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
2024-07-26	03三峡债	038006	China Inter-Bank Market	9.0164	125.4307	4.7803	120.6503	2.2980	AAA
2024-07-26	01国开21	010221	China Inter-Bank Market	7.4645	116.3998	0.1720	116.2279	2.1540
2024-07-26	06冀建投债	068012	China Inter-Bank Market	1.6712	104.9540	1.3742	103.5798	1.9758	AAA
2024-07-26	17招路02	112563	Shenzhen Stock Exchange	3.0328	113.2631	4.8163	108.4469	2.0769	AAA-
2024-07-26	02国债05	020005	China Inter-Bank Market	7.8274	106.2899	0.4965	105.7935	2.0936
2024-07-26	23津南城投CP002	042300049	China Inter-Bank Market	0.0628	105.8543	5.6230	100.2314	2.0990	AA-
2024-07-26	13青国投MTN001	101354012	China Inter-Bank Market	4.0519	116.8161	6.0488	110.7673	3.4833	AA-
2024-07-26	23工商银行CD047	112302047	China Inter-Bank Market	0.2486	99.5508	1.8326	97.7182	1.8150	AAA
2024-07-26	23浙江01	101900	Commercial Bank Counter Market	5.5519	106.1274	1.3263	104.8011	2.0452	AAA+
2024-07-26	14东方财信PPN001	031490666	China Inter-Bank Market	0.0164	21.5887	1.5718	20.0169	2.6368	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	YTM on Weighted Average Full Price of Settlement (%)	Recommendation	Full Price (End Day)(Yuan)	Accrued Interest (End Day) (Yuan)	Residual Principal(Yuan)	ChinaBond Market Implied Rating	ISIN
2024-07-26	03三峡债	038006	Central enterprise bond	China Inter-Bank Market	9.0164	125.4307	4.7803	120.6503	2.2980	7.21	66.54	0.0904		recommend	125.4439	4.7936	100.0000	AAA	CND0000004T5
2024-07-26	01国开21	010221	Senior bond of policy bank	China Inter-Bank Market	7.4645	116.3998	0.1720	116.2279	2.1540	6.43	48.22	0.0748	0.0214	recommend	116.4121	0.1842	100.0000		CND0000002K8
2024-07-26	06冀建投债	068012	Local enterprise bond	China Inter-Bank Market	1.6712	104.9540	1.3742	103.5798	1.9758	1.60	4.17	0.0168		recommend	104.9655	1.3857	100.0000	AAA	CND000000KN0
2024-07-26	17招路02	112563	Public offering corporate bond	Shenzhen Stock Exchange	3.0328	113.2631	4.8163	108.4469	2.0769	2.72	10.56	0.0308		recommend	113.2768	4.8299	100.0000	AAA-
2024-07-26	02国债05	020005	Book-entry T-bond	China Inter-Bank Market	7.8274	106.2899	0.4965	105.7935	2.0936	6.98	55.57	0.0742		recommend	106.2978	0.5043	100.0000		CND0000002T9
2024-07-26	23津南城投CP002	042300049	Short-term commercial paper (CP)	China Inter-Bank Market	0.0628	105.8543	5.6230	100.2314	2.0990	0.07	0.01	0.0007		recommend	105.8707	5.6393	100.0000	AA-	CND10006XQ61
2024-07-26	13青国投MTN001	101354012	Medium-term note (MTN)	China Inter-Bank Market	4.0519	116.8161	6.0488	110.7673	3.4833	3.41	16.13	0.0398		recommend	116.8335	6.0662	100.0000	AA-	CND100011881
2024-07-26	23工商银行CD047	112302047	Inter-bank negotiable certificates of deposit	China Inter-Bank Market	0.2486	99.5508	1.8326	97.7182	1.8150	0.25	0.12	0.0025		recommend	99.5574	1.8392	100.0000	AAA	CND1000758F3
2024-07-26	23浙江01	101900	Local government bond	Commercial Bank Counter Market	5.5519	106.1274	1.3263	104.8011	2.0452	5.05	31.69	0.0536		recommend	106.1355	1.3345	100.0000	AAA+	CND100063JB4
2024-07-26	14东方财信PPN001	031490666	Private placement instruments (PPN)	China Inter-Bank Market	0.0164	21.5887	1.5718	20.0169	2.6368	0.02	0.00	0.0000		recommend	21.5930	1.5762	40.0000	AA(2)	CND100011BZ9

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
2024-07-26	2021000115	永赢租赁2021年第6期	0.1452	102.9971	100.4719	2.5252	3.5728	100.0000	Recommend	Based on the data of underlying assets
2024-07-26	2021000115	永赢租赁2021年第6期	2.1452	103.0051	100.4799	2.5252	3.5728	100.0000		Based on the data of underlying assets
2024-07-26	2021000208	永赢租赁2021年第7期	0.3425	102.4170	99.7991	2.6178	3.9901	100.0000	Recommend	Based on the data of underlying assets
2024-07-26	2021000208	永赢租赁2021年第7期	2.3425	102.4347	99.8169	2.6178	3.9901	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
2024-07-26	2021000115	永赢租赁2021年第6期	永赢金融租赁有限公司	6.9300	0.1452	Based on Expected Maturity Date	102.9971	100.4719	2.5252	3.5728	100.0000	Recommend	Based on the data of underlying assets
2024-07-26	2021000115	永赢租赁2021年第6期	永赢金融租赁有限公司	6.9300	2.1452	Based on Final Maturity Date	103.0051	100.4799	2.5252	3.5728	100.0000		Based on the data of underlying assets
2024-07-26	2021000208	永赢租赁2021年第7期	永赢金融租赁有限公司	3.5000	0.3425	Based on Expected Maturity Date	102.4170	99.7991	2.6178	3.9901	100.0000	Recommend	Based on the data of underlying assets
2024-07-26	2021000208	永赢租赁2021年第7期	永赢金融租赁有限公司	3.5000	2.3425	Based on Final Maturity Date	102.4347	99.8169	2.6178	3.9901	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
2024-07-26	10914000017	0.2240	101.2420	0.6222	100.6198	3.7021	Recommend
2024-07-26	10914000025	0.0519	53.3019	3.2290	50.0729	3.6941	Recommend
2024-07-26	10914000026	0.1776	53.0515	2.8010	50.2505	3.6992	Recommend
2024-07-26	10914000067	0.1038	21.2251	1.1718	20.0534	3.6944	Recommend
2024-07-26	10914000090	0.3579	53.0842	2.4414	50.6428	3.7178	Recommend
2024-07-26	10914000102	0.0437	50.3005	0.2695	50.0310	3.7388	Recommend
2024-07-26	10914000144	0.0137	42.0353	0.1975	41.8378	3.7197	Recommend
2024-07-26	10914000145	0.0137	42.0353	0.1975	41.8378	3.7197	Recommend
2024-07-26	10914000146	5.2262	116.3240	0.4375	115.8865	3.0440	Recommend
2024-07-26	10914000147	0.1694	47.1383	0.2220	46.9163	3.7485	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
2024-07-26	10914000017	0.2240	101.2420	0.6222	100.6198	3.7021	101.2598	0.6400	Recommend
2024-07-26	10914000025	0.0519	53.3019	3.2290	50.0729	3.6941	53.3112	3.2383	Recommend
2024-07-26	10914000026	0.1776	53.0515	2.8010	50.2505	3.6992	53.0608	2.8103	Recommend
2024-07-26	10914000067	0.1038	21.2251	1.1718	20.0534	3.6944	21.2287	1.1753	Recommend
2024-07-26	10914000090	0.3579	53.0842	2.4414	50.6428	3.7178	53.0946	2.4518	Recommend
2024-07-26	10914000102	0.0437	50.3005	0.2695	50.0310	3.7388	50.3080	0.2770	Recommend
2024-07-26	10914000144	0.0137	42.0353	0.1975	41.8378	3.7197	42.0432	0.2054	Recommend
2024-07-26	10914000145	0.0137	42.0353	0.1975	41.8378	3.7197	42.0432	0.2054	Recommend
2024-07-26	10914000146	5.2262	116.3240	0.4375	115.8865	3.0440	116.3415	0.4550	Recommend
2024-07-26	10914000147	0.1694	47.1383	0.2220	46.9163	3.7485	47.1472	0.2309	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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