大类资产早报-20251117

Group 1: Global Asset Market Performance - 10 - year Treasury yields in major economies: US 4.149, UK 4.573, France 3.458, Germany 2.719, Italy 3.471, Spain 3.226, Switzerland 0.139, Greece 3.347, Japan 1.705, Brazil 6.222, China 1.806, Australia 4.439, New Zealand 4.165 [2] - 2 - year Treasury yields in major economies: US 3.608, UK 3.840, Germany 2.034, Japan 0.930, Italy 2.230, China (1Y yield) 1.408, Australia 3.693 [2] - Dollar exchange rates against major emerging market currencies: Brazil 5.297, South Africa zar 17.090, Korean won 1451.350, Thai baht 32.400, Malaysian ringgit 4.133 [2] - RMB exchange rates: on - shore 7.099, off - shore 7.099, mid - price 7.083, 12 - month NDF 6.959 [2] - Major stock indices: S&P 500 6734.110, Dow Jones Industrial Average 47147.480, Nasdaq 22900.590, Mexican index 62328.630, UK index 9698.370, France CAC 8170.090, Germany DAX 23876.550, Spanish index 16345.900, Russian index (not available), Nikkei 50376.530, Hang Seng Index 26572.460, Shanghai Composite Index 3990.492, Taiwan index 27397.500, Korean index 4011.570, Indian index 8370.436, Thai index 1269.260, Malaysian index 1625.670, Australian index 8907.002, emerging market index 1385.610 [2] - Credit bond indices: US investment - grade 3514.100, Eurozone investment - grade 265.606, emerging market investment - grade 289.070, US high - yield 2874.380, Eurozone high - yield 407.330, emerging market high - yield 1795.322 [2] Group 2: Stock Index Futures Trading Data - Index performance: A - shares closing price 3990.49, down 0.97%; CSI 300 closing price 4628.14, down 1.57%; SSE 50 closing price 3038.43, down 1.15%; ChiNext closing price 3111.51, down 2.82%; CSI 500 closing price 7235.46, down 1.63% [3] - Valuation: PE(TTM) of CSI 300 14.24 (down 0.17), SSE 50 12.04 (down 0.09), CSI 500 33.03 (down 0.50), S&P 500 28.00 (down 0.01), Germany DAX 18.52 (down 0.19) [3] - Risk premium: 1/PE - 10 - year interest rate of S&P 500 - 0.58 (down 0.03), Germany DAX 2.68 (up 0.02) [3] - Fund flow: A - shares latest value - 1241.15, 5 - day average - 612.41; Main board latest value - 876.95, 5 - day average - 423.49; ChiNext latest value - 280.70, 5 - day average - 133.20; CSI 300 latest value - 349.80, 5 - day average - 128.23 [3] - Trading volume: Shanghai and Shenzhen stock markets latest value 19580.79 (down 838.83), CSI 300 4447.20 (down 653.41), SSE 50 1203.76 (down 121.05), SME board 4174.57 (down 85.23), ChiNext 4879.21 (down 350.02) [4] - Main contract basis: IF - 27.74 (- 0.60%), IH - 8.03 (- 0.26%), IC - 98.06 (- 1.36%) [4] Group 3: Treasury Futures Trading Data - Treasury futures closing prices: T2303 108.42 (unchanged), TF2303 105.88 (down 0.01%), T2306 108.19 (unchanged), TF2306 105.87 (unchanged) [4] - Funding rates: R001 1.4296% (down 7.00 BP), R007 1.4945% (down 1.00 BP), SHIBOR - 3M 1.5800% (unchanged) [4]