大类资产早报-20250624

Report Date - The report was released on June 24, 2025 [2] Global Asset Market Performance 10-Year Treasury Yields of Major Economies - On June 23, 2025, yields in the US, UK, France, etc. were 4.349%, 4.491%, 3.229% respectively [3] - Latest changes ranged from -0.045% (UK) to 0.001% (China) [3] - One-year changes varied from -0.834% (Japan) to 0.368% (UK) [3] 2-Year Treasury Yields of Major Economies - On June 23, 2025, yields in the UK, Germany, Japan, etc. were 3.885%, 1.836%, 0.733% respectively [3] - Latest changes ranged from -0.031% (UK) to 0.039% (South Korea) [3] - One-year changes varied from -1.425% (Italy) to 0.410% (Japan) [3] Dollar Exchange Rates Against Major Emerging Economies' Currencies - On June 23, 2025, rates against Brazil, South Africa, South Korea, etc. were 5.497, 17.873, 1382.350 respectively [3] - Latest changes ranged from -0.67% (South Africa) to 0.92% (Malaysian Ringgit) [3] - One-year changes varied from -9.98% (Thai Baht) to 2.47% (Brazilian Real) [3] Mainland and Offshore RMB Exchange Rates - On June 23, 2025, onshore, offshore, mid - price, and 12 - month NDF were 7.179, 7.175, 7.171, 6.997 respectively [3] - Latest changes ranged from -0.06% (offshore) to 0.02% (mid - price) [3] - One-year changes varied from -1.31% (offshore) to 0.83% (mid - price) [3] Stock Indices of Major Economies - On June 23, 2025, indices like S&P 500, Dow Jones, NASDAQ were 6025.170, 42581.780, 19630.970 respectively [3] - Latest changes ranged from -1.74% (India) to 0.96% (S&P 500) [3] - One-year changes varied from -18.98% (Thailand) to 30.79% (Hang Seng Index) [3] Credit Bond Indices - Latest changes in US investment - grade, euro - area investment - grade, etc. ranged from -0.00% (euro - area high - yield) to 0.21% (US investment - grade) [3] - One - year changes varied from 4.96% (US investment - grade) to 12.53% (emerging economies' high - yield) [3] Stock Index Futures Trading Data Index Performance - Closing prices of A - shares, CSI 300, SSE 50, etc. were 3381.58, 3857.90, 2684.78 respectively [4] - Percentage changes were 0.65% (A - shares), 0.29% (CSI 300), 0.41% (SSE 50) etc. [4] Valuation - PE (TTM) of CSI 300, SSE 50, CSI 500, etc. were 12.90, 11.18, 27.84 respectively [4] -环比 changes were 0.07 (CSI 300), 0.10 (SSE 50), 0.17 (CSI 500) etc. [4] Risk Premium - 1/PE - 10 - year interest rate for S&P 500 and German DAX were -0.44 and 2.52 respectively [4] -环比 changes were -0.01 (S&P 500) and 0.03 (German DAX) [4] Fund Flows - Latest values of A - shares, main board, small and medium - sized enterprise board, etc. were 491.60, 265.66, - etc. [4] - 5 - day average values were -465.86 (A - shares), -350.60 (main board), - etc. [4] Trading Volume - Latest trading volumes of Shanghai and Shenzhen markets, CSI 300, SSE 50, etc. were 11226.07, 2324.82, 720.36 respectively [4] -环比 changes were 549.21 (Shanghai and Shenzhen markets), 189.59 (CSI 300), 88.74 (SSE 50) etc. [4] Main Contract Premium or Discount - Basis for IF, IH, IC were -60.50, -31.98, -48.37 respectively [4] - Premium or discount rates were -1.57% (IF), -1.19% (IH), -0.85% (IC) [4] Treasury Bond Futures Trading Data - Closing prices of T00, TF00, T01, TF01 were 109.155, 106.275, 109.175, 106.345 respectively [5] - Percentage changes were all 0.00% [5] - Fund rates of R001, R007, SHIBOR - 3M were 1.4394%, 1.5629%, 1.6290% respectively [5] - Daily changes were -15.00 BP (R001), -3.00 BP (R007), 0.00 BP (SHIBOR - 3M) [5]