大类资产早报-20260106

Report Summary 1. Report Industry Investment Rating - No relevant content provided. 2. Core View - No clear core view is presented in the given content. 3. Summary by Related Catalogs Global Asset Market Performance - The report lists the latest data of 10 - year and 2 - year government bonds of major economies, dollar - to - major emerging - economy currency exchange rates, on - shore and off - shore RMB, major economy stock indices, and credit - bond indices. However, all the latest values are marked as "-" [2]. Stock Index Futures Trading Data - Index performance: A股 closed at 4023.42 with a 1.38% increase,沪深300 at 4717.75 with a 1.90% increase,上证50 at 3099.75 with a 2.26% increase,创业板 at 3294.55 with a 2.85% increase, and中证500 at 7651.20 with a 2.49% increase [3]. - Valuation: PE(TTM) of沪深300 is 14.33 with a 0.16环比 change,上证50 is 11.98 with a 0.13环比 change, and中证500 is 34.67 with a 0.87环比 change [3]. - Risk premium: No valid data provided for 1/PE - 10利率 and its环比 change [3]. - Fund flow: The latest value of A股 fund flow is 778.45,主板 is 177.68,创业板 is 398.72, and沪深300 is 368.04. The 5 - day average is - 258.09 for A股, - 275.95 for主板, 4.23 for创业板, and 48.13 for沪深300 [3]. Transaction Amount and Other Data - Transaction amount: The latest values of沪深两市,沪深300,上证50,中小板, and创业板 are 25462.71, 6305.77, 1695.62, 5236.93, and 6962.18 respectively, with环比 changes of 5011.29, 1860.85, 618.94, 834.18, and 1525.26 [4]. - Main contract basis: The basis of IF is - 20.75 (- 0.44%), IH is - 0.95 (- 0.03%), and IC is - 55.20 (- 0.72%) [4]. Treasury Futures Trading Data - Treasury futures: T2303 closed at 107.86 with a 0.00% change, TF2303 at 105.71 with a - 0.05% change, T2306 at 107.85 with a - 0.03% change, and TF2306 at 105.72 with a - 0.02% change [4]. Money Market - Fund rates: R001 is 1.3315% with a - 83.00 BP daily change, R007 is 1.4861% with a - 67.00 BP daily change, and SHIBOR - 3M is 1.5960% with a 0.00 BP daily change [4].