大类资产早报-20251124
Yong An Qi Huo·2025-11-24 05:08

Group 1: Global Asset Market Performance - The latest yields of 10 - year government bonds in major economies are as follows: US 4.065, UK 4.545, France 3.472, Germany 2.702, Italy 3.458, Spain 3.208, Switzerland 0.128, Greece 3.319, Japan 1.773, Brazil 6.217, China 1.813, Australia 4.462, New Zealand 4.163 [2] - The latest yields of 2 - year government bonds in major economies are: US 3.510, UK 3.770, Germany 2.012, Japan 0.941, Italy 2.195, China (1Y yield) 1.401, Australia 3.689 [2] - The latest exchange rates of the US dollar against major emerging - economy currencies are: Brazil 5.403, South Africa zar 17.378, Korean won 1471.550, Thai baht 32.480, Malaysian ringgit 4.148. The on - shore RMB is 7.105, the off - shore RMB is 7.105, the RMB central parity rate is 7.088, and the RMB 12 - month NDF is 6.960 [2] - The latest values of major economies' stock indices are: S&P 500 6602.990, Dow Jones Industrial Average 46245.410, NASDAQ 22273.080, Mexican stock index 61877.270, UK stock index 9539.710, France CAC 7982.650, Germany DAX 23091.870, Spanish stock index 15821.900, Japanese Nikkei 48625.880, Hang Seng Index 25220.020, Shanghai Composite Index 3834.891, Taiwan stock index 26434.940, Korean stock index 3853.260, Indian stock index 8414.352, Thai stock index 1254.400, Malaysian stock index 1617.570, Australian stock index 8686.336, emerging - economy stock index 1333.960 [2] - The latest values of credit - bond indices are: Eurozone investment - grade credit - bond index 265.812, Eurozone high - yield credit - bond index 407.040 [2] Group 2: Stock Index Futures Trading Data - For A - share indices, the closing prices are: A - shares 3834.89, CSI 300 4453.61, SSE 50 2955.85, ChiNext 2920.08, CSI 500 6817.41. The percentage changes are: A - shares - 2.45%, CSI 300 - 2.44%, SSE 50 - 1.74%, ChiNext - 4.02%, CSI 500 - 3.46% [3] - The PE (TTM) values and their环比 changes are: CSI 300 PE (TTM) 13.87 (环比 change - 0.27), SSE 50 PE (TTM) 11.88 (环比 change - 0.15), CSI 500 PE (TTM) 31.11 (环比 change - 1.06), S&P 500 PE (TTM) 26.23 (环比 change 0.25), Germany DAX PE (TTM) 17.91 (环比 change - 0.15) [3] - The risk premiums and their环比 changes are: S&P 500 1/PE - 10 - year interest rate - 0.25 (环比 change - 0.01), Germany DAX 1/PE - 10 - year interest rate 2.88 (环比 change 0.06) [3] - The latest values and 5 - day average values of fund flows are: A - shares latest value - 1421.91, 5 - day average - 1031.30; Main board latest value - 1122.93, 5 - day average - 804.71; ChiNext latest value - 216.65, 5 - day average - 166.50; CSI 300 latest value - 303.73, 5 - day average - 151.52 [3] Group 3: Other Trading Data - The latest trading values and环比 changes of trading amounts in the Shanghai and Shenzhen stock markets are: Shanghai and Shenzhen stock markets latest value 19656.61 (环比 change 2574.72), CSI 300 latest value 4812.96 (环比 change 662.31), SSE 50 latest value 1263.25 (环比 change 253.43), SME board latest value 3842.45 (环比 change 319.54), ChiNext latest value 5301.03 (环比 change 849.23) [4] - The basis and basis - to - spot ratios of stock - index futures are: IF basis - 25.21 (basis - to - spot ratio - 0.57%), IH basis - 9.45 (basis - to - spot ratio - 0.32%), IC basis - 47.41 (basis - to - spot ratio - 0.70%) [4] - The closing prices and percentage changes of treasury - bond futures are: T2303 closing price 108.43 (change - 0.05%), TF2303 closing price 105.86 (change - 0.08%), T2306 closing price 108.24 (change - 0.00%), TF2306 closing price 105.91 (change - 0.04%) [4] - The latest values and daily changes of fund rates are: R001 1.3877% (daily change - 12.00 BP), R007 1.4952% (daily change - 1.00 BP), SHIBOR - 3M 1.5780% (daily change 0.00 BP) [4]