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
2024-04-30	03三峡债	038006	China Inter-Bank Market	9.2541	121.3773	3.6251	117.7523	2.6683	AAA
2024-04-30	01国开21	010221	China Inter-Bank Market	7.7022	116.1287	1.3535	114.7752	2.4061
2024-04-30	17株国01	112523	Shenzhen Stock Exchange	0.0055	105.8806	5.8975	99.9831	2.8384	AA
2024-04-30	06冀建投债	068012	China Inter-Bank Market	1.9096	103.8550	0.3779	103.4771	2.2960	AAA
2024-04-30	23鲁宏桥CP003	042300037	China Inter-Bank Market	0.0656	104.0156	3.9059	100.1097	2.4099	AA
2024-04-30	02国债05	020005	China Inter-Bank Market	8.0656	105.7450	1.2588	104.4862	2.2876
2024-04-30	14辽城资PPN001	031490616	China Inter-Bank Market	0.2077	107.6418	6.4973	101.1445	2.4975	AA-
2024-04-30	13青国投MTN001	101354012	China Inter-Bank Market	4.2896	108.8552	4.5322	104.3229	5.2203	AA-
2024-04-30	23工商银行CD047	112302047	China Inter-Bank Market	0.4863	99.0191	1.2528	97.7663	2.0368	AAA
2024-04-30	23浙江01	101900	Shenzhen Stock Exchange	5.7896	104.0820	0.6184	103.4636	2.3229	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	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
2024-04-30	03三峡债	038006	Central enterprise bond	China Inter-Bank Market	9.2541	121.3773	3.6251	117.7523	2.6683	7.39	69.34	0.0896		recommend	121.3906	3.6384	100.0000	AAA	CND0000004T5
2024-04-30	01国开21	010221	Senior bond of policy bank	China Inter-Bank Market	7.7022	116.1287	1.3535	114.7752	2.4061	6.52	50.21	0.0757		recommend	116.1412	1.3659	100.0000		CND0000002K8
2024-04-30	17株国01	112523	Public offering corporate bond	Shenzhen Stock Exchange	0.0055	105.8806	5.8975	99.9831	2.8384	0.02	0.00	0.0002		recommend	105.8968	5.9138		AA
2024-04-30	06冀建投债	068012	Local enterprise bond	China Inter-Bank Market	1.9096	103.8550	0.3779	103.4771	2.2960	1.83	5.17	0.0190		recommend	103.8665	0.3894	100.0000	AAA	CND000000KN0
2024-04-30	23鲁宏桥CP003	042300037	Short-term commercial paper (CP)	China Inter-Bank Market	0.0656	104.0156	3.9059	100.1097	2.4099	0.07	0.01	0.0007		recommend	104.0271	3.9173	100.0000	AA	CND10006HFY0
2024-04-30	02国债05	020005	Book-entry T-bond	China Inter-Bank Market	8.0656	105.7450	1.2588	104.4862	2.2876	7.10	58.03	0.0751	0.0241	recommend	105.7530	1.2668	100.0000		CND0000002T9
2024-04-30	14辽城资PPN001	031490616	Private placement instruments (PPN)	China Inter-Bank Market	0.2077	107.6418	6.4973	101.1445	2.4975	0.21	0.09	0.0022		recommend	107.6642	6.5197	100.0000	AA-	CND10001K842
2024-04-30	13青国投MTN001	101354012	Medium-term note (MTN)	China Inter-Bank Market	4.2896	108.8552	4.5322	104.3229	5.2203	3.55	17.25	0.0387		recommend	108.8726	4.5497	100.0000	AA-	CND100011881
2024-04-30	23工商银行CD047	112302047	Inter-bank negotiable certificates of deposit	China Inter-Bank Market	0.4863	99.0191	1.2528	97.7663	2.0368	0.48	0.46	0.0048		recommend	99.0258	1.2595	100.0000	AAA	CND1000758F3
2024-04-30	23浙江01	101900	Local government bond	Shenzhen Stock Exchange	5.7896	104.0820	0.6184	103.4636	2.3229	5.26	34.11	0.0548		recommend	104.0902	0.6265	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
2024-04-30	2021000115	永赢租赁2021年第6期	0.3836	102.0230	101.1496	0.8734	3.8549	100.0000	Recommend	Based on the data of underlying assets
2024-04-30	2021000115	永赢租赁2021年第6期	2.3836	102.0403	101.1669	0.8734	3.8549	100.0000		Based on the data of underlying assets
2024-04-30	2021000208	永赢租赁2021年第7期	0.5808	101.3051	99.5216	1.7836	4.2680	100.0000	Recommend	Based on the data of underlying assets
2024-04-30	2021000208	永赢租赁2021年第7期	2.5808	101.3266	99.5431	1.7836	4.2680	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
2024-04-30	2021000115	永赢租赁2021年第6期	永赢金融租赁有限公司	6.9300	0.3836	Based on Expected Maturity Date	102.0230	101.1496	0.8734	3.8549	100.0000	Recommend	Based on the data of underlying assets
2024-04-30	2021000115	永赢租赁2021年第6期	永赢金融租赁有限公司	6.9300	2.3836	Based on Final Maturity Date	102.0403	101.1669	0.8734	3.8549	100.0000		Based on the data of underlying assets
2024-04-30	2021000208	永赢租赁2021年第7期	永赢金融租赁有限公司	3.5000	0.5808	Based on Expected Maturity Date	101.3051	99.5216	1.7836	4.2680	100.0000	Recommend	Based on the data of underlying assets
2024-04-30	2021000208	永赢租赁2021年第7期	永赢金融租赁有限公司	3.5000	2.5808	Based on Final Maturity Date	101.3266	99.5431	1.7836	4.2680	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
2024-04-30	10914000017	0.4617	101.9343	0.7111	101.2232	3.8101	Recommend
2024-04-30	10914000018	0.0383	53.3269	3.2756	50.0514	3.8055	Recommend
2024-04-30	10914000025	0.2896	52.8186	2.4194	50.3992	3.7756	Recommend
2024-04-30	10914000026	0.4153	52.5630	1.9914	50.5716	3.7978	Recommend
2024-04-30	10914000067	0.3415	21.0312	0.8600	20.1712	3.7888	Recommend
2024-04-30	10914000090	0.5956	52.5864	1.5376	51.0489	3.8183	Recommend
2024-04-30	10914000102	0.2814	50.5294	0.3069	50.2225	3.8357	Recommend
2024-04-30	10914000138	0.0628	40.3077	0.2256	40.0822	3.7551	Recommend
2024-04-30	10914000144	0.2514	42.3652	0.2291	42.1362	3.8613	Recommend
2024-04-30	10914000145	0.3224	42.4542	0.2291	42.2251	3.8619	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
2024-04-30	10914000017	0.4617	101.9343	0.7111	101.2232	3.8101	101.9521	0.7289	Recommend
2024-04-30	10914000018	0.0383	53.3269	3.2756	50.0514	3.8055	53.3362	3.2849	Recommend
2024-04-30	10914000025	0.2896	52.8186	2.4194	50.3992	3.7756	52.8279	2.4288	Recommend
2024-04-30	10914000026	0.4153	52.5630	1.9914	50.5716	3.7978	52.5723	2.0007	Recommend
2024-04-30	10914000067	0.3415	21.0312	0.8600	20.1712	3.7888	21.0348	0.8636	Recommend
2024-04-30	10914000090	0.5956	52.5864	1.5376	51.0489	3.8183	52.5968	1.5479	Recommend
2024-04-30	10914000102	0.2814	50.5294	0.3069	50.2225	3.8357	50.5369	0.3144	Recommend
2024-04-30	10914000138	0.0628	40.3077	0.2256	40.0822	3.7551	40.3155	0.2333	Recommend
2024-04-30	10914000144	0.2514	42.3652	0.2291	42.1362	3.8613	42.3731	0.2370	Recommend
2024-04-30	10914000145	0.3224	42.4542	0.2291	42.2251	3.8619	42.4621	0.2370	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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