大类资产早报-20251120

Group 1: Global Asset Market Performance - The latest yields of 10 - year treasury bonds in major economies: US 4.138, UK 4.601, France 3.460, Germany 2.711, Italy 3.452, Spain 3.208, Switzerland 0.146, Greece 3.325, Japan 1.765, Brazil 6.241, China 1.808, South Korea (not available), Australia 4.416, New Zealand 4.096 [3] - The latest yields of 2 - year treasury bonds in major economies: US 3.593, UK 3.799, Germany 2.015, Japan 0.926, Italy 2.196, China (1Y yield) 1.404, South Korea (not available), Australia 3.648 [3] - The latest exchange rates of the US dollar against major emerging - economy currencies: Brazil 5.333, Russia (not available), South Africa zar 17.197, Korean won 1468.300, Thai baht 32.412, Malaysian ringgit 4.150 [3] - The latest exchange rates of the RMB: on - shore RMB 7.114, off - shore RMB 7.118, RMB central parity rate 7.087, RMB 12 - month NDF 6.973 [3] - The latest values of major economies' stock indices: S&P 500 6642.160, Dow Jones Industrial Average 46138.770, NASDAQ 22564.230, Mexican stock index 62080.580, UK stock index 9507.410, French CAC 7953.770, German DAX 23162.920, Spanish stock index 15889.300, Russian stock index (not available), Nikkei 48537.700, Hang Seng Index 25830.650, Shanghai Composite Index 3946.742, Taiwan stock index 26580.120, South Korean stock index 3929.510, Indian stock index 8406.577, Thai stock index 1272.170, Malaysian stock index 1623.890, Australian stock index 8721.381, emerging - economy stock index 1360.310 [3] - The latest values of credit - bond indices: Eurozone investment - grade credit - bond index 265.716, Eurozone high - yield credit - bond index 406.820, others (not available) [3] Group 2: Stock Index Futures Trading Data - Index performance: A - share closing price 3946.74, up 0.18%; CSI 300 closing price 4588.29, up 0.44%; SSE 50 closing price 3020.35, up 0.58%; ChiNext closing price 3076.85, up 0.25%; CSI 500 closing price 7122.75, down 0.40% [4] - Valuation: PE(TTM) of CSI 300 14.16, SSE 50 12.02, CSI 500 32.44, S&P 500 27.61, German DAX 17.97;环比 changes are 0.10, 0.12, - 0.13, 0.10, - 0.01 respectively [4] - Risk premium: 1/PE - 10 - year interest rate of S&P 500 - 0.52, German DAX 2.86;环比 changes are - 0.04, 0.00 respectively [4] - Fund flow: A - share latest value - 706.00, 5 - day average - 691.41; Main - board latest value - 488.38, 5 - day average - 560.82; Small - and - medium - sized enterprise board (not available); ChiNext latest value - 159.12, 5 - day average - 88.75; CSI 300 latest value 101.60, 5 - day average - 95.39 [4] Group 3: Transaction Data of Treasury Bond Futures and Other Information - Closing prices of treasury bond futures: T2303 108.43, down 0.07%; TF2303 105.88, down 0.04%; T2306 108.17, down 0.08%; TF2306 105.87, down 0.02% [5] - Fund interest rates: R001 1.4851%, down 4.00 BP; R007 1.5242%, down 1.00 BP; SHIBOR - 3M 1.5800%, no change [5] - Transaction amounts: Shanghai and Shenzhen stock markets latest value 17259.08, down 2001.60; CSI 300 latest value 3852.30, down 349.20; SSE 50 latest value 995.51, down 66.50; Small - and - medium - sized board latest value 3594.37, down 533.17; ChiNext latest value 4556.63, down 459.04 [5] - Main contract basis and spread: IF basis - 23.09, - 0.50%; IH basis - 9.35, - 0.31%; IC basis - 67.95, - 0.95% [5]