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
2024-04-26	03三峡债	038006	China Inter-Bank Market	9.2650	121.8095	3.5720	118.2376	2.6163	AAA
2024-04-26	01国开21	010221	China Inter-Bank Market	7.7131	116.0710	1.3038	114.7672	2.4097
2024-04-26	17株国01	112523	Shenzhen Stock Exchange	0.0164	105.8481	5.8325	100.0156	2.8230	AA
2024-04-26	06冀建投债	068012	Commercial Bank Counter Market	1.9205	103.8791	0.3321	103.5469	2.2699	AAA
2024-04-26	23迈瑞城投CP001	042300036	China Inter-Bank Market	0.0055	104.4867	4.4754	100.0113	2.3237	AA(2)
2024-04-26	02国债05	020005	China Inter-Bank Market	8.0765	105.7028	1.2269	104.4758	2.2897
2024-04-26	14辽城资PPN001	031490616	China Inter-Bank Market	0.2186	107.6174	6.4077	101.2098	2.4766	AA-
2024-04-26	13青国投MTN001	101354012	China Inter-Bank Market	4.3005	107.7658	4.4625	103.3033	5.4873	AA-
2024-04-26	23工商银行CD047	112302047	China Inter-Bank Market	0.4973	99.0007	1.2262	97.7746	2.0298	AAA
2024-04-26	23浙江01	101900	Shenzhen Stock Exchange	5.8005	104.4851	0.5859	103.8992	2.2448	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
2024-04-26	03三峡债	038006	Central enterprise bond	China Inter-Bank Market	9.2650	121.8095	3.5720	118.2376	2.6163	7.40	69.62	0.0902	recommend	121.8228	3.5852	100.0000	AAA	CND0000004T5
2024-04-26	01国开21	010221	Senior bond of policy bank	China Inter-Bank Market	7.7131	116.0710	1.3038	114.7672	2.4097	6.53	50.35	0.0758	recommend	116.0835	1.3163	100.0000		CND0000002K8
2024-04-26	17株国01	112523	Public offering corporate bond	Shenzhen Stock Exchange	0.0164	105.8481	5.8325	100.0156	2.8230	0.03	0.00	0.0003	recommend	105.8644	5.8488	100.0000	AA
2024-04-26	06冀建投债	068012	Local enterprise bond	Commercial Bank Counter Market	1.9205	103.8791	0.3321	103.5469	2.2699	1.84	5.22	0.0191	recommend	103.8905	0.3436	100.0000	AAA	CND000000KN0
2024-04-26	23迈瑞城投CP001	042300036	Short-term commercial paper (CP)	China Inter-Bank Market	0.0055	104.4867	4.4754	100.0113	2.3237	0.01	0.00	0.0001	recommend	104.4990	4.4877	100.0000	AA(2)	CND10006F8Q4
2024-04-26	02国债05	020005	Book-entry T-bond	China Inter-Bank Market	8.0765	105.7028	1.2269	104.4758	2.2897	7.11	58.19	0.0752	recommend	105.7107	1.2349	100.0000		CND0000002T9
2024-04-26	14辽城资PPN001	031490616	Private placement instruments (PPN)	China Inter-Bank Market	0.2186	107.6174	6.4077	101.2098	2.4766	0.22	0.09	0.0023	recommend	107.6398	6.4301	100.0000	AA-	CND10001K842
2024-04-26	13青国投MTN001	101354012	Medium-term note (MTN)	China Inter-Bank Market	4.3005	107.7658	4.4625	103.3033	5.4873	3.55	17.23	0.0383	recommend	107.7832	4.4799	100.0000	AA-	CND100011881
2024-04-26	23工商银行CD047	112302047	Inter-bank negotiable certificates of deposit	China Inter-Bank Market	0.4973	99.0007	1.2262	97.7746	2.0298	0.49	0.48	0.0049	recommend	99.0074	1.2328	100.0000	AAA	CND1000758F3
2024-04-26	23浙江01	101900	Local government bond	Shenzhen Stock Exchange	5.8005	104.4851	0.5859	103.8992	2.2448	5.28	34.30	0.0551	recommend	104.4932	0.5940	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
2024-04-26	2021000115	永赢租赁2021年第6期	2.3945	102.0147	101.2172	0.7974	3.8118	100.0000		Based on the data of underlying assets
2024-04-26	2021000208	永赢租赁2021年第7期	0.5918	101.2843	99.5391	1.7452	4.2246	100.0000	Recommend	Based on the data of underlying assets
2024-04-26	2021000208	永赢租赁2021年第7期	2.5918	101.3052	99.5600	1.7452	4.2246	100.0000		Based on the data of underlying assets
2024-04-26	2021000115	永赢租赁2021年第6期	0.3945	101.9976	101.2002	0.7974	3.8118	100.0000	Recommend	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
2024-04-26	2021000115	永赢租赁2021年第6期	永赢金融租赁有限公司	6.9300	2.3945	Based on Final Maturity Date	102.0147	101.2172	0.7974	3.8118	100.0000		Based on the data of underlying assets
2024-04-26	2021000208	永赢租赁2021年第7期	永赢金融租赁有限公司	3.5000	0.5918	Based on Expected Maturity Date	101.2843	99.5391	1.7452	4.2246	100.0000	Recommend	Based on the data of underlying assets
2024-04-26	2021000208	永赢租赁2021年第7期	永赢金融租赁有限公司	3.5000	2.5918	Based on Final Maturity Date	101.3052	99.5600	1.7452	4.2246	100.0000		Based on the data of underlying assets
2024-04-26	2021000115	永赢租赁2021年第6期	永赢金融租赁有限公司	6.9300	0.3945	Based on Expected Maturity Date	101.9976	101.2002	0.7974	3.8118	100.0000	Recommend	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
2024-04-26	10914000017	0.4727	101.9099	0.6400	101.2699	3.7716	Recommend
2024-04-26	10914000018	0.0492	53.3059	3.2383	50.0676	3.7487	Recommend
2024-04-26	10914000025	0.3005	52.8002	2.3822	50.4179	3.7541	Recommend
2024-04-26	10914000026	0.4262	52.5498	1.9542	50.5956	3.7594	Recommend
2024-04-26	10914000067	0.3525	21.0248	0.8457	20.1792	3.7575	Recommend
2024-04-26	10914000090	0.6066	52.5762	1.4960	51.0802	3.7819	Recommend
2024-04-26	10914000102	0.2923	50.5116	0.2770	50.2346	3.8129	Recommend
2024-04-26	10914000117	0.0109	12.5659	0.0591	12.5067	3.6558	Recommend
2024-04-26	10914000138	0.0738	40.2902	0.1944	40.0958	3.7796	Recommend
2024-04-26	10914000144	0.2623	42.3530	0.1975	42.1555	3.8100	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
2024-04-26	10914000017	0.4727	101.9099	0.6400	101.2699	3.7716	101.9277	0.6578	Recommend
2024-04-26	10914000018	0.0492	53.3059	3.2383	50.0676	3.7487	53.3152	3.2476	Recommend
2024-04-26	10914000025	0.3005	52.8002	2.3822	50.4179	3.7541	52.8095	2.3915	Recommend
2024-04-26	10914000026	0.4262	52.5498	1.9542	50.5956	3.7594	52.5591	1.9635	Recommend
2024-04-26	10914000067	0.3525	21.0248	0.8457	20.1792	3.7575	21.0284	0.8493	Recommend
2024-04-26	10914000090	0.6066	52.5762	1.4960	51.0802	3.7819	52.5865	1.5064	Recommend
2024-04-26	10914000102	0.2923	50.5116	0.2770	50.2346	3.8129	50.5190	0.2845	Recommend
2024-04-26	10914000117	0.0109	12.5659	0.0591	12.5067	3.6558	12.5682	0.0615	Recommend
2024-04-26	10914000138	0.0738	40.2902	0.1944	40.0958	3.7796	40.2980	0.2022	Recommend
2024-04-26	10914000144	0.2623	42.3530	0.1975	42.1555	3.8100	42.3609	0.2054	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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