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
2026-06-09	03三峡债	038006	China Inter-Bank Market	7.1452	123.4493	4.1543	119.2949	1.9410	AAA
2026-06-09	01国开21	010221	China Inter-Bank Market	5.5945	117.3910	1.8480	115.5431	1.6023
2026-06-09	25工商银行CD203	112502203	China Inter-Bank Market	0.0055	99.9928	1.6336	98.3592	1.3150	AAA
2026-06-09	17招路02	112563	Shenzhen Stock Exchange	1.1616	108.1625	4.1750	103.9875	1.4878	AAA-
2026-06-09	02国债05	020005	Commercial Bank Counter Market	5.9562	108.3346	0.1261	108.2085	1.4562
2026-06-09	07豫投债2	078012	China Inter-Bank Market	0.9370	103.1824	0.2911	102.8912	1.4870	AAA
2026-06-09	13青国投MTN001	101354012	China Inter-Bank Market	2.1808	114.0117	5.2264	108.7854	2.2048	AA-
2026-06-09	23浙江01	101900	China Inter-Bank Market	3.6822	106.6638	0.9439	105.7199	1.3654	AAA+
2026-06-09	16沂南城建PPN001	031695001	China Inter-Bank Market	0.5397	25.6983	0.4315	25.2668	1.7245	AA
2026-06-09	25魏桥铝电CP001	042500100	China Inter-Bank Market	0.0055	101.9916	1.9890	100.0026	1.4943	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 (%)	Modified Duration	Convexity	BPV	Recommendation	Full Price (End Day)(Yuan)	Accrued Interest (End Day) (Yuan)	Residual Principal(Yuan)	ChinaBond Market Implied Rating	ISIN
2026-06-09	03三峡债	038006	Central enterprise bond	China Inter-Bank Market	7.1452	123.4493	4.1543	119.2949	1.9410	5.97	45.58	0.0737	recommend	123.4626	4.1676	100.0000	AAA	CND0000004T5
2026-06-09	01国开21	010221	Senior bond of policy bank	China Inter-Bank Market	5.5945	117.3910	1.8480	115.5431	1.6023	4.93	28.76	0.0579	recommend	117.4035	1.8604	100.0000		CND0000002K8
2026-06-09	25工商银行CD203	112502203	Inter-bank negotiable certificates of deposit	China Inter-Bank Market	0.0055	99.9928	1.6336	98.3592	1.3150	0.01	0.00	0.0001	recommend	99.9973	1.6381	98.3574	AAA	CND10009DM74
2026-06-09	17招路02	112563	Public offering corporate bond	Shenzhen Stock Exchange	1.1616	108.1625	4.1750	103.9875	1.4878	1.10	2.33	0.0119	recommend	108.1762	4.1887	100.0000	AAA-
2026-06-09	02国债05	020005	Book-entry T-bond	Commercial Bank Counter Market	5.9562	108.3346	0.1261	108.2085	1.4562	5.49	34.29	0.0595	recommend	108.3425	0.1340	100.0000		CND0000002T9
2026-06-09	07豫投债2	078012	Local enterprise bond	China Inter-Bank Market	0.9370	103.1824	0.2911	102.8912	1.4870	0.92	1.71	0.0095	recommend	103.1950	0.3038	100.0000	AAA	CND100000JJ9
2026-06-09	13青国投MTN001	101354012	Medium-term note (MTN)	China Inter-Bank Market	2.1808	114.0117	5.2264	108.7854	2.2048	1.97	6.05	0.0225	recommend	114.0292	5.2438	100.0000	AA-	CND100011881
2026-06-09	23浙江01	101900	Local government bond	China Inter-Bank Market	3.6822	106.6638	0.9439	105.7199	1.3654	3.47	15.82	0.0370	recommend	106.6720	0.9520	100.0000	AAA+	CND100063JB4
2026-06-09	16沂南城建PPN001	031695001	Private placement instruments (PPN)	China Inter-Bank Market	0.5397	25.6983	0.4315	25.2668	1.7245	0.53	0.57	0.0014	recommend	25.7009	0.4341	25.0000	AA	CND100013TG7
2026-06-09	25魏桥铝电CP001	042500100	Short-term commercial paper (CP)	China Inter-Bank Market	0.0055	101.9916	1.9890	100.0026	1.4943	0.01	0.00	0.0001	recommend	101.9971	1.9945	100.0000	AA	CND10009CXK7

Insurance Asset Management Products Valuation

for more indices

Date	Code	Maturity(Yrs)	Full Price(Mid-Day)(Yuan)	Accrued Interest(Mid-Day)(Yuan)	Net Price(Yuan)	YTM (%)	Recommendation
2026-06-09	10914000146	3.3562	113.0773	1.2075	111.8698	2.6394	Recommend
2026-06-09	10914000188	0.1068	34.6183	1.1264	33.4919	2.6762	Recommend
2026-06-09	10914000199		106.5451	4.3883	102.1568	2.4708	Recommend
2026-06-09	10914010188	0.1123	34.6312	1.1328	33.4983	2.6762	Recommend
2026-06-09	10914020188	0.1123	34.6312	1.1328	33.4983	2.6762	Recommend
2026-06-09	10914030188	0.1123	34.6312	1.1328	33.4983	2.6762	Recommend
2026-06-09	10914040188	0.1123	34.6312	1.1328	33.4983	2.6762	Recommend
2026-06-09	10914050188	0.1123	34.6312	1.1328	33.4983	2.6762	Recommend
2026-06-09	10914060188	0.1123	34.6312	1.1328	33.4983	2.6762	Recommend
2026-06-09	10915000010	4.5452	113.1783	1.1260	112.0522	2.6827	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
2026-06-09	10914000146	3.3562	113.0773	1.2075	111.8698	2.6394	113.0948	1.2250	Recommend
2026-06-09	10914000188	0.1068	34.6183	1.1264	33.4919	2.6762	34.6248	1.1328	Recommend
2026-06-09	10914000199		106.5451	4.3883	102.1568	2.4708	106.5580	4.4011	Recommend
2026-06-09	10914010188	0.1123	34.6312	1.1328	33.4983	2.6762	34.6376	1.1393	Recommend
2026-06-09	10914020188	0.1123	34.6312	1.1328	33.4983	2.6762	34.6376	1.1393	Recommend
2026-06-09	10914030188	0.1123	34.6312	1.1328	33.4983	2.6762	34.6376	1.1393	Recommend
2026-06-09	10914040188	0.1123	34.6312	1.1328	33.4983	2.6762	34.6376	1.1393	Recommend
2026-06-09	10914050188	0.1123	34.6312	1.1328	33.4983	2.6762	34.6376	1.1393	Recommend
2026-06-09	10914060188	0.1123	34.6312	1.1328	33.4983	2.6762	34.6376	1.1393	Recommend
2026-06-09	10915000010	4.5452	113.1783	1.1260	112.0522	2.6827	113.1933	1.1410	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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