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
2022-09-30	21国开07	210207	Commercial Bank Counter Market	1.7123	102.2369	0.8630	101.3739	2.1700
2022-09-30	19南网债03	1980310	China Inter-Bank Market	0.0685	103.4305	3.3441	100.0864	2.2515	AAA＋
2022-09-30	21上饶投资PPN001	032100126	China Inter-Bank Market	1.6849	102.0790	1.2603	100.8187	3.4821	AA(2)
2022-09-30	22辽成大CP001	042280086	China Inter-Bank Market	0.4027	103.0812	2.7474	100.3338	3.6585	AA
2022-09-30	20豫高管MTN003	102001009	China Inter-Bank Market	0.6329	101.8401	1.2115	100.6286	2.2651	AA＋
2022-09-30	22湖北债65	2205675	Shenzhen Stock Exchange	19.6110	102.3489	1.2657	101.0832	3.2055	AAA
2022-09-30	14附息国债05	140005	Commercial Bank Counter Market	1.4685	104.0730	0.1221	103.9509	1.6959
2022-09-30	21高淳专项债	2180222	China Inter-Bank Market	5.7342	105.0263	1.2145	103.8118	3.4507	AA
2022-09-30	22蒙商银行CD055	112285762	China Inter-Bank Market	0.6438	98.4956	0.2132	98.2824	2.3398	AA-
2022-09-30	20美置05	175035	Shanghai Stock Exchange	2.8904	99.7633	0.4745	99.2888	5.8211	AA

Date	Bond Name	Bond Code	Bond Property	Market	Maturity(Yrs)	Full Price(Mid-Day) (Yuan)	Accrued Interest (Mid-Day) (Yuan)	Net Price (Yuan)	YTM (%)	Residual Principal(Yuan)	Absolute Liquidity Index	Position Percentile	Relative Liquidity Index	Relative Liquidity Reference Value	ChinaBond Market Implied Rating
2022-09-30	21国开07	210207	Policy Bank Bonds	Commercial Bank Counter Market	1.7123	102.2369	0.8630	101.3739	2.1700	100.0000	1.00		1.00	1.00
2022-09-30	19南网债03	1980310	Central Government Owned Enterprise Bonds	China Inter-Bank Market	0.0685	103.4305	3.3441	100.0864	2.2515	100.0000	0.00	17.04	0.00	0.10	AAA＋
2022-09-30	21上饶投资PPN001	032100126	PPNs	China Inter-Bank Market	1.6849	102.0790	1.2603	100.8187	3.4821	100.0000	0.00	17.04	0.00	0.10	AA(2)
2022-09-30	22辽成大CP001	042280086	Commercial Papers	China Inter-Bank Market	0.4027	103.0812	2.7474	100.3338	3.6585	100.0000	0.00	17.04	0.00	0.10	AA
2022-09-30	20豫高管MTN003	102001009	Medium-Term Notes	China Inter-Bank Market	0.6329	101.8401	1.2115	100.6286	2.2651	100.0000	0.00	17.04	0.00	0.10	AA＋
2022-09-30	22湖北债65	2205675	Local Government Bonds	Shenzhen Stock Exchange	19.6110	102.3489	1.2657	101.0832	3.2055	100.0000	0.00	10.58	0.00	0.10	AAA
2022-09-30	14附息国债05	140005	Book-Entry Treasury Bonds	Commercial Bank Counter Market	1.4685	104.0730	0.1221	103.9509	1.6959	100.0000	1.00		1.00	1.00
2022-09-30	21高淳专项债	2180222	Local Government Owned Enterprise Bonds	China Inter-Bank Market	5.7342	105.0263	1.2145	103.8118	3.4507	100.0000	0.00	17.04	0.00	0.10	AA
2022-09-30	22蒙商银行CD055	112285762	Negotiable Certificates of Deposit	China Inter-Bank Market	0.6438	98.4956	0.2132	98.2824	2.3398	98.4681	0.00	17.04	0.00	0.10	AA-
2022-09-30	20美置05	175035	Corporate Bonds	Shanghai Stock Exchange	2.8904	99.7633	0.4745	99.2888	5.8211	100.0000	0.18	0.71	0.18	0.10	AA

Chinabond CCRE Credit Assets Valuation

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Date	Code	Short Name	Maturity(Yrs)	Full Price(Yuan)	Net Price(Yuan)	Accrued Interest(Yuan)	Yield to Maturity(%)	Residue Principal(Yuan)	Recommendation	Remarks
2022-09-30	02100120	2021年上海信托-鑫众11号优先A3	0.4603	43.6497	43.5725	0.0772	2.9714	43.3602	Recommend	Based on the data of underlying assets
2022-09-30	02100120	2021年上海信托-鑫众11号优先A3	4.3589	43.6497	43.5725	0.0772	2.9714	43.3602		Based on the data of underlying assets
2022-09-30	02000378	2020年紫金信托-鑫众10号优先A4	0.7123	101.4995	101.2680	0.2315	3.6161	100.0000	Recommend	Based on the data of underlying assets
2022-09-30	02000378	2020年紫金信托-鑫众10号优先A4	3.8685	101.4995	101.2680	0.2315	3.6161	100.0000		Based on the data of underlying assets
2022-09-30	02100123	中原信托·永赢租赁2021年第2期	1.4493	70.6424	70.3617	0.2806	4.2688	67.7419	Recommend	Based on the data of underlying assets
2022-09-30	02100123	中原信托·永赢租赁2021年第2期	3.4493	70.6424	70.3617	0.2806	4.2688	67.7419		Based on the data of underlying assets
2022-09-30	02000485	厦门信托-冀租稳健2020年第一期优先A2	0.7836	103.4384	102.1890	1.2493	2.8592	100.0000	Recommend	Based on the data of underlying assets
2022-09-30	02000485	厦门信托-冀租稳健2020年第一期优先A2	4.7863	103.4384	102.1890	1.2493	2.8592	100.0000		Based on the data of underlying assets
2022-09-30	2022000075	众合2022年第一期优先档	0.8740	100.6078	100.4680	0.1397	2.8947	100.0000	Recommend	Based on the data of underlying assets
2022-09-30	2022000075	众合2022年第一期优先档	3.7918	100.6078	100.4680	0.1397	2.8947	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
2022-09-30	02100120	2021年上海信托-鑫众11号优先A3	南京银行股份有限公司	5.0000	0.4603	Based on Expected Maturity Date	43.6497	43.5725	0.0772	2.9714	43.3602	Recommend	Based on the data of underlying assets
2022-09-30	02100120	2021年上海信托-鑫众11号优先A3	南京银行股份有限公司	5.0000	4.3589	Based on Final Maturity Date	43.6497	43.5725	0.0772	2.9714	43.3602		Based on the data of underlying assets
2022-09-30	02000378	2020年紫金信托-鑫众10号优先A4	南京银行股份有限公司	6.5000	0.7123	Based on Expected Maturity Date	101.4995	101.2680	0.2315	3.6161	100.0000	Recommend	Based on the data of underlying assets
2022-09-30	02000378	2020年紫金信托-鑫众10号优先A4	南京银行股份有限公司	6.5000	3.8685	Based on Final Maturity Date	101.4995	101.2680	0.2315	3.6161	100.0000		Based on the data of underlying assets
2022-09-30	02100123	中原信托·永赢租赁2021年第2期	永赢金融租赁有限公司	8.4000	1.4493	Based on Expected Maturity Date	70.6424	70.3617	0.2806	4.2688	67.7419	Recommend	Based on the data of underlying assets
2022-09-30	02100123	中原信托·永赢租赁2021年第2期	永赢金融租赁有限公司	8.4000	3.4493	Based on Final Maturity Date	70.6424	70.3617	0.2806	4.2688	67.7419		Based on the data of underlying assets
2022-09-30	02000485	厦门信托-冀租稳健2020年第一期优先A2	河北省金融租赁有限公司	5.7000	0.7836	Based on Expected Maturity Date	103.4384	102.1890	1.2493	2.8592	100.0000	Recommend	Based on the data of underlying assets
2022-09-30	02000485	厦门信托-冀租稳健2020年第一期优先A2	河北省金融租赁有限公司	5.7000	4.7863	Based on Final Maturity Date	103.4384	102.1890	1.2493	2.8592	100.0000		Based on the data of underlying assets
2022-09-30	2022000075	众合2022年第一期优先档	深圳前海微众银行股份有限公司	3.4000	0.8740	Based on Expected Maturity Date	100.6078	100.4680	0.1397	2.8947	100.0000	Recommend	Based on the data of underlying assets
2022-09-30	2022000075	众合2022年第一期优先档	深圳前海微众银行股份有限公司	3.4000	3.7918	Based on Final Maturity Date	100.6078	100.4680	0.1397	2.8947	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
2022-09-30	10921000071	1.3260	101.2512	0.1329	101.1183	4.0317	Recommend
2022-09-30	10921000071	8.3342	105.6932	0.1329	105.5603	4.1192
2022-09-30	10922000464	2.6575	101.7668	1.0896	100.6772	4.6522	Recommend
2022-09-30	10922000464	7.6603	104.4789	1.0896	103.3893	4.3950
2022-09-30	10922000707	4.8110	101.0397	0.1110	100.9287	4.3512	Recommend
2022-09-30	10922000707	2.8110	100.4703	0.1110	100.3594	4.4310
2022-09-30	10913000061	0.8164	103.1171	1.3547	101.7624	3.8769	Recommend
2022-09-30	10915000167	2.6767	103.2826	1.6455	101.6371	6.0611	Recommend
2022-09-30	10917000282	0.0849	100.2897	0.1430	100.1467	4.0608	Recommend
2022-09-30	10919000014	3.2849	104.3691	0.1332	104.2359	4.0735	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
2022-09-30	10921000071	1.3260	101.2512	0.1329	101.1183	4.0317	101.2645	0.1462	Recommend
2022-09-30	10921000071	8.3342	105.6932	0.1329	105.5603	4.1192	105.7065	0.1462
2022-09-30	10922000464	2.6575	101.7668	1.0896	100.6772	4.6522	101.7801	1.1029	Recommend
2022-09-30	10922000464	7.6603	104.4789	1.0896	103.3893	4.3950	104.4922	1.1029
2022-09-30	10922000707	4.8110	101.0397	0.1110	100.9287	4.3512	101.0520	0.1233	Recommend
2022-09-30	10922000707	2.8110	100.4703	0.1110	100.3594	4.4310	100.4827	0.1233
2022-09-30	10913000061	0.8164	103.1171	1.3547	101.7624	3.8769	103.1336	1.3712	Recommend
2022-09-30	10915000167	2.6767	103.2826	1.6455	101.6371	6.0611	103.3007	1.6636	Recommend
2022-09-30	10917000282	0.0849	100.2897	0.1430	100.1467	4.0608	100.3056	0.1589	Recommend
2022-09-30	10919000014	3.2849	104.3691	0.1332	104.2359	4.0735	104.3839	0.1479	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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