永安期货大类资产早报-20250703

Report Information - Report Title: Big Asset Morning Report - Release Date: July 3, 2025 - Author: Macro Team of the Research Center 1. Global Asset Market Performance 1.1 10-Year Treasury Yields of Major Economies - On July 2, 2025, the 10-year Treasury yields of the US, UK, France, etc., were 4.279%, 4.611%, 3.321% respectively [2]. - The latest changes, week changes, month changes, and year changes varied across countries. For example, the US had a latest change of 0.036, a week change of -0.014, a month change of -0.077, and a year change of 0.046 [2]. 1.2 2-Year Treasury Yields of Major Economies - On July 2, 2025, the 2-year Treasury yields of the US, UK, Germany, etc., were 3.720%, 3.877%, 1.860% respectively [2]. - The latest changes, week changes, month changes, and year changes also differed. For instance, the US had a latest change of -0.010, a week change of -0.120, a month change of -0.250, and a year change of -0.980 [2]. 1.3 US Dollar Exchange Rates Against Major Emerging Economies' Currencies - On July 2, 2025, the exchange rates of the US dollar against the Brazilian real, South African rand, etc., were 5.425, 17.566 respectively [2]. - The latest changes, week changes, month changes, and year changes showed different trends. For example, the exchange rate against the Brazilian real had a latest change of -0.62%, a week change of -2.50%, a month change of -3.76%, and a year change of 0.64% [2]. 1.4 Stock Indices of Major Economies - On July 2, 2025, the closing prices of the S&P 500, Dow Jones Industrial Average, Nasdaq, etc., were 6227.420, 44484.420, 20393.130 respectively [2]. - The latest changes, week changes, month changes, and year changes varied. For example, the S&P 500 had a latest change of 0.47%, a week change of 2.22%, a month change of 4.30%, and a year change of 14.31% [2]. 2. Stock Index Futures Trading Data 2.1 Index Performance - The closing prices of A-shares, CSI 300, and SSE 50 were 3454.79, 3943.68, and 2722.55 respectively, with changes of -0.09%, 0.02%, and 0.18% respectively [4]. 2.2 Valuation - The PE (TTM) of CSI 300, SSE 50, and CSI 500 were 13.12, 11.26, and 29.01 respectively, with no环比 changes [4]. 2.3 Transaction Amount - The latest transaction amount of CSI 300 was 2466.38, with a环比 change of 105.68; the latest transaction amount of SSE 50 was 680.66, with a环比 change of 19.22 [4]. 2.4 Main Contract Premium or Discount - The basis of IF, IH were -49.48, -25.75 respectively, with amplitudes of -1.25%, -0.95% respectively [4]. 3. Treasury Bond Futures Trading Data - On July 2, 2025, the closing prices of T00, TF00, T01, TF01 were 109.130, 106.250, 109.210, 106.345 respectively, with changes of 0.10%, 0.04%, 0.10%, 0.04% respectively [5]. - The R001, R007, SHIBOR - 3M were 1.4191%, 1.5690%, 1.6195% respectively, with daily changes of -20.00 BP, -5.00 BP, -1.00 BP respectively [5].