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
2022-06-28	21光大环境MTN001BC	102101077	China Inter-Bank Market	1.9644	101.5718	0.1282	101.4436	2.8332	AA＋
2022-06-28	06三峡债	068022	Shanghai Stock Exchange	3.8685	104.8961	0.5458	104.3503	2.9419	AAA＋
2022-06-28	22玄武高新CP001	042280130	China Inter-Bank Market	0.7096	101.0518	0.8422	100.2096	2.5774	AA(2)
2022-06-28	15云南债16	1570016	Commercial Bank Counter Market	3.0877	104.5974	1.6505	102.9469	3.0035	AAA-
2022-06-28	21福如东海PPN003	032100538	China Inter-Bank Market	1.8356	101.8401	1.1178	100.7223	6.4788	AA-
2022-06-28	03国债14	030014	China Inter-Bank Market	11.4658	88.5170	0.8762	87.6408	2.9236
2022-06-28	21榕交01	178114	Shanghai Stock Exchange	1.7205	103.0034	1.1178	101.8856	2.8545	AA＋
2022-06-28	16启国投债	1680094	Shanghai Stock Exchange	0.6959	20.4508	0.2433	20.2075	2.4535	AA
2022-06-28	20国开02	200202	China Inter-Bank Market	0.7808	100.2493	0.4077	99.8416	2.0505
2022-06-28	22恒丰银行CD174	112219174	China Inter-Bank Market	0.9123	97.8433	0.2066	97.6367	2.3687	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
2022-06-28	21光大环境MTN001BC	102101077	Medium-Term Notes	China Inter-Bank Market	1.9644	101.5718	0.1282	101.4436	2.8332	100.0000	0.00	17.51	0.00	0.10	AA＋
2022-06-28	06三峡债	068022	Central Government Owned Enterprise Bonds	Shanghai Stock Exchange	3.8685	104.8961	0.5458	104.3503	2.9419	100.0000	0.05	1.58	0.05	0.10	AAA＋
2022-06-28	22玄武高新CP001	042280130	Commercial Papers	China Inter-Bank Market	0.7096	101.0518	0.8422	100.2096	2.5774	100.0000	0.00	17.51	0.00	0.10	AA(2)
2022-06-28	15云南债16	1570016	Local Government Bonds	Commercial Bank Counter Market	3.0877	104.5974	1.6505	102.9469	3.0035	100.0000	1.00		1.00	1.00	AAA-
2022-06-28	21福如东海PPN003	032100538	PPNs	China Inter-Bank Market	1.8356	101.8401	1.1178	100.7223	6.4788	100.0000	0.00	17.51	0.00	0.10	AA-
2022-06-28	03国债14	030014	Book-Entry Treasury Bonds	China Inter-Bank Market	11.4658	88.5170	0.8762	87.6408	2.9236	100.0000
2022-06-28	21榕交01	178114	Corporate Bonds	Shanghai Stock Exchange	1.7205	103.0034	1.1178	101.8856	2.8545	100.0000	0.00	3.24	0.00	0.10	AA＋
2022-06-28	16启国投债	1680094	Local Government Owned Enterprise Bonds	Shanghai Stock Exchange	0.6959	20.4508	0.2433	20.2075	2.4535	20.0000	0.05	1.58	0.05	0.10	AA
2022-06-28	20国开02	200202	Policy Bank Bonds	China Inter-Bank Market	0.7808	100.2493	0.4077	99.8416	2.0505	100.0000	1.00	0.00	101.07	1.00
2022-06-28	22恒丰银行CD174	112219174	Negotiable Certificates of Deposit	China Inter-Bank Market	0.9123	97.8433	0.2066	97.6367	2.3687	97.6437	0.00	17.51	0.00	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
2022-06-28	02100125	中原信托·永赢租赁2021年第4期	0.6137	33.8935	33.3968	0.4967	3.9435	33.3333	Recommend	Based on the data of underlying assets
2022-06-28	02100125	中原信托·永赢租赁2021年第4期	2.6164	33.8935	33.3968	0.4967	3.9435	33.3333		Based on the data of underlying assets
2022-06-28	2022000022	2022年致远同鑫第一期	0.1151	101.6515	100.0635	1.5879	2.9984	100.0000	Recommend	Based on the data of underlying assets
2022-06-28	2022000022	2022年致远同鑫第一期	3.1178	101.6560	100.0681	1.5879	2.9984	100.0000		Based on the data of underlying assets
2022-06-28	2021000581	厦门信托-华星秋月2102财产权信托	0.0082	100.1777	99.9849	0.1928	3.0149	100.0000	Recommend	Based on the data of underlying assets
2022-06-28	2021000581	厦门信托-华星秋月2102财产权信托	1.0082	100.1786	99.9858	0.1928	3.0149	100.0000		Based on the data of underlying assets
2022-06-28	2022000075	众合2022年第一期优先档	1.1315	101.3038	100.1580	1.1458	3.2978	100.0000	Recommend	Based on the data of underlying assets
2022-06-28	2022000075	众合2022年第一期优先档	4.0493	101.3038	100.1580	1.1458	3.2978	100.0000		Based on the data of underlying assets
2022-06-28	02000140	永赢租赁2020年第2期	0.2274	12.9868	12.5449	0.4419	3.0969	12.5000	Recommend	Based on the data of underlying assets
2022-06-28	02000140	永赢租赁2020年第2期	2.2301	12.9878	12.5460	0.4419	3.0969	12.5000		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
2022-06-28	02100125	中原信托·永赢租赁2021年第4期	永赢金融租赁有限公司	4.9000	0.6137	Based on Expected Maturity Date	33.8935	33.3968	0.4967	3.9435	33.3333	Recommend	Based on the data of underlying assets
2022-06-28	02100125	中原信托·永赢租赁2021年第4期	永赢金融租赁有限公司	4.9000	2.6164	Based on Final Maturity Date	33.8935	33.3968	0.4967	3.9435	33.3333		Based on the data of underlying assets
2022-06-28	2022000022	2022年致远同鑫第一期	中国建设银行股份有限公司北京市分行	3.6000	0.1151	Based on Expected Maturity Date	101.6515	100.0635	1.5879	2.9984	100.0000	Recommend	Based on the data of underlying assets
2022-06-28	2022000022	2022年致远同鑫第一期	中国建设银行股份有限公司北京市分行	3.6000	3.1178	Based on Final Maturity Date	101.6560	100.0681	1.5879	2.9984	100.0000		Based on the data of underlying assets
2022-06-28	2021000581	厦门信托-华星秋月2102财产权信托	富邦华一银行有限公司	3.9100	0.0082	Based on Expected Maturity Date	100.1777	99.9849	0.1928	3.0149	100.0000	Recommend	Based on the data of underlying assets
2022-06-28	2021000581	厦门信托-华星秋月2102财产权信托	富邦华一银行有限公司	3.9100	1.0082	Based on Final Maturity Date	100.1786	99.9858	0.1928	3.0149	100.0000		Based on the data of underlying assets
2022-06-28	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	1.1315	Based on Expected Maturity Date	101.3038	100.1580	1.1458	3.2978	100.0000	Recommend	Based on the data of underlying assets
2022-06-28	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	4.0493	Based on Final Maturity Date	101.3038	100.1580	1.1458	3.2978	100.0000		Based on the data of underlying assets
2022-06-28	02000140	永赢租赁2020年第2期	永赢金融租赁有限公司	5.0400	0.2274	Based on Expected Maturity Date	12.9868	12.5449	0.4419	3.0969	12.5000	Recommend	Based on the data of underlying assets
2022-06-28	02000140	永赢租赁2020年第2期	永赢金融租赁有限公司	5.0400	2.2301	Based on Final Maturity Date	12.9878	12.5460	0.4419	3.0969	12.5000		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
2022-06-28	10921000013	1.5425	101.1600	0.1002	101.0598	4.5796	Recommend
2022-06-28	10921000013	3.5452	102.5238	0.1002	102.4236	4.5537
2022-06-28	10912000037	0.1726	20.3902	0.3046	20.0855	3.8845	Recommend
2022-06-28	10914010188	4.0603	111.0420	3.6940	107.3480	4.3154	Recommend
2022-06-28	10917000109	0.3836	100.7997	0.1151	100.6846	4.2611	Recommend
2022-06-28	10917000158	1.8301	34.9214	0.0655	34.8558	41.9374	Recommend
2022-06-28	10917000178	0.4082	100.6671	0.1205	100.5466	4.2096	Recommend
2022-06-28	10919000225	1.0493	102.7941	0.1342	102.6598	4.4606	Recommend
2022-06-28	10919000415	4.3808	102.1350	0.0968	102.0381	4.6072	Recommend
2022-06-28	10920000269	3.0548	102.1095	0.3214	101.7881	4.5413	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
2022-06-28	10921000013	1.5425	101.1600	0.1002	101.0598	4.5796	101.1744	0.1145	Recommend
2022-06-28	10921000013	3.5452	102.5238	0.1002	102.4236	4.5537	102.5381	0.1145
2022-06-28	10912000037	0.1726	20.3902	0.3046	20.0855	3.8845	20.3936	0.3081	Recommend
2022-06-28	10914010188	4.0603	111.0420	3.6940	107.3480	4.3154	111.0610	3.7130	Recommend
2022-06-28	10917000109	0.3836	100.7997	0.1151	100.6846	4.2611	100.8161	0.1315	Recommend
2022-06-28	10917000158	1.8301	34.9214	0.0655	34.8558	41.9374	34.9296	0.0737	Recommend
2022-06-28	10917000178	0.4082	100.6671	0.1205	100.5466	4.2096	100.6822	0.1356	Recommend
2022-06-28	10919000225	1.0493	102.7941	0.1342	102.6598	4.4606	102.8132	0.1534	Recommend
2022-06-28	10919000415	4.3808	102.1350	0.0968	102.0381	4.6072	102.1488	0.1107	Recommend
2022-06-28	10920000269	3.0548	102.1095	0.3214	101.7881	4.5413	102.1235	0.3353	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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