Report Overview - The report is a daily report on major asset markets released by the macro team of the research center on September 3, 2025 [1] Global Asset Market Performance 10 - Year Treasury Yields of Major Economies - On September 2, 2025, the 10 - year Treasury yields of the US, UK, France, etc. were 4.262%, 4.799%, 3.582% respectively [2] - The latest changes ranged from 0.020% (Switzerland) to 0.067% (Italy), with weekly changes from - 0.055% (Brazil) to 0.120% (Italy), monthly changes from - 0.085% (Japan) to 0.298% (France), and annual changes from - 0.276% (Japan) to 0.888% (UK) [2] 2 - Year Treasury Yields of Major Economies - On September 2, 2025, the 2 - year Treasury yields of the US, UK, Germany were 3.590%, 3.977%, 1.971% respectively [2] - The latest changes ranged from - 0.030% (US) to 0.037% (Italy), with weekly changes from - 0.090% (US) to 0.063% (Italy), monthly changes from - 0.160% (US) to 0.157% (UK), and annual changes from - 0.644% (South Korea) to 0.502% (Japan) [2] US Dollar Exchange Rates Against Major Emerging - Market Currencies - On September 2, 2025, the exchange rates of the US dollar against the Brazilian real, South African rand, etc. were 5.465, 17.691 respectively [2] - The latest changes were from 0.17% (South Korean won) to 0.47% (Brazilian real), weekly changes from - 0.29% (Thai baht) to 0.61% (Brazilian real), monthly changes from - 1.26% (South African rand) to 0.67% (South Korean won), and annual changes from - 5.47% (Thai baht) to 4.94% (South Korean won) [2] Major Economies' Stock Indexes - On September 2, 2025, the S&P 500, Dow Jones Industrial Average, and Nasdaq were 6415.540, 45295.810, 21279.630 respectively [2] - The latest changes were from - 2.29% (German DAX) to 1.50% (Mexican index), weekly changes from - 2.76% (German DAX) to 2.78% (Mexican index), monthly changes from - 1.50% (German DAX) to 6.65% (Shanghai Composite Index), and annual changes from - 7.83% (Thai index) to 44.77% (Hang Seng Index) [2] Credit Bond Indexes - On September 2, 2025, the US investment - grade credit bond index, euro - area investment - grade credit bond index were 3453.350, 263.168 respectively [2] - The latest changes were from - 0.31% (emerging - market high - yield credit bond index) to - 0.14% (euro - area high - yield credit bond index), weekly changes from - 0.34% (US and euro - area investment - grade credit bond indexes) to 0.09% (emerging - market high - yield credit bond index), monthly changes from - 0.49% (euro - area investment - grade credit bond index) to 0.82% (US high - yield credit bond index), and annual changes from 2.98% (US investment - grade credit bond index) to 13.03% (emerging - market high - yield credit bond index) [2][3] Stock Index Futures Trading Data Index Performance - The closing prices of A - shares, CSI 300, SSE 50, etc. were 3858.13, 4490.45, 2992.88 respectively, with daily changes of - 0.45%, - 0.74%, 0.39% respectively [4] Valuation - The PE (TTM) of CSI 300, SSE 50, and CSI 500 were 14.14, 11.88, 33.92 respectively, with环比 changes of 0.00, 0.00, 0.00 respectively [4] Risk Premium - The risk premium (1/PE - 10 - year interest rate) of the S&P 500 and German DAX were - 0.51, 2.37 respectively, with环比 changes of - 0.01, 0.08 respectively [4] Fund Flows - The latest values of fund flows for A - shares, the main board, and the ChiNext were - 2098.61, - 1276.56, - 608.60 respectively, and the 5 - day average values were - 1398.64, - 1061.97, - 290.34 respectively [4] Trading Volume - The latest trading volumes of the Shanghai and Shenzhen stock markets, CSI 300, and SSE 50 were 28749.91, 7779.99, 1960.61 respectively, with环比 changes of 1250.30, 76.21, 7.99 respectively [4] Main Contract Basis - The basis of IF, IH, and IC were - 9.25, - 0.08, - 65.49 respectively, with basis ratios of - 0.21%, - 0.00%, - 0.94% respectively [4] Treasury Bond Futures Trading Data - The closing prices of T00, TF00, T01, and TF01 were 108.130, 105.700, 107.955, 105.570 respectively, with daily changes of 0.23%, 0.03%, 0.18%, 0.08% respectively [5] - The R001, R007, and SHIBOR - 3M were 1.3548%, 1.4619%, 1.5490% respectively, with daily changes of - 12.00 BP, - 1.00 BP, 0.00 BP respectively [5]
大类资产早报-20250903
Yong An Qi Huo·2025-09-03 07:21