Report Information - Research Team: Guanyi'an Futures Research Center Macro Team [1] - Report Date: September 5, 2025 [1] Global Asset Market Performance 10 - Year Treasury Yields of Major Economies - On September 4, 2025, yields varied widely across countries, e.g., the US was 4.162%, Japan 3.589%, and China 1.806% [2] - Recent changes showed mixed trends, with some yields rising and others falling over different time - frames (latest, one - week, one - month, one - year) [2] 2 - Year Treasury Yields of Major Economies - Yields on September 4, 2025, such as the US at 3.660%, the UK at 3.944%, and Germany at 1.961% [2] - Changes over different periods also showed a mix of increases and decreases [2] Dollar Exchange Rates Against Major Emerging Economies' Currencies - On September 4, 2025, exchange rates were as follows: Brazil 5.447, South Africa zar 17.779, etc. [2] - Exchange rates had different percentage changes over various time - spans, with some appreciating and others depreciating [2] Performance of Major Economies' Stock Indices - On September 4, 2025, indices like the S&P 500 was 6502.080, the Nikkei was 42580.270, etc. [2] - Indices showed different trends in terms of daily, weekly, monthly, and yearly changes [2] Credit Bond Indices - Different credit bond indices (US investment - grade, Eurozone investment - grade, etc.) had varying percentage changes over different time periods [2][3] Stock Index Futures Trading Data Index Performance - Closing prices on September 4, 2025: A - share was 3765.88, CSI 300 was 4365.21, etc. [4] - All indices had negative percentage changes on that day, e.g., A - share - 1.25%, CSI 300 - 2.12% [4] Valuation - PE (TTM) values and their环比 changes were provided for several indices, such as CSI 300 (13.85, - 0.16) and S&P 500 (27.06, 0.28) [4] Risk Premium - Risk premium values and their环比 changes were given for some indices, e.g., S&P 500 (- 0.47, 0.01) and Germany's DAX (2.38, - 0.01) [4] Fund Flows - Latest and 5 - day average fund flow values were negative for most segments, e.g., A - shares (- 1326.31, - 1317.62) [4] Trading Volume - Latest trading volume and环比 changes were presented for different markets, e.g., Shanghai and Shenzhen stock markets (25442.57, 1801.71) [4] Basis and Spread of Main Contracts - Basis and spread percentages were provided for IF, IH, and IC contracts, e.g., IF (- 15.81, - 0.36%) [4] Treasury Futures Trading Data Futures Closing Prices and Changes - Closing prices on September 4, 2025, for T00 was 108.350, TF00 was 105.815, etc. [5] - All had positive percentage changes, e.g., T00 0.15%, TF00 0.09% [5] Money Market Interest Rates - Interest rates for R001, R007, and SHIBOR - 3M were 1.3577%, 1.4622%, and 1.5500% respectively, with R001 having a - 10.00 BP daily change [5]
大类资产早报-20250905
Yong An Qi Huo·2025-09-05 05:09