大类资产早报-20250808

Report Overview - The report is a daily update on global asset markets, including bond yields, exchange rates, stock indices, and futures trading data, released on August 8, 2025, by the macro team of the research center [2]. Global Asset Market Performance Bond Yields - 10 - year Treasury Yields: Yields in major economies showed various changes. For example, the US 10 - year yield was 4.251 on August 7, 2025, with a latest change of 0.022, a one - week change of - 0.125, a one - month change of - 0.100, and a one - year change of 0.111. Yields in other countries also had different trends over different time periods [3]. - 2 - year Treasury Yields: The US 2 - year yield was 3.720 on August 7, 2025. There were also changes in other countries' 2 - year yields, such as the UK, Germany, and Japan, over different time frames [3]. Exchange Rates - Dollar vs. Emerging Economies Currencies: The dollar's exchange rates against major emerging economies' currencies changed. For example, against the Brazilian real, it was 5.425 on August 7, 2025, with a latest change of - 0.72% and a one - year change of - 3.36% [3]. - Renminbi: The on - shore and off - shore RMB exchange rates were 7.181 on August 7, 2025, with different changes in the latest, one - week, one - month, and one - year periods [3]. Stock Indices - Major Economies Indices: Indices such as the S&P 500, Dow Jones, and Nasdaq had different performance. The S&P 500 closed at 6340.000 on August 7, 2025, with a latest change of - 0.08%, a one - week change of 0.01%, a one - month change of 0.95%, and a one - year change of 16.62% [3]. - Other Indices: Including Russian, Japanese, and Chinese indices, they also showed different trends over different time periods [3]. Credit Bond Indices - Different credit bond indices, such as US investment - grade, euro - zone investment - grade, and emerging economies' investment - grade credit bond indices, had positive changes in the latest, one - week, one - month, and one - year periods [3][4]. Futures Trading Data Stock Index Futures - Index Performance: A - shares closed at 3639.67 with a 0.16% change. Other indices like the CSI 300, SSE 50, ChiNext, and CSI 500 also had their respective closing prices and percentage changes [5]. - Valuation: PE (TTM) and its环比changes were provided for indices such as the CSI 300, SSE 50, and CSI 500, as well as the S&P 500 and German DAX [5]. - Risk Premium: The 1/PE - 10 - year interest rate and its环比changes were given for several indices [5]. - Fund Flow: The latest values and 5 - day average values of fund flows for A - shares, the main board, small and medium - sized enterprise board, ChiNext, and CSI 300 were presented [5]. - Trading Volume: The latest trading volumes and环比changes were shown for the Shanghai and Shenzhen stock markets, CSI 300, SSE 50, small - cap board, and ChiNext [5]. - Main Contract Premium/Discount: The basis and percentage changes were provided for IF, IH, and IC contracts [5]. Treasury Futures - Treasury futures T00, TF00, T01, and TF01 had their closing prices and percentage changes on August 7, 2025 [6]. - Money market rates such as R001, R007, and SHIBOR - 3M were reported, along with their daily changes in basis points [6].