024-04-19	10914000138	0.0929	40.2637	0.1400	40.1237	3.7012	Recommend
2024-04-19	10914000144	0.2814	42.3331	0.1422	42.1909	3.7164	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
2024-04-19	10914000017	0.4918	101.8761	0.5156	101.3606	3.6900	101.8939	0.5333	Recommend
2024-04-19	10914000018	0.0683	53.2725	3.1732	50.0993	3.6046	53.2818	3.1825	Recommend
2024-04-19	10914000025	0.3197	52.7749	2.3171	50.4578	3.6785	52.7842	2.3264	Recommend
2024-04-19	10914000026	0.4454	52.5260	1.8890	50.6369	3.6996	52.5353	1.8983	Recommend
2024-04-19	10914000067	0.3716	21.0151	0.8206	20.1945	3.6881	21.0187	0.8242	Recommend
2024-04-19	10914000090	0.6257	52.5595	1.4233	51.1362	3.7174	52.5698	1.4337	Recommend
2024-04-19	10914000102	0.3115	50.4863	0.2246	50.2617	3.7386	50.4938	0.2321	Recommend
2024-04-19	10914000117	0.0301	12.5571	0.0426	12.5146	3.6032	12.5595	0.0449	Recommend
2024-04-19	10914000138	0.0929	40.2637	0.1400	40.1237	3.7012	40.2715	0.1478	Recommend
2024-04-19	10914000144	0.2814	42.3331	0.1422	42.1909	3.7164	42.3410	0.1501	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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