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
2026-11-06	03三峡债	038006	China Inter-Bank Market	6.7342	120.9647	1.2916	119.6732	1.7378	AAA
2026-11-06	01国开21	010221	Commercial Bank Counter Market	5.1836	116.8415	1.4371	115.4044	1.4253
2026-11-06	17招路02	112563	Shenzhen Stock Exchange	0.7507	103.8184	1.2416	102.5768	1.4797	AAA-
2026-11-06	02国债05	020005	China Inter-Bank Market	5.5452	110.0168	1.3082	108.7087	1.2696
2026-11-06	25共享工业CP001	042500113	China Inter-Bank Market	0.0740	101.8660	1.8521	100.0139	1.7786	AA-
2026-11-06	07豫投债2	078012	China Inter-Bank Market	0.5260	103.8163	2.1898	101.6265	1.4718	AAA
2026-11-06	13青国投MTN001	101354012	China Inter-Bank Market	1.7699	108.3375	1.4683	106.8693	2.3636	AA-
2026-11-06	25工商银行CD274	112502274	China Inter-Bank Market	0.0137	99.9822	1.5724	98.4098	1.2994	AAA
2026-11-06	23浙江01	101900	Commercial Bank Counter Market	3.2712	107.4663	2.1644	105.3018	1.3028	AAA+
2026-11-06	16沂南城建PPN001	031695001	China Inter-Bank Market	0.1288	25.8805	0.8168	25.0637	1.7118	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	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
2026-11-06	03三峡债	038006	Central enterprise bond	China Inter-Bank Market	6.7342	120.9647	1.2916	119.6732	1.7378	5.82	42.42	0.0704		recommend	120.9781	1.3049	100.0000	AAA	CND0000004T5
2026-11-06	01国开21	010221	Senior bond of policy bank	Commercial Bank Counter Market	5.1836	116.8415	1.4371	115.4044	1.4253	4.63	25.27	0.0541		recommend	116.8538	1.4493	100.0000		CND0000002K8
2026-11-06	17招路02	112563	Public offering corporate bond	Shenzhen Stock Exchange	0.7507	103.8184	1.2416	102.5768	1.4797	0.75	1.12	0.0078		recommend	103.8320	1.2552	100.0000	AAA-
2026-11-06	02国债05	020005	Book-entry T-bond	China Inter-Bank Market	5.5452	110.0168	1.3082	108.7087	1.2696	5.09	29.89	0.0560	0.0130	recommend	110.0247	1.3160	100.0000		CND0000002T9
2026-11-06	25共享工业CP001	042500113	Short-term commercial paper (CP)	China Inter-Bank Market	0.0740	101.8660	1.8521	100.0139	1.7786	0.07	0.01	0.0008		recommend	101.8715	1.8575	100.0000	AA-	CND10009ZV51
2026-11-06	07豫投债2	078012	Local enterprise bond	China Inter-Bank Market	0.5260	103.8163	2.1898	101.6265	1.4718	0.52	0.54	0.0054		recommend	103.8289	2.2024	100.0000	AAA	CND100000JJ9
2026-11-06	13青国投MTN001	101354012	Medium-term note (MTN)	China Inter-Bank Market	1.7699	108.3375	1.4683	106.8693	2.3636	1.67	4.48	0.0181		recommend	108.3550	1.4858	100.0000	AA-	CND100011881
2026-11-06	25工商银行CD274	112502274	Inter-bank negotiable certificates of deposit	China Inter-Bank Market	0.0137	99.9822	1.5724	98.4098	1.2994	0.01	0.00	0.0001		recommend	99.9866	1.5767	98.4058	AAA	CND10009Z5Y7
2026-11-06	23浙江01	101900	Local government bond	Commercial Bank Counter Market	3.2712	107.4663	2.1644	105.3018	1.3028	3.07	12.78	0.0330		recommend	107.4744	2.1726	100.0000	AAA+	CND100063JB4
2026-11-06	16沂南城建PPN001	031695001	Private placement instruments (PPN)	China Inter-Bank Market	0.1288	25.8805	0.8168	25.0637	1.7118	0.13	0.03	0.0003		recommend	25.8830	0.8193	25.0000	AA	CND100013TG7

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
2026-11-06	10914000146	2.9452	110.3796	0.6300	109.7496	2.8788	Recommend
2026-11-06	10914000199		103.6670	1.6215	102.0455	2.3512	Recommend
2026-11-06	10915000010	4.1342	111.9882	0.6156	111.3726	2.5962	Recommend
2026-11-06	10915000010	9.1342	127.0670	0.6156	126.4514	2.4239
2026-11-06	10915000020	3.3562	113.3102	0.7156	112.5946	2.5893	Recommend
2026-11-06	10916000015	0.0137	43.8608	0.5176	43.3432	2.7681	Recommend
2026-11-06	10916000016	0.1288	100.8598	0.5808	100.2790	2.7400	Recommend
2026-11-06	10916000016	5.1288	115.5827	0.5808	115.0019	2.3281
2026-11-06	10916000017	0.1288	100.8598	0.5808	100.2790	2.7400	Recommend
2026-11-06	10916000017	5.1288	115.5827	0.5808	115.0019	2.3281

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
2026-11-06	10914000146	2.9452	110.3796	0.6300	109.7496	2.8788	110.3971	0.6475	Recommend
2026-11-06	10914000199		103.6670	1.6215	102.0455	2.3512	103.6798	1.6343	Recommend
2026-11-06	10915000010	4.1342	111.9882	0.6156	111.3726	2.5962	112.0032	0.6306	Recommend
2026-11-06	10915000010	9.1342	127.0670	0.6156	126.4514	2.4239	127.0820	0.6306
2026-11-06	10915000020	3.3562	113.3102	0.7156	112.5946	2.5893	113.3257	0.7311	Recommend
2026-11-06	10916000015	0.0137	43.8608	0.5176	43.3432	2.7681	43.8668	0.5236	Recommend
2026-11-06	10916000016	0.1288	100.8598	0.5808	100.2790	2.7400	100.8733	0.5943	Recommend
2026-11-06	10916000016	5.1288	115.5827	0.5808	115.0019	2.3281	115.5962	0.5943
2026-11-06	10916000017	0.1288	100.8598	0.5808	100.2790	2.7400	100.8733	0.5943	Recommend
2026-11-06	10916000017	5.1288	115.5827	0.5808	115.0019	2.3281	115.5962	0.5943

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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