大类资产早报-20260323

1. Global Asset Market Performance - The latest yields of 10 - year government bonds in major economies: US 4.382, UK 4.991, France 3.754, Germany 3.041, Italy 3.962, Spain 3.578, Switzerland 0.373, Greece 3.942, Japan 2.269, Brazil 6.391, China 1.836, South Korea 3.738, Australia 5.024, New Zealand 4.737 [1] - The latest yields of 2 - year government bonds in major economies: US 3.902, UK 4.562, Germany 2.669, Japan 1.265, Italy 2.942, China (1Y yield) 1.248, South Korea 3.298, Australia 4.786 [1] - The latest exchange rates of the US dollar against major emerging - economy currencies: Brazil 5.316, Russia (not provided), South Africa zar 17.038, South Korean won 1504.500, Thai baht 32.780, Malaysian ringgit (not provided) [1] - The latest exchange rates of the RMB: on - shore RMB 6.904, off - shore RMB 6.907, RMB central parity rate 6.890, RMB 12 - month NDF 6.750 [1] - The latest values of major economies' stock indices: S&P 500 6506.480, Dow Jones Industrial Average 45577.470, NASDAQ 21647.610, Mexican stock index 64134.900, UK stock index 9918.330, France CAC 7665.620, Germany DAX 22380.190, Spanish stock index 16714.000, Russian stock index (not provided), Nikkei (not provided), Hang Seng Index 25277.320, Shanghai Composite Index 3957.053, Taiwan stock index 33543.880, South Korean stock index 5781.200, Indian stock index (not provided), Thai stock index 1432.990, Malaysian stock index (not provided), Australian stock index 8628.343, emerging - economy stock index 1463.330 [1] - The latest values of credit - bond indices: US investment - grade credit - bond index 3502.620, euro - zone investment - grade credit - bond index 263.213, emerging - economy investment - grade credit - bond index 287.020, US high - yield credit - bond index 2890.570, euro - zone high - yield credit - bond index 405.530, emerging - economy high - yield credit - bond index 1801.252 [1] 2. Stock Index Futures Trading Data - Index performance: A - share closing price 3957.05, down 1.24%; CSI 300 closing price 4567.02, down 0.35%; SSE 50 closing price 2883.86, down 1.11%; ChiNext closing price 3352.10, up 1.30%; CSI 500 closing price 7760.04, down 1.49% [2] - Valuation: PE(TTM) of CSI 300 is 14.02 with a环比 change of - 0.07; SSE 50 is 11.44 with a环比 change of - 0.09; CSI 500 is 35.08 with a环比 change of - 0.55; S&P 500 is 25.46 with a环比 change of - 0.39; Germany DAX is 16.16 with a环比 change of - 0.33 [2] - Risk premium: 1/PE - 10 - year interest rate of S&P 500 is - 0.45 with a环比 change of - 0.07; Germany DAX is 3.15 with a环比 change of 0.04 [2] - Fund flow: The latest value of A - share fund flow is - 1184.72, main board is - 961.21, small - and medium - sized enterprise board (not provided), ChiNext is - 172.18, CSI 300 is - 178.73; the 5 - day average is - 934.25 for A - shares, - 776.90 for the main board, (not provided) for the small - and medium - sized enterprise board, - 103.12 for ChiNext, - 147.51 for CSI 300 [2] - Transaction amount: The latest transaction amount of the Shanghai and Shenzhen stock markets is 22868.11, with a环比 change of 1758.42; CSI 300 is 6154.63, with a环比 change of 676.13; SSE 50 is 1357.31, with a环比 change of - 6.88; small - and medium - sized board is 4165.17, with a环比 change of 182.86; ChiNext is 6595.60, with a环比 change of 1178.11 [3] - Main contract basis: IF basis is - 80.62, with a basis amplitude of - 1.77%; IH basis is - 18.06, with a basis amplitude of - 0.63%; IC basis is - 200.64, with a basis amplitude of - 2.59% [3] 3. Treasury Futures Trading Data - Closing prices of treasury futures: T2303 is 108.26, down 0.07%; TF2303 is 105.99, down 0.07%; T2306 is 108.20, down 0.08%; TF2306 is 105.80, down 0.06% [3] - Fund interest rates: R001 is 1.3961%, with a daily change of - 9.00 BP; R007 is 1.4769%, with a daily change of - 1.00 BP; SHIBOR - 3M is 1.5220%, with a daily change of - 1.00 BP [3]