大类资产早报-20260107

Report's Industry Investment Rating - No information provided in the content 2. Report's Core View - No clear core view presented in the content 3. Summary According to Relevant Catalogs Global Asset Market Performance - 10 - Year Treasury Bonds: Yields of 10 - year Treasury bonds in major economies are as follows: US 4.174, UK 4.480, France 3.553, Germany 2.841, Italy 3.533, Spain 3.270, Switzerland 0.246, Greece 3.413, Brazil 6.190, China 1.876, Australia 4.793, New Zealand 4.509 [3] - 2 - Year Treasury Bonds: Yields of 2 - year Treasury bonds in major economies are: US 3.464, UK 3.693, Germany 2.098, Japan 1.179, Italy 2.204, China (1Y yield) 1.341, Australia 4.084 [3] - Exchange Rates: The latest exchange rates of the US dollar against major emerging - economy currencies are: Brazil 5.376, South Africa zar 16.356, South Korean won 1447.500, Thai baht 31.245, Malaysian ringgit 4.047. The latest onshore RMB is 6.984, offshore RMB is 6.981, RMB central parity is 7.017, and RMB 12 - month NDF is 6.864 [3] - Stock Indices: The latest values of major economy stock indices are: S&P 500 6944.820, Dow Jones Industrial Average 49462.080, Nasdaq 23547.170, Mexican index 65022.240, UK index 10122.730, France CAC 8237.430, Germany DAX 24892.200, Spanish index 17647.100, Japanese Nikkei 52518.080, Hong Kong Hang Seng Index 26710.450, Shanghai Composite Index 4083.667, Taiwan index 30576.300, South Korean index 4525.480, Indian index 8933.609, Thai index 1274.750, Malaysian index 1672.350, Australian index 8996.918, emerging - economy index 1467.160 [3] - Credit Bond Indices: The latest values of credit bond indices are: US investment - grade credit bond index 3545.480, euro - zone investment - grade credit bond index 266.170, emerging - economy investment - grade credit bond index 290.480, US high - yield credit bond index 2921.870, euro - zone high - yield credit bond index 411.440, emerging - economy high - yield credit bond index 1827.901 [3] Stock Index Futures Trading Data - Index Performance: The closing prices of A - shares, CSI 300, SSE 50, ChiNext, and CSI 500 are 4083.67, 4790.69, 3158.76, 3319.29, and 7814.14 respectively, with daily percentage changes of 1.50%, 1.55%, 1.90%, 0.75%, and 2.13% [4] - Valuation: The PE (TTM) of CSI 300, SSE 50, CSI 500, S&P 500, and Germany DAX are 14.52, 12.13, 35.38, 27.74, and 19.26 respectively, with环比 changes of 0.19, 0.15, 0.71, 0.17, and 0.01 [4] - Risk Premium: The risk premium for S&P 500 (1/PE - 10 - year rate) is - 0.57 with a环比 change of - 0.04, and for Germany DAX is 2.35 with a环比 change of 0.02 [4] - Fund Flows: The latest fund flow values for A - shares, main board, ChiNext, and CSI 300 are 631.23, 552.00, 78.91, and 396.75 respectively. The 5 - day average values are - 65.98, - 129.00, 41.00, and 104.37 respectively [4] Other Trading Data - Transaction Amount: The latest transaction amounts of Shanghai and Shenzhen stock exchanges, CSI 300, SSE 50, small - and medium - sized board, and ChiNext are 28065.07, 7254.15, 1800.48, 5735.57, and 7565.29 respectively, with环比 changes of 2602.36, 948.38, 104.86, 498.64, and 603.11 [5] - Main Contract Basis and Spread: The basis of IF, IH, and IC are - 12.69, 3.04, and - 27.74 respectively, with spreads of - 0.26%, 0.10%, and - 0.35% [5] - Treasury Bond Futures: The closing prices of T2303, TF2303, T2306, and TF2306 are 107.70, 105.57, 107.66, and 105.57 respectively, with daily percentage changes of - 0.14%, - 0.13%, - 0.18%, and - 0.14% [5] - Funding Rates: The funding rates of R001, R007, and SHIBOR - 3M are 1.3302%, 1.4930%, and 1.5960% respectively, with daily changes of - 16.00 BP, 0.00 BP, and 0.00 BP [5]