大类资产早报-20260320

Group 1: Global Asset Market Performance - The latest yields of 10 - year government bonds in major economies: US 4.251, UK 4.841, France 3.640, Germany 2.957, Italy 3.776, Spain 3.463, Switzerland 0.342, Greece 3.770, Japan 2.269, Brazil 6.244, China 1.836, Australia 4.976, New Zealand 4.685 [3] - The latest yields of 2 - year government bonds in major economies: US 3.793, UK 4.401, Germany 2.586, Japan 1.265, Italy 2.823, China (1Y yield) 1.251, Australia 4.615 [3] - The latest exchange rates of the US dollar against major emerging - economy currencies: Brazil 5.221, South Africa zar 16.763, Korean won 1495.350, Thai baht 32.785, Malaysian ringgit 3.936 [3] - The latest exchange rates of the RMB: on - shore RMB 6.891, off - shore RMB 6.878, RMB central parity rate 6.898, RMB 12 - month NDF 6.733 [3] - The latest values of major economies' stock indices: S&P 500 6606.490, Dow Jones Industrial Average 46021.430, NASDAQ 22090.690, Mexican stock index 65199.400, UK stock index 10063.500, French CAC 7807.870, German DAX 22839.560, Spanish stock index 16905.900, Russian stock index (not available), Nikkei 53372.530, Hang Seng Index 25500.580, Shanghai Composite Index 4006.552, Taiwan stock index 33689.680, Korean stock index 5763.220, Indian stock index (not available), Thai stock index 1417.450, Malaysian stock index 1720.710, Australian stock index 8690.741, emerging - economy stock index 1476.210 [3] - The latest values of credit - bond indices: US investment - grade credit - bond index 3532.360, euro - area investment - grade credit - bond index 264.135, emerging - economy investment - grade credit - bond index 288.420, US high - yield credit - bond index 2901.920, euro - area high - yield credit - bond index 406.560, emerging - economy high - yield credit - bond index 1812.641 [3] Group 2: Stock Index Futures Trading Data - Index performance: A - share closing price 4006.55, down 1.39%; CSI 300 closing price 4583.25, down 1.61%; SSE 50 closing price 2916.23, down 1.53%; ChiNext closing price 3309.10, down 1.11%; CSI 500 closing price 7877.09, down 2.71% [4] - Valuation: PE(TTM) of CSI 300 is 14.09 (down 0.09), SSE 50 is 11.53 (down 0.02), CSI 500 is 35.63 (down 0.84), S&P 500 is 25.85 (down 0.07), German DAX is 16.25 (down 0.94) [4] - Risk premium: 1/PE - 10 - year interest rate of S&P 500 is - 0.38 (up 0.03), German DAX is 3.20 (up 0.32) [4] - Fund flow: A - share latest value - 1611.90, 5 - day average - 924.63; main - board latest value - 1212.19, 5 - day average - 750.58; ChiNext latest value - 275.27, 5 - day average - 104.94; CSI 300 latest value - 301.52, 5 - day average - 127.05 [4] Group 3: Other Trading Data - Transaction amount: The latest value of Shanghai and Shenzhen stock markets is 21109.69, up 649.05; CSI 300 is 5478.50, up 236.76; SSE 50 is 1364.19, up 226.97; small - and medium - sized board is 3982.31, down 139.03; ChiNext is 5417.49, up 18.74 [5] - Main contract basis: IF basis 3.35 (0.07%), IH basis 3.97 (0.14%), IC basis 9.31 (0.12%) [5] - Treasury futures: T2303 closing price 108.33, up 0.06%; TF2303 closing price 106.06, up 0.06%; T2306 closing price 108.29, up 0.07%; TF2306 closing price 105.86, up 0.04% [5] - Fund interest rates: R001 is 1.3969% (down 9.00 BP), R007 is 1.4851% (no change), SHIBOR - 3M is 1.5280% (no change) [5]