大类资产早报-20260227

Global Asset Market Performance - The yields of 10 - year government bonds in major economies are as follows: US 4.005, UK 4.273, France 3.248, Germany 2.690, Italy 3.299, Spain 3.097, Switzerland 0.197, Greece 3.297, Japan 2.149, Brazil 5.915, China 1.819, Australia 4.701, New Zealand 4.353 [3] - The yields of 2 - year government bonds in major economies are: US 3.431, UK 3.540, Germany 2.037, Japan 1.233, Italy 2.183, China (1Y yield) 1.323, Australia 4.222 [3] - The exchange rates of the US dollar against major emerging - economy currencies are: Brazil 5.138, South Africa zar 15.936, Korean won 1433.450, Thai baht 31.037, Malaysian ringgit 3.889 [3] - The latest values of on - shore RMB, off - shore RMB, RMB central parity rate and RMB 12 - month NDF are 6.848, 6.844, 6.923 and 6.721 respectively [3] - The latest values of major economies' stock indices are: S&P 500 6908.860, Dow Jones Industrial Average 49499.200, Nasdaq 22878.380, Mexican stock index 71390.100, UK stock index 10846.700, France CAC 8620.930, Germany DAX 25289.020, Spanish stock index 18496.600, etc [3] - The latest values of credit - bond indices are: US investment - grade credit - bond index 3593.560, euro - zone investment - grade credit - bond index 269.082, emerging - economy investment - grade credit - bond index 293.520, US high - yield credit - bond index 2938.640, euro - zone high - yield credit - bond index 414.380, emerging - economy high - yield credit - bond index 1860.366 [3] Stock Index Futures Trading Data - For A - shares, the closing price is 4146.63 with a change of - 0.01%; for CSI 300, the closing price is 4726.87 with a change of - 0.19%, for SSE 50, the closing price is 3035.07 with a change of - 0.65%, for ChiNext, the closing price is 3344.98 with a change of - 0.29%, for CSI 500, the closing price is 8557.22 with a change of 0.35% [4] - The PEs (TTM) of CSI 300, SSE 50, CSI 500, S&P 500 and Germany DAX are 14.15, 11.48, 38.56, 26.91 and 18.37 respectively, with环比 changes of - 0.05, - 0.09, 0.09, - 0.15 and - 1.19 [4] - The risk premiums (1/PE - 10 - year interest rate) of S&P 500 and Germany DAX are - 0.29 and 2.75 respectively, with环比 changes of 0.07 and 0.34 [4] - The latest capital flows of A - shares, main board, small - and - medium - sized enterprise board, ChiNext and CSI 300 are - 790.12, - 730.51, N/A, - 89.06 and - 198.87 respectively, and the 5 - day average values are - 326.47, - 330.41, N/A, - 6.75 and - 134.02 [4] - The latest trading volumes of Shanghai and Shenzhen stock markets, CSI 300, SSE 50, small - and - medium - sized board and ChiNext are 25384.46, 5998.49, 1410.05, 5079.94 and 6927.70 respectively, with环比 changes of 758.98, 29.45, - 96.18, 196.71 and 705.37 [5] - The basis and basis spreads of IF, IH and IC are - 14.67 (- 0.31%), - 0.47 (- 0.02%) and - 19.82 (- 0.23%) respectively [5] Treasury Futures Trading Data - The closing prices of T2303, TF2303, T2306 and TF2306 treasury futures are 108.33, 105.89, 108.37 and 105.98 respectively, with changes of - 0.06%, 0.00%, - 0.10% and - 0.08% [5] - The capital interest rates of R001, R007 and SHIBOR - 3M are 1.4270%, 1.5624% and 1.5748% respectively, with daily changes of - 16.00BP, - 3.00BP and - 1.00BP [5]