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
2024-09-30	03三峡债	038006	China Inter-Bank Market	8.8356	119.3486	0.7989	118.5497	2.4938	AAA
2024-09-30	01国开21	010221	Commercial Bank Counter Market	7.2842	116.7733	0.9826	115.7906	2.1642
2024-09-30	06冀建投债	068012	China Inter-Bank Market	1.4904	104.9615	2.1301	102.8314	2.2198	AAA
2024-09-30	23中兴国资CP004	042300059	China Inter-Bank Market	0.0710	102.9546	2.9169	100.0376	2.3541	AA(2)
2024-09-30	17招路02	112563	Shenzhen Stock Exchange	2.8521	107.8920	0.7368	107.1552	2.3540	AAA-
2024-09-30	02国债05	020005	China Inter-Bank Market	7.6466	106.4241	1.0166	105.4075	2.1300
2024-09-30	13青国投MTN001	101354012	China Inter-Bank Market	3.8712	109.7340	0.8215	108.9125	3.8539	AA-
2024-09-30	23工商银行CD047	112302047	China Inter-Bank Market	0.0683	99.8741	2.2724	97.6017	1.8450	AAA
2024-09-30	23浙江01	101900	Commercial Bank Counter Market	5.3716	106.5789	1.8634	104.7155	2.0332	AAA+
2024-09-30	15东方财信PPN001	031564087	China Inter-Bank Market	0.7753	20.8349	0.2921	20.5429	2.8789	AA(2)

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
2024-09-30	03三峡债	038006	Central enterprise bond	China Inter-Bank Market	8.8356	119.3486	0.7989	118.5497	2.4938	7.30	66.04	0.0871	recommend	119.3619	0.8122	100.0000	AAA	CND0000004T5
2024-09-30	01国开21	010221	Senior bond of policy bank	Commercial Bank Counter Market	7.2842	116.7733	0.9826	115.7906	2.1642	6.25	45.87	0.0730	recommend	116.7855	0.9949	100.0000		CND0000002K8
2024-09-30	06冀建投债	068012	Local enterprise bond	China Inter-Bank Market	1.4904	104.9615	2.1301	102.8314	2.2198	1.42	3.44	0.0149	recommend	104.9729	2.1415	100.0000	AAA	CND000000KN0
2024-09-30	23中兴国资CP004	042300059	Short-term commercial paper (CP)	China Inter-Bank Market	0.0710	102.9546	2.9169	100.0376	2.3541	0.08	0.01	0.0008	recommend	102.9632	2.9255	100.0000	AA(2)	CND100075BV3
2024-09-30	17招路02	112563	Public offering corporate bond	Shenzhen Stock Exchange	2.8521	107.8920	0.7368	107.1552	2.3540	2.65	9.84	0.0286	recommend	107.9056	0.7504	100.0000	AAA-
2024-09-30	02国债05	020005	Book-entry T-bond	China Inter-Bank Market	7.6466	106.4241	1.0166	105.4075	2.1300	6.80	53.01	0.0724	recommend	106.4320	1.0245	100.0000		CND0000002T9
2024-09-30	13青国投MTN001	101354012	Medium-term note (MTN)	China Inter-Bank Market	3.8712	109.7340	0.8215	108.9125	3.8539	3.41	15.53	0.0374	recommend	109.7515	0.8390	100.0000	AA-	CND100011881
2024-09-30	23工商银行CD047	112302047	Inter-bank negotiable certificates of deposit	China Inter-Bank Market	0.0683	99.8741	2.2724	97.6017	1.8450	0.07	0.01	0.0007	recommend	99.8808	2.2791	100.0000	AAA	CND1000758F3
2024-09-30	23浙江01	101900	Local government bond	Commercial Bank Counter Market	5.3716	106.5789	1.8634	104.7155	2.0332	4.87	29.76	0.0519	recommend	106.5870	1.8715	100.0000	AAA+	CND100063JB4
2024-09-30	15东方财信PPN001	031564087	Private placement instruments (PPN)	China Inter-Bank Market	0.7753	20.8349	0.2921	20.5429	2.8789	0.76	1.15	0.0016	recommend	20.8385	0.2956	40.0000	AA(2)	CND100018FQ4

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
2024-09-30	2021000208	永赢租赁2021年第7期	0.1616	103.1277	99.8770	3.2507	4.1316	100.0000	Recommend	Based on the data of underlying assets
2024-09-30	2021000208	永赢租赁2021年第7期	2.1616	103.1393	99.8886	3.2507	4.1316	100.0000		Based on the data of underlying assets

Date	Code	Short Name	Originator	Coupon Rate(%)	Asset Credit Rating	Maturity(Yrs)	Maturity Type	Full Price(Yuan)	Net Price(Yuan)	Accrued Interest(Yuan)	Yield to Maturity(%)	Residue Principal(Yuan)	Recommendation	Remarks
2024-09-30	2021000208	永赢租赁2021年第7期	永赢金融租赁有限公司	3.5000		0.1616	Based on Expected Maturity Date	103.1277	99.8770	3.2507	4.1316	100.0000	Recommend	Based on the data of underlying assets
2024-09-30	2021000208	永赢租赁2021年第7期	永赢金融租赁有限公司	3.5000		2.1616	Based on Final Maturity Date	103.1393	99.8886	3.2507	4.1316	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
2024-09-30	10914000017	0.0437	100.2638	0.1600	100.1038	4.0532	Recommend
2024-09-30	10914000090	0.1776	53.4046	3.1271	50.2776	4.1243	Recommend
2024-09-30	10914000146	5.0459	113.9009	1.5925	112.3084	3.6528	Recommend
2024-09-30	10914000177	0.1557	100.4183	0.1441	100.2742	4.0696	Recommend
2024-09-30	10914000178	0.1557	100.4183	0.1441	100.2742	4.0696	Recommend
2024-09-30	10914000188	1.7966	74.0172	5.1031	68.9140	4.2197	Recommend
2024-09-30	10914000199		131.2876	1.7800	129.5076	3.6495	Recommend
2024-09-30	10914010188	1.7966	72.7059	3.7197	68.9862	4.2196	Recommend
2024-09-30	10914020188	1.8541	72.7983	3.7197	69.0786	4.2248	Recommend
2024-09-30	10914030188	1.8651	72.8157	3.7197	69.0960	4.2259	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
2024-09-30	10914000017	0.0437	100.2638	0.1600	100.1038	4.0532	100.2816	0.1778	Recommend
2024-09-30	10914000090	0.1776	53.4046	3.1271	50.2776	4.1243	53.4150	3.1374	Recommend
2024-09-30	10914000146	5.0459	113.9009	1.5925	112.3084	3.6528	113.9184	1.6100	Recommend
2024-09-30	10914000177	0.1557	100.4183	0.1441	100.2742	4.0696	100.4343	0.1601	Recommend
2024-09-30	10914000178	0.1557	100.4183	0.1441	100.2742	4.0696	100.4343	0.1601	Recommend
2024-09-30	10914000188	1.7966	74.0172	5.1031	68.9140	4.2197	74.0300	5.1160	Recommend
2024-09-30	10914000199		131.2876	1.7800	129.5076	3.6495	131.3076	1.8000	Recommend
2024-09-30	10914010188	1.7966	72.7059	3.7197	68.9862	4.2196	72.7188	3.7326	Recommend
2024-09-30	10914020188	1.8541	72.7983	3.7197	69.0786	4.2248	72.8112	3.7326	Recommend
2024-09-30	10914030188	1.8651	72.8157	3.7197	69.0960	4.2259	72.8286	3.7326	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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