3月8日信用債異常成交跟蹤

表2：凈價上漲個券成交跟蹤大幅正偏離個券成交跟蹤簡稱剩余期限(年)估值價格偏離(%)估值凈價（元）估值收益率偏離(bp)估值收益率(%)前一日估值收益率(%)隱含評級主體評級行業(yè)成交規(guī)模（萬元）21金地MTN0070.771.4470.24-250.4759.7462.24BB+AAA房地產(chǎn)281821金地MTN0040.221.1191.42-481.6245.5850.40BB+AAA房地產(chǎn)474821萬科050.381.0596.13-273.3413.5516.28AA+AAA房地產(chǎn)456822龍湖022.850.9553.99-42.6130.1530.58AA-AAA房地產(chǎn)88222GLP011.000.8587.54-97.9019.1820.16A+AAA交通運輸62620龍湖061.420.8571.88-73.2731.7732.51AA-AAA房地產(chǎn)46920龍湖040.990.8581.46-102.8827.6728.70AA-AAA房地產(chǎn)130421龍湖062.430.8355.41-43.2733.1133.54AA-AAA房地產(chǎn)193021萬科030.200.8298.58-391.5810.3514.27AA+AAA房地產(chǎn)63120龍湖020.860.7783.08-102.6128.4629.49AA-AAA房地產(chǎn)193821龍湖042.200.7757.97-43.5033.9034.34AA-AAA房地產(chǎn)541322龍湖010.850.7682.75-102.6128.4329.45AA-AAA房地產(chǎn)430022龍湖031.200.7375.93-73.1330.8831.62AA-AAA房地產(chǎn)77516龍湖041.990.6962.06-43.4933.4533.89AA-AAA房地產(chǎn)37221龍湖拓展MTN001(項目收益)0.750.6885.68-99.3026.2127.21AA-AAA房地產(chǎn)238021龍湖021.830.6564.29-43.4333.3533.79AA-AAA房地產(chǎn)43521金地MTN0050.280.6487.30-206.2255.2257.29BB+AAA房地產(chǎn)1169920津投106.110.63102.80-11.853.713.83AAAAA城投154221金地030.080.6398.40-647.7522.1828.66BB+AAA房地產(chǎn)535221GLP110.460.4693.53-98.0419.1420.12A+AAA交通運輸40824廣越029.860.46102.37-5.462.872.93AAAAAA房地產(chǎn)306721龍湖050.430.4695.61-103.0413.8914.92AA-AAA房地產(chǎn)276019龍湖040.360.4096.66-103.0513.8814.91AA-AAA房地產(chǎn)258324國苑014.960.3999.61-8.764.094.18AA-AA+城投231324諸水014.860.35106.18-8.645.225.31AA-AA城投283524柳州012.860.33102.61-12.534.264.38AA-AA+城投4081PR凱宏債2.540.3241.26-23.1311.5611.80A-AA城投18122金沙013.340.3099.00-12.658.408.52A+AA城投1171PR新平011.880.2940.33-23.177.027.25A+AA-城投824云能投MTN0041.990.29100.34-15.413.623.78AA-AAA綜合912319濰濱城2.780.2960.74-17.896.416.59A+AA城投48123農(nóng)創(chuàng)031.160.28101.72-25.634.234.49AA-AA+城投1023昆明經(jīng)開MTN0021.490.28103.96-20.374.664.86AA-AA城投2185323農(nóng)創(chuàng)G11.130.28101.65-25.633.984.23AA-AA+城投40320新安051.460.28104.18-20.404.454.66AA-AA城投29524新中泰集MTN001B2.990.2899.97-9.913.904.00AAAA+基礎(chǔ)化工1100024山西建投MTN002B2.900.26101.29-9.783.493.59AA-AAA建筑裝飾1008522不動021.160.2695.36-23.098.198.42AA-AAA社會服務(wù)2873023銅仁023.750.25101.95-7.866.396.47AA-AA城投1226923焦發(fā)062.770.25102.32-9.713.773.87AA(2)AA城投3194資料來源：，國投證券研究中心表3：二永債成交跟蹤二永債成交跟蹤簡稱剩余期限(年)估值價格偏離(%)估值凈價（元）估值收益率偏離(bp)估值收益率(%)前一日估值收益率(%)隱含評級主體評級銀行分類成交規(guī)模（萬元）22江西銀行永續(xù)債013.540.14101.62-4.193.183.22AAAAA城商行608621江西銀行永續(xù)債012.460.10104.14-4.603.033.07AAAAA城商行624521青島農(nóng)商永續(xù)債012.060.09103.79-4.842.882.92AAAAA農(nóng)商行518423海南銀行永續(xù)債024.660.0698.69-1.345.125.13A+AA+城商行220323北部灣銀行永續(xù)債014.640.05105.34-1.323.483.49AA-AAA城商行210523齊商銀行永續(xù)債014.760.04103.15-1.094.064.07AA-AA+城商行2057021哈爾濱銀行永續(xù)債2.310.03100.65-1.484.484.50A+AAA城商行3477021齊商銀行永續(xù)債022.810.01102.92-0.653.683.69AA-AA+城商行611722威海商行二級資本債013.400.01102.79-0.432.922.93AA-AAA城商行410117晉城銀行二級3.190.01105.14-0.493.273.27AA-AAA其他銀行485422重慶銀行二級3.050.01103.20-0.452.632.63AAAAA城商行206321建設(shè)銀行二級012.420.01102.28-0.482.472.47AAA-AAA國有行10943521中國銀行二級012.030.01103.35-0.642.442.45AAA-AAA國有行206721郵儲銀行二級012.460.01102.28-0.412.472.47AAA-AAA國有行5520721華潤銀行二級2.780.00103.17-0.292.702.70AAAAA城商行206620青島農(nóng)商二級1.290.00102.16-0.592.652.65AAAAA農(nóng)商行1021523廈門銀行永續(xù)債014.350.00104.32-0.132.882.88AAAAA城商行104322成都銀行二級資本債013.760.00104.26-0.152.692.69AAAAA城商行313223成都農(nóng)商行永續(xù)債014.430.00104.16-0.092.882.88AAAAA農(nóng)商行4894121交通銀行二級2.550.00102.86-0.182.482.48AAA-AAA國有行8433620蘇州銀行二級1.420.00102.96-0.482.462.47AAAAA城商行205922東莞農(nóng)商行二級資本債013.810.00105.17-0.132.852.85AAAAA農(nóng)商行1050923中原銀行永續(xù)債014.440.00106.40-0.093.033.04AAAAA城商行529822廣州銀行二級資本債013.810.00106.44-0.132.702.70AAAAA城商行1278020民生銀行二級1.310.00101.450.032.602.60AA+AAA股份行1623223濰坊銀行二級資本債014.480.00104.640.033.633.63AA-AA+城商行511223廈門國際二級資本債024.480.00103.940.042.902.90AAAAA城商行1455023天津銀行二級資本債014.100.00106.170.013.073.07AAAAA城商行1270723重慶銀行永續(xù)債014.620.00106.370.013.003.00AAAAA城商行529520南京銀行二級011.120.00101.070.142.412.41AA+AAA城商行505323廈門國際二級資本債014.340.00104.260.042.892.89AAAAA城商行1511719交通銀行二級010.440.00100.750.012.322.32AAA-AAA國有行1612223杭州聯(lián)合農(nóng)商永續(xù)債014.69-0.01103.860.072.912.90AAAAA農(nóng)商行1038819工商銀行二級010.05-0.01100.090.742.212.21AAA-AAA國有行200221建設(shè)銀行二級032.67-0.01102.840.132.482.48AAA-AAA國有行3084021青島銀行二級2.04-0.01104.270.042.632.63AAAAA城商行786221廣州銀行二級2.22-0.01103.740.082.542.54AAAAA城商行622223湖北銀行永續(xù)債014.70-0.01105.150.083.013.01AAAAA城商行736219杭州銀行二級0.23-0.01100.490.082.342.34AA+AAA城商行2612819工商銀行永續(xù)債0.39-0.01100.800.172.352.35AAA-AAA國有行73581資料來源：，國投證券研究中心商金債成交跟蹤簡稱商金債成交跟蹤簡稱剩余期限(年)估值價格偏離(%)估值凈價（元）估值收益率偏離(bp)估值收益率(%)前一日估值收益率(%)隱含評級主體評級銀行分類成交規(guī)模（萬元）22桂林銀行綠色債021.760.02100.83-1.282.462.47AAAAA城商行806522蘇州銀行小微債1.620.02100.27-1.132.362.37AA+AAA城商行401224桂林銀行2.990.0299.53-0.592.612.62AAAAA城商行4149024北部灣銀行小微債022.990.0299.96-0.582.612.62AAAAA城商行1798922杭州聯(lián)合農(nóng)商綠色債011.670.02100.29-1.042.362.38AA+AAA農(nóng)商行1002722渤海銀行011.740.01100.89-0.922.422.43AA+AAA股份行1816623杭州聯(lián)合農(nóng)商綠色債2.750.01101.04-0.562.422.43AA+AAA農(nóng)商行505223青島銀行綠債012.750.01101.09-0.562.422.43AA+AAA城商行606123廈門國際銀行012.710.01101.05-0.562.422.43AA+AAA城商行303223北京農(nóng)商2.480.01100.32-0.552.412.42AA+AAA農(nóng)商行1806223湖南銀行012.480.01100.39-0.552.412.42AA+AAA城商行1003723東莞農(nóng)商小微債012.510.01100.75-0.562.412.42AA+AAA農(nóng)商行302223東莞銀行022.440.01100.53-0.562.412.42AA+AAA城商行2010723青島農(nóng)商小微債012.390.01100.55-0.562.412.41AA+AAA農(nóng)商行603023恒豐銀行綠色金融債012.190.01100.91-0.582.402.40AA+AAA股份行504523湖南銀行小微債011.950.01101.28-0.662.382.39AA+AAA城商行1013023廈門國際銀行三農(nóng)債011.980.01101.28-0.642.382.39AA+AAA城商行303722長沙銀行小微債0.990.01100.53-0.972.302.31AA+AAA城商行1206623溫州銀行小微債012.550.00100.83-0.242.552.55AAAA+城商行241321南洋銀行010.790.00100.78-0.532.362.37AAAAA其他銀行1209522中信銀行011.140.00100.580.042.272.27AAA-AAA股份行603522江蘇銀行小微債1.030.00100.710.012.292.29AAA-AAA城商行1309122杭州銀行綠色債1.040.00100.700.012.292.29AAA-AAA城商行1409622華夏銀行031.120.00100.610.032.272.27AAA-AAA股份行2314622寧波銀行021.170.00100.610.052.312.30AAA-AAA城商行403522中信銀行021.410.00100.270.192.302.30AAA-AAA股份行3008021廈門國際銀行小微債030.240.00100.270.082.172.17AA+AAA城商行1804722交通銀行綠色金融債1.420.00100.180.232.292.28AAAAAA國有行701322中國銀行小微債011.290.00100.590.192.282.28AAAAAA國有行1407522交通銀行小微債011.280.00100.580.192.282.27AAAAAA國有行48259資料來源：，國投證券研究中心高收益成交個券跟蹤簡稱剩余期限高收益成交個券跟蹤簡稱剩余期限(年)估值價格偏離(%)估值凈價（元）估值收益率偏離(bp)估值收益率(%)前一日估值收益率(%)隱含評級主體評級行業(yè)成交規(guī)模（萬元）21金地MTN0070.771.4470.24-250.4759.7462.24BB+AAA房地產(chǎn)281821金地MTN0040.221.1191.42-481.6245.5850.40BB+AAA房地產(chǎn)474821萬科050.381.0596.13-273.3413.5516.28AA+AAA房地產(chǎn)456822龍湖022.850.9553.99-42.6130.1530.58AA-AAA房地產(chǎn)88222GLP011.000.8587.54-97.9019.1820.16A+AAA交通運輸62620龍湖061.420.8571.88-73.2731.7732.51AA-AAA房地產(chǎn)46920龍湖040.990.8581.46-102.8827.6728.70AA-AAA房地產(chǎn)130421龍湖062.430.8355.41-43.2733.1133.54AA-AAA房地產(chǎn)193021萬科030.200.8298.58-391.5810.3514.27AA+AAA房地產(chǎn)63120龍湖020.860.7783.08-102.6128.4629.49AA-AAA房地產(chǎn)193821龍湖042.200.7757.97-43.5033.9034.34AA-AAA房地產(chǎn)541322龍湖010.850.7682.75-102.6128.4329.45AA-AAA房地產(chǎn)430022龍湖031.200.7375.93-73.1330.8831.62AA-AAA房地產(chǎn)77516龍湖041.990.6962.06-43.4933.4533.89AA-AAA房地產(chǎn)37221龍湖拓展MTN001(項目收益)0.750.6885.68-99.3026.2127.21AA-AAA房地產(chǎn)238021龍湖021.830.6564.29-43.4333.3533.79AA-AAA房地產(chǎn)43521金地MTN0050.280.6487.30-206.2255.2257.29BB+AAA房地產(chǎn)1169921金地030.080.6398.40-647.7522.1828.66BB+AAA房地產(chǎn)535221GLP110.460.4693.53-98.0419.1420.12A+AAA交通運輸40821龍湖050.430.4695.61-103.0413.8914.92AA-AAA房地產(chǎn)276019龍湖040.360.4096.66-103.0513.8814.91AA-AAA房地產(chǎn)2583PR凱宏債2.540.3241.26-23.1311.5611.80A-AA城投18118GLPR30.160.2097.53-97.9919.1120.09A+AAA交通運輸84321GLP070.120.1798.14-98.0219.1120.09