4月3日信用債異常成交跟蹤

表1：折價(jià)成交跟蹤大幅折價(jià)個(gè)券成交跟蹤簡(jiǎn)稱(chēng)剩余期限(年)估值價(jià)格偏離()估值凈價(jià)（元）估值收益率偏離(bp)估值收益率()前一日估值收益率()隱含評(píng)級(jí)主體評(píng)級(jí)行業(yè)成交規(guī)模（萬(wàn)元）24陜煤化MTN0029.91-0.3699.074.363.413.37AA+AAA煤炭992524山西建投MTN003A2.98-0.2799.769.763.693.59AA(2)AAA建筑裝飾2099124延安024.91-0.2099.564.443.603.55AA(2)AA+城投79224合川投資PPN0024.96-0.20100.594.464.064.01AA(2)AA城投735124邵新012.82-0.19101.277.193.523.44AA-AA城投202424長(zhǎng)壽投資MTN0022.98-0.19100.186.703.443.37AA-AA+城投600024烏城投MTN0034.92-0.1599.973.392.882.84AA+AAA城投799522靜安011.58-0.14100.359.252.612.52AA+AAA城投200722自貢城投MTN0011.49-0.14105.049.022.972.88AA-AA城投314924象嶼MTN002B2.98-0.11100.013.983.503.46AAAAA交通運(yùn)輸899522自城011.09-0.10103.639.103.052.95AA-AA城投932523城控032.56-0.10103.754.183.093.05AAAA+城投414824開(kāi)經(jīng)012.78-0.10100.473.963.813.77AA(2)AA+城投363122烏城投債013.09-0.08102.542.712.782.75AA+AAA城投2055524北部灣MTN0012.78-0.08100.963.032.832.80AAAAA商貿(mào)零售403824濰坊城建MTN003A2.96-0.08100.012.793.313.28AA(2)AAA城投300022東泰021.57-0.07102.024.192.662.62AA(2)AA+城投306024藍(lán)創(chuàng)014.96-0.0799.091.524.864.84AA-AA城投1322724吉控024.80-0.06103.491.403.303.29AA(2)AA+城投829823藍(lán)創(chuàng)011.15-0.06103.964.203.623.57AA-AA城投20423綿控031.21-0.05102.694.052.692.65AA(2)AA+城投205322青島城陽(yáng)PPN0011.25-0.05100.964.112.782.74AAAA+城投101024象嶼MTN002A1.98-0.05100.102.543.143.11AAAAA交通運(yùn)輸400022粵珠江MTN0041.28-0.04100.693.312.932.90AAAAA城投2014PR安發(fā)011.44-0.0441.453.464.694.65AA-AA城投20722遠(yuǎn)東租賃MTN0091.60-0.04100.932.603.373.35AAAAA非銀金融202023漯河020.40-0.04101.496.592.792.73AA-AA城投406022新中泰MTN001(鄉(xiāng)村振興)1.06-0.03101.593.023.453.42AAAA+基礎(chǔ)化工26422遠(yuǎn)東租賃MTN0101.66-0.03101.901.953.433.41AAAAA非銀金融509622山西建投MTN005(科創(chuàng)票據(jù))0.35-0.03100.687.762.722.65AA(2)AAA建筑裝飾1057224淮北建投MTN0064.97-0.02100.540.423.383.38AA(2)AA+城投402124淮北建投MTN0054.95-0.0299.210.393.383.37AA(2)AA+城投99824溫州國(guó)投SCP0020.71-0.0199.991.872.442.42AAAA食品飲料699924橫店CP0010.70-0.01100.031.792.492.47AAAA+綜合1800322遠(yuǎn)東五0.93-0.01101.020.722.862.85AAAAA非銀金融202022新中泰MTN0020.43-0.01100.530.893.153.14AAAA+基礎(chǔ)化工402423遠(yuǎn)東二0.93-0.01100.130.502.852.84AAAAA非銀金融6306121華僑城MTN003A0.300.00100.181.052.522.51AAA-AAA社會(huì)服務(wù)200323遠(yuǎn)東租賃CP0030.160.00100.260.232.512.51AAAAA非銀金融150424大眾交通SCP0010.270.00100.020.302.352.35AA+AAA交通運(yùn)輸12001資料來(lái)源：，國(guó)投證券研究中心表2：凈價(jià)上漲個(gè)券成交跟蹤大幅正偏離個(gè)券成交跟蹤簡(jiǎn)稱(chēng)剩余期限(年)估值價(jià)格偏離()估值凈價(jià)（元）估值收益率偏離(bp)估值收益率()前一日估值收益率()隱含評(píng)級(jí)主體評(píng)級(jí)行業(yè)成交規(guī)模（萬(wàn)元）20旭輝021.154.3524.00-1192.99256.65268.58CCAAA房地產(chǎn)147922龍湖022.781.4172.12-59.9917.3917.99AA-AAA房地產(chǎn)34621龍湖062.361.3575.32-66.7217.2817.95AA-AAA房地產(chǎn)21321龍湖042.131.3177.57-71.4317.3818.10AA-AAA房地產(chǎn)83916龍湖041.921.2779.55-77.6417.9018.68AA-AAA房地產(chǎn)1821龍湖021.761.2282.99-79.3116.2017.00AA-AAA房地產(chǎn)65621金地MTN0050.201.0794.24-496.3032.6937.66BB+AAA房地產(chǎn)121221金地MTN0040.151.0596.40-659.1128.2634.85BB+AAA房地產(chǎn)19321萬(wàn)科030.130.4499.73-325.115.348.59AA+AAA房地產(chǎn)50920金地011.520.4472.60-32.4628.3728.69BB+AAA房地產(chǎn)3321瑞麗債4.440.38105.15-17.635.235.40AA-AA城投296324陜西金控MTN001B4.950.36100.26-7.902.983.06AAAAA非銀金融399224浙金012.980.3299.69-11.222.943.05AA(2)AA城投2000024云能投MTN0072.980.30100.70-11.024.104.21AA-AAA綜合2816724誠(chéng)通控股MTN009A14.960.29100.16-2.503.203.22AA+AAA綜合1000024誠(chéng)通控股MTN007B14.920.2999.35-2.493.193.22AA+AAA綜合2289422金地MTN0010.890.2973.82-33.1744.2944.62BB+AAA房地產(chǎn)165218宜昌綠色債NPB4.700.29110.20-7.043.553.62AAAA+城投766121金地042.010.2870.68-14.7224.4424.59BB+AAA房地產(chǎn)62424福建能化MTN0014.990.2899.93-6.012.852.91AA+AAA基礎(chǔ)化工1000021通達(dá)投資債014.490.27105.52-12.234.074.19AA(2)AA城投315721金地MTN0070.700.2776.38-33.7748.5548.88BB+AAA房地產(chǎn)32823延經(jīng)016.390.26106.89-7.014.684.75AA(2)AA城投3093PR新平011.810.2640.80-21.406.026.24AA-AA-城投1124蓉江024.950.2599.98-5.543.403.46AA(2)AA城投200024云建投MTN0062.210.25100.15-11.903.483.60AA-AAA城投1800723興工016.090.25104.00-7.014.834.90AA(2)AA建筑裝飾50924三門(mén)峽PPN0014.980.25100.90-5.533.763.81AA(2)AA+城投1200020濱旅021.620.23102.41-15.605.375.53AA-AA城投451819瑞麗債2.460.2362.75-16.964.634.80AA-AA城投3223商鐵021.140.23102.87-20.973.383.59AA(2)AA城投205124誠(chéng)通控股MTN003B19.800.22103.19-1.563.223.23AA+AAA綜合620924誠(chéng)通控股MTN004B19.820.22102.47-1.563.223.23AA+AAA綜合413616濱旅債1.460.22100.96-15.994.965.12AA-AA城投5123威高012.230.22103.15-10.563.503.61AA(2)AA+建筑裝飾199824南充發(fā)展PPN0013.980.21100.62-5.893.553.61AA(2)AA+城投400021萬(wàn)交012.200.21105.62-10.784.264.37AA-AA城投208821萬(wàn)科050.310.2198.75-64.187.147.78AA+AAA房地產(chǎn)54322GLP010.930.2196.56-22.948.278.50A+AAA交通運(yùn)輸17624漳龍Y12.970.20100.01-7.222.923.00AA+AAA城投3000資料來(lái)源：，國(guó)投證券研究中心表3：二永債成交跟蹤二永債成交跟蹤簡(jiǎn)稱(chēng)剩余期限(年)估值價(jià)格偏離()估值凈價(jià)（元）估值收益率偏離(bp)估值收益率()前一日估值收益率()隱含評(píng)級(jí)主體評(píng)級(jí)銀行分類(lèi)成交規(guī)模（萬(wàn)元）23煙臺(tái)銀行永續(xù)債014.630.1999.43-4.554.934.98A+AA城商行992524郵儲(chǔ)永續(xù)債014.960.18100.27-3.952.672.71AAA-AAA國(guó)有行6695224農(nóng)行永續(xù)債014.950.18100.27-3.952.672.71AAA-AAA國(guó)有行11609223招行永續(xù)債014.660.17103.18-3.962.672.71AA+AAA股份行1441623漢口銀行二級(jí)資本債024.670.16105.04-3.963.223.26AA-AA+城商行1048523徽商銀行永續(xù)債014.570.16103.93-3.962.872.91AA+AAA城商行726023遂昌農(nóng)商行二級(jí)資本債014.660.1697.90-4.015.825.86AA+農(nóng)商行390523中信銀行二級(jí)資本債01A4.710.16102.43-3.752.632.67AA+AAA股份行2045323浙商銀行二級(jí)資本債024.650.16103.31-3.782.732.77AA+AAA股份行1031623寧波銀行永續(xù)債014.270.15102.98-3.962.702.74AA+AAA城商行20623郵儲(chǔ)永續(xù)債014.540.15103.25-3.702.652.69AAA-AAA國(guó)有行1547323工行二級(jí)資本債02A4.410.15102.02-3.752.582.61AAA-AAA國(guó)有行3260923農(nóng)行永續(xù)債014.400.15102.33-3.762.642.68AAA-AAA國(guó)有行919523建行永續(xù)債024.480.15103.01-3.712.652.68AAA-AAA國(guó)有行617323浙商銀行二級(jí)資本債014.150.15102.98-3.982.702.74AA+AAA股份行5038323建行永續(xù)債014.290.15102.63-3.822.632.67AAA-AAA國(guó)有行1229723成都農(nóng)商行永續(xù)債014.360.15103.90-3.782.932.97AAAAA農(nóng)商行207423廈門(mén)銀行永續(xù)債014.280.15104.06-3.862.922.96AAAAA城商行72723工行二級(jí)資本債01A4.020.15103.51-4.042.562.60AAA-AAA國(guó)有行155023農(nóng)行二級(jí)資本債02A4.450.15102.78-3.652.582.61AAA-AAA國(guó)有行1539523中行永續(xù)債014.200.15102.53-3.842.632.66AAA-AAA國(guó)有行614323蘇州銀行永續(xù)債014.140.15104.09-3.942.912.95AAAAA城商行1767323中行二級(jí)資本債02A4.470.15102.79-3.602.582.62AAA-AAA國(guó)有行1231923光大二級(jí)資本債01A4.020.15103.62-4.002.592.63AA+AAA股份行413923中原銀行永續(xù)債014.370.15106.10-3.783.083.12AAAAA城商行3631123建行二級(jí)資本債01A3.980.14103.49-3.962.562.60AAA-AAA國(guó)有行87823重慶銀行永續(xù)債014.550.14106.05-3.583.053.09AAAAA城商行819023農(nóng)行二級(jí)資本債01A3.970.14103.48-3.932.562.60AAA-AAA國(guó)有行619923中行二級(jí)資本債01A3.970.14103.47-3.932.562.60AAA-AAA國(guó)有行413224桂林銀行永續(xù)債014.980.1498.78-3.103.473.50AA-AAA城商行1800023中行二級(jí)資本債03A4.550.14103.59-3.342.582.62AAA-AAA國(guó)有行7552923建行二級(jí)資本債02A4.560.14103.68-3.322.582.62AAA-AAA國(guó)有行5799122杭州銀行二級(jí)資本債013.490.14101.88-4.212.582.62AA+AAA城商行813623農(nóng)行二級(jí)資本債03A4.580.14103.69-3.282.582.62AAA-AAA國(guó)有行3832922農(nóng)行永續(xù)債023.420.14101.93-4.242.572.61AAA-AAA國(guó)有行1630222光大銀行二級(jí)資本債01A3.400.14101.80-4.252.542.58AA+AAA股份行1930422華夏銀行二級(jí)資本債013.390.13101.79-4.262.542.58AA+AAA股份行4880722建行永續(xù)債013.410.13102.02-4.242.572.61AAA-AAA國(guó)有行1426422寧波銀行二級(jí)資本債013.340.13102.13-4.282.562.61AA+AAA城商行305623建行二級(jí)資本債03A4.620.13103.07-3.152.592.62AAA-AAA國(guó)有行37531資料來(lái)源：，國(guó)投證券研究中心表4：商金債成交跟蹤商金債成交跟蹤簡(jiǎn)稱(chēng)剩余期限(年)估值價(jià)格偏離()估值凈價(jià)（元）估值收益率偏離(bp)估值收益率()前一日估值收益率()隱含評(píng)級(jí)主體評(píng)級(jí)銀行分類(lèi)成交規(guī)模（萬(wàn)元）24招商銀行三農(nóng)債2.980.0999.87-3.132.392.43AAA-AAA股份行199624浦發(fā)銀行債022.980.0999.96-3.122.402.43AAA-AAA股份行1996924北京銀行012.960.09100.02-3.142.422.45AAA-AAA城商行1199624華夏銀行債012.960.09100.10-3.132.392.42AAA-AAA股份行22905524光大銀行債012.960.09100.10-3.132.392.42AAA-AAA股份行2400324浙商銀行小微債012.960.09100.02-3.132.422.45AAA-AAA股份行9298524浦發(fā)銀行債012.920.0999.89-3.152.392.42AAA-AAA股份行199624平安銀行小微債012.850.09100.21-3.212.382.42AAA-AAA股份行8105524平安銀行三農(nóng)債012.850.09100.21-3.212.382.42AAA-AAA股份行7307023徽商銀行小微債012.640.09100.91-3.432.422.45AAA-AAA城商行1512723華夏銀行062.710.09101.08-3.352.372.40AAA-AAA股份行1312723華夏銀行債052.650.09101.09-3.422.372.40AAA-AAA股份行1009823浙商銀行小微債022.600.09101.06-3.472.392.43AAA-AAA股份行1413623光大銀行債032.600.09101.11-3.472.362.40AAA-AAA股份行1010323光大銀行債022.480.08100.87-3.612.352.39AAA-AAA股份行5441823杭州銀行022.400.08100.42-3.672.372.41AAA-AAA城商行2910623上海農(nóng)商012.400.08100.44-3.672.372.41AAA-AAA農(nóng)商行1003823興業(yè)銀行小微債012.390.08100.44-3.682.342.38AAA-AAA股份行702523南京銀行012.390.08100.47-3.672.372.41AAA-AAA城商行8233823工商銀行綠色金融債022.640.08100.89-3.342.352.38AAAAAA國(guó)有行201623華夏銀行債032.330.08100.58-3.722.342.38AAA-AAA股份行3417023北京銀行022.320.08100.56-3.722.372.40AAA-AAA城商行4019923江蘇銀行債022.310.08100.56-3.722.372.40AAA-AAA城商行3416623浙商銀行債012.310.08100.56-3.722.372.40AAA-AAA股份行3417423上海銀行小微債012.290.08100.58-3.732.362.40AAA-AAA城商行402123交行債022.480.08100.87-3.462.332.37AAAAAA國(guó)有行1813923徽商銀行2.270.08100.66-3.732.382.42AAA-AAA城商行905523青島農(nóng)商小微債012.320.08100.56-3.612.402.43AA+AAA農(nóng)商行602923長(zhǎng)沙銀行債012.310.08100.51-3.612.402.43AA+AAA城商行401823渤海銀行022.310.08100.60-3.622.452.48AA+AAA股份行4023資料來(lái)源：，國(guó)投證券研究中心表5：成交收益率高于10的個(gè)券表5：成交收益率高于10的個(gè)券高收益成交個(gè)券跟蹤簡(jiǎn)稱(chēng)剩余期限(年)估值價(jià)格偏離()估值凈價(jià)（元）估值收益率偏離(bp)估值收益率()前一日估值收益率()隱含評(píng)級(jí)主體評(píng)級(jí)行業(yè)成交規(guī)模（萬(wàn)元）20旭輝021.154.3524.00-1192.99256.65268.58CCAAA房地產(chǎn)147922龍湖022.781.4172.12-59.9917.3917.99AA-AAA房地產(chǎn)34621龍湖062.361.3575.32-66.7217.2817.95AA-AAA房地產(chǎn)21321龍湖042.131.3177.57-71.4317.3818.10AA-AAA房地產(chǎn)83916龍湖041.921.2779.55-77.6417.9018.68AA-AAA房地產(chǎn)1821龍湖021.761.2282.99-79.3116.2017.00AA-AAA房地產(chǎn)65621金地MTN0050.201.0794.24-496.3032.6937.66BB+AAA房地產(chǎn)121221金地MTN0040.151.0596.40-659.1128.2634.85BB+AAA房地產(chǎn)19320金地011.520.4472.60-32.4628.3728.69BB+AAA房地產(chǎn)3322金地MTN0010.890.2973.82-33.1744.2944.62BB+AAA房地產(chǎn)165221金地042.010.2870.68-14.7224.4424.59BB+AAA房地產(chǎn)62421金地MTN0070.700.2776.38-33.7748.5548.88BB+AAA房地產(chǎn)32820不動(dòng)Y11.090.0688.66-3.2116.5716.60AA-AAA社會(huì)服務(wù)9322龍湖010.780.0594.33-3.8111.2911.32AA-AAA房地產(chǎn)37720龍湖020.790.0594.32-3.7811.9511.99AA-AAA房地產(chǎn)1862PR黔南1.750.0538.94-3.6210.3210.36BBB+AA城投820龍湖061.340.0589.14-1.9013.6213.64AA-AAA房地產(chǎn)1820龍湖040.920.0493.49-3.0011.6211.65AA-AAA房地產(chǎn)37422龍湖041.250.0490.36-1.7912.8612.88AA-AAA房地產(chǎn)6422龍湖031.130.0491.86-1.9012.1412.16AA-AAA房地產(chǎn)19114天瑞020.230.0299.27-5.3011.0811.13A-AA建筑材料2021旭輝020.300.0024.00803.18951.88943.85CCAAA房地產(chǎn)192020中駿020.240.0044.28509.38483.19478.09CCAA+房地產(chǎn)20622旭輝010.230.0024.001282.651175.981163.16CCAAA房地產(chǎn)522萬(wàn)科010.92-0.2286.6332.9320.3720.04AA+AAA房地產(chǎn)55422萬(wàn)科MTN0010.82-0.3488.3052.7919.4418.91AA+AAA房地產(chǎn)16622萬(wàn)科MTN0020.87-0.3488.0249.5718.8518.36AA+AAA房地產(chǎn)162820萬(wàn)科020.95-0.7585.2699.1122.0921.10AA+AAA房地產(chǎn)39220萬(wàn)科041.13-0.8079.5095.9326.8225.86AA+AAA房地產(chǎn)184422萬(wàn)科063.26-1.5165.4359.0618.7818.19AA+AAA房地產(chǎn)2020萬(wàn)科081.61-1.9073.73153.8825.9524.41AA+AAA房地產(chǎn)101820萬(wàn)科06