大类资产早报-20260115

1. Global Asset Market Performance 1.1 Bond Yields - 10 - year Treasury bond yields in major economies: US 4.133%, UK 4.339%, France 3.489%, Germany 2.813%, Italy 3.449%, Spain 3.214%, Switzerland 0.224%, Greece 3.319%, Japan 2.179%, Brazil 6.200%, China 1.845%, Australia 4.717%, New Zealand 4.480 [3] - 2 - year Treasury bond yields in major economies: US 3.512%, UK 3.619%, Germany 2.073%, Japan 1.169%, Italy 2.168%, China (1Y yield) 1.254%, Australia 4.034 [3] 1.2 Exchange Rates - USD exchange rates against major emerging - economy currencies: Brazil 5.393, South Africa zar 16.406, Korean won 1463.850, Thai baht 31.430, Malaysian ringgit 4.049 [3] - RMB exchange rates: on - shore 6.973, off - shore 6.970, mid - price 7.012, 12 - month NDF 6.850 [3] 1.3 Stock Indices - Major economy stock indices: S&P 500 6926.600, Dow Jones Industrial Average 49149.630, Nasdaq 23471.750, Mexican index 67403.080, UK index 10184.350, France CAC 8330.970, Germany DAX 25286.240, Spanish index 17695.700, Russian index (not available), Nikkei 54341.230, Hang Seng Index 26999.810, Shanghai Composite Index 4126.093, Taiwan index 30941.780, Korean index 4723.100, Indian index 9032.584, Thai index 1244.300, Malaysian index 1710.910, Australian index 9151.810, emerging - economy index 1479.390 [3] 1.4 Credit Bond Indices - Credit bond indices: US investment - grade 3559.380, Eurozone investment - grade 267.017, emerging - economy investment - grade 290.810, US high - yield 2928.070, Eurozone high - yield 412.500, emerging - economy high - yield 1826.996 [3] 2. Stock Index Futures Trading Data 2.1 Index Performance - Closing prices: A - share 4126.09, CSI 300 4741.93, SSE 50 3112.07, ChiNext 3349.14, CSI 500 8227.70 [4] - Percentage changes: A - share - 0.31%, CSI 300 - 0.40%, SSE 50 - 0.67%, ChiNext 0.82%, CSI 500 1.04% [4] 2.2 Valuation - PE (TTM): CSI 300 14.35, SSE 50 11.93, CSI 500 37.33, S&P 500 27.67, Germany DAX 19.62 [4] -环比 changes: CSI 300 - 0.11, SSE 50 - 0.13, CSI 500 0.34, S&P 500 - 0.15, Germany DAX - 0.10 [4] 2.3 Risk Premium - 1/PE - 10 - year interest rate: S&P 500 - 0.52, Germany DAX 2.28 [4] -环比 changes: S&P 500 0.06, Germany DAX 0.06 [4] 2.4 Fund Flows - Latest values: A - share - 616.58, Main Board - 873.11, ChiNext 170.54, CSI 300 - 319.15 [4] - 5 - day average values: A - share - 453.60, Main Board - 518.16, ChiNext 52.21, CSI 300 - 202.61 [4] 3. Other Trading Data 3.1 Stock Market Trading Volume - Latest trading volume values: Shanghai and Shenzhen stock markets 39413.89, CSI 300 8913.34, SSE 50 2160.78, Small - and - medium - sized board 7888.95, ChiNext 11515.33 [5] -环比 changes: Shanghai and Shenzhen stock markets 2904.04, CSI 300 902.79, SSE 50 272.25, Small - and - medium - sized board 398.47, ChiNext 738.14 [5] 3.2 Futures Basis - Basis: IF - 1.93, IH 1.93, IC - 29.90 [5] - Basis amplitude: IF - 0.04%, IH 0.06%, IC - 0.36% [5] 3.3 Treasury Futures - Closing prices: T2303 107.93, TF2303 105.66, T2306 107.87, TF2306 105.65 [5] - Percentage changes: T2303 0.07%, TF2303 0.03%, T2306 0.08%, TF2306 0.04% [5] 3.4 Fund Rates - Fund rates: R001 1.4913%, R007 1.6037%, SHIBOR - 3M 1.6000% [5] - Daily changes (BP): R001 - 8.00, R007 3.00, SHIBOR - 3M 0.00 [5]