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大类资产早报-20251013
Yong An Qi Huo· 2025-10-13 02:43
Report Industry Investment Rating - Not provided Core Viewpoints - Not provided Summary by Relevant Catalogs Global Asset Market Performance 10-Year Treasury Yields of Major Economies - On October 10, 2025, the 10-year Treasury yields of the US, UK, France, etc., were 4.034, 4.674, 3.478 respectively [1] - The latest changes in the 10-year Treasury yields of the US, UK, France, etc., were -0.105, -0.070, -0.046 respectively [1] - The one-week changes in the 10-year Treasury yields of the US, UK, France, etc., were -0.137, -0.082, -0.122 respectively [1] - The one-month changes in the 10-year Treasury yields of the US, UK, France, etc., were -0.128, -0.045, -0.012 respectively [1] - The one-year changes in the 10-year Treasury yields of the US, UK, France, etc., were 0.237, 0.665, 0.499 respectively [1] 2-Year Treasury Yields of Major Economies - On October 10, 2025, the 2-year Treasury yields of the US, UK, Germany, etc., were 3.600, 3.952, 1.957 respectively [1] - The latest changes in the 2-year Treasury yields of the US, UK, Germany, etc., were -0.030, -0.047, -0.037 respectively [1] - The one-week changes in the 2-year Treasury yields of the US, UK, Germany, etc., were 0.070, -0.061, -0.079 respectively [1] - The one-month changes in the 2-year Treasury yields of the US, UK, Germany, etc., were 0.090, 0.008, -0.004 respectively [1] - The one-year changes in the 2-year Treasury yields of the US, UK, Germany, etc., were 0.110, -0.007, -0.168 respectively [1] US Dollar Exchange Rates Against Major Emerging Market Currencies - On October 10, 2025, the US dollar exchange rates against the Brazilian real, South African rand, South Korean won, etc., were 5.521, 17.505, 1425.300 respectively [1] - The latest changes in the US dollar exchange rates against the Brazilian real, South African rand, South Korean won, etc., were 2.82%, 1.68%, - respectively [1] - The one-week changes in the US dollar exchange rates against the Brazilian real, South African rand, South Korean won, etc., were 2.93%, 0.45%, 1.14% respectively [1] - The one-month changes in the US dollar exchange rates against the Brazilian real, South African rand, South Korean won, etc., were 1.36%, -1.54%, 2.15% respectively [1] - The one-year changes in the US dollar exchange rates against the Brazilian real, South African rand, South Korean won, etc., were 1.53%, 1.92%, 8.19% respectively [1] Stock Indices of Major Economies - On October 10, 2025, the S&P 500, Dow Jones Industrial Average, NASDAQ, etc., were 6552.510, 45479.600, 22204.430 respectively [1] - The latest changes in the S&P 500, Dow Jones Industrial Average, NASDAQ, etc., were -2.71%, -1.90%, -3.56% respectively [1] - The one-week changes in the S&P 500, Dow Jones Industrial Average, NASDAQ, etc., were -0.79%, -1.02%, -0.81% respectively [1] - The one-month changes in the S&P 500, Dow Jones Industrial Average, NASDAQ, etc., were 0.78%, -0.31%, 2.29% respectively [1] - The one-year changes in the S&P 500, Dow Jones Industrial Average, NASDAQ, etc., were 14.05%, 7.84%, 22.07% respectively [1] Credit Bond Indices - On October 10, 2025, the US investment-grade credit bond index, eurozone investment-grade credit bond index, etc., were 3529.690, 265.945 respectively [1] - The latest changes in the US investment-grade credit bond index, eurozone investment-grade credit bond index, etc., were 0.34%, 0.12% respectively [1] - The one-week changes in the US investment-grade credit bond index, eurozone investment-grade credit bond index, etc., were 0.73%, 0.56% respectively [2] - The one-month changes in the US investment-grade credit bond index, eurozone investment-grade credit bond index, etc., were 1.28%, 0.76% respectively [2] - The one-year changes in the US investment-grade credit bond index, eurozone investment-grade credit bond index, etc., were 4.15%, 4.21% respectively [2] Stock Index Futures Trading Data - The closing prices of A-shares, CSI 300, SSE 50, etc., were 3897.03, 4616.83, 2974.85 respectively [3] - The percentage changes in A-shares, CSI 300, SSE 50, etc., were -0.94%, -1.97%, -1.51% respectively [3] - The PE(TTM) of CSI 300, SSE 50, CSI 500, etc., were 14.25, 11.78, 35.18 respectively [3] - The环比 changes in the PE(TTM) of CSI 300, SSE 50, CSI 500, etc., were -0.17, -0.08, -0.65 respectively [3] - The risk premiums of CSI 300, SSE 50, CSI 500, etc., were -,-,- respectively [3] - The环比 changes in the risk premiums of CSI 300, SSE 50, CSI 500, etc., were -,-,- respectively [3] - The latest values of the capital flows of A-shares, the main board, the small and medium-sized enterprise board, etc., were -1620.00, -835.68, - respectively [3] - The average values of the capital flows of A-shares, the main board, the small and medium-sized enterprise board, etc., in the past 5 days were -412.41, -218.67, - respectively [3] - The latest values of the trading volumes of the Shanghai and Shenzhen stock markets, CSI 300, SSE 50, etc., were 25156.14, 7927.43, 2001.81 respectively [3] - The环比 changes in the trading volumes of the Shanghai and Shenzhen stock markets, CSI 300, SSE 50, etc., were -1375.83, -694.65, -317.42 respectively [3] - The basis of IF, IH, IC, etc., were -24.63, 0.95, -132.22 respectively [3] - The basis spreads of IF, IH, IC, etc., were -0.53%, 0.03%, -1.79% respectively [3] Treasury Futures Trading Data - The closing prices of T00, TF00, T01, TF01 were 107.980, 105.650, 107.690, 105.550 respectively [4] - The percentage changes of T00, TF00, T01, TF01 were 0.19%, 0.09%, 0.18%, 0.09% respectively [4] - The R001, R007, SHIBOR-3M were 1.3263%, 1.4850%, 1.5780% respectively [4] - The daily changes (BP) of R001, R007, SHIBOR-3M were -21.00, -5.00, 0.00 respectively [4]
大类资产早报-2025-04-02
Yong An Qi Huo· 2025-04-02 07:12
Report Summary 1. Report Industry Investment Rating - No information provided in the content. 2. Core View of the Report - The report presents the latest data on major global asset markets, including government bond yields, exchange rates, stock indices, and credit bond indices, along with their changes over different time periods [2][3][4]. 3. Summary by Related Catalogs Government Bond Yields - **10 - year Government Bonds**: On April 1, 2025, the 10 - year government bond yields of the US, UK, France, etc. were 4.170%, 4.637%, 3.400% respectively. The latest changes ranged from - 0.077% (Italy) to 0.023% (South Korea), with significant differences in one - year changes, such as - 0.754% for Japan and 0.643% for the UK [2]. - **2 - year Government Bonds**: The 2 - year government bond yields of the US, UK, Germany, etc. on April 1, 2025, were 3.890%, 4.171%, 2.019% respectively. The latest changes varied, with - 0.080% for the US and 0.021% for Japan. One - year changes also showed large disparities, like - 0.790% for the US and 0.662% for Japan [2]. Exchange Rates - **Dollar against Major Emerging Economies' Currencies**: On April 1, 2025, the exchange rate of the dollar against the Brazilian real was 5.683, with a latest change of - 0.41%. Against the South African rand, it was 18.472, with a latest change of 0.82%. One - year changes also differed, e.g., 14.13% for the Brazilian real and - 1.86% for the South African rand [2]. - **Renminbi**: On April 1, 2025, the on - shore renminbi was 7.270, the off - shore renminbi was 7.281, the middle - price was 7.178, and the 12 - month NDF was 7.100. The latest changes were 0.18%, 0.21%, - 0.01%, and 0.20% respectively. One - year changes were 0.98%, 0.82%, 1.17%, and 0.06% respectively [2]. Stock Indices - **Major Economies' Stock Indices**: On April 1, 2025, the Dow Jones was 5633.070, the S&P 500 was 41989.960, etc. The latest changes ranged from - 0.03% (S&P 500) to 2.82% (Taiwan stock index). One - year changes also varied, such as 7.47% for the Dow Jones and - 12.72% for the Nikkei [2]. - **Emerging Economies' Stock Indices**: On April 1, 2025, the Malaysian stock index was not available, the Australian economic index was 8126.909, and another emerging economy's stock index was 1110.660. The latest changes were 0.92% and 0.84% respectively. One - year changes were 1.02% and 5.94% respectively [2]. Credit Bond Indices - On April 1, 2025, the US investment - grade credit bond index was 3373.740, the euro - zone investment - grade credit bond index was 258.470, etc. The latest changes were between 0.10% (euro - zone high - yield credit bond index) and 0.25% (US investment - grade credit bond index). One - year changes were between 4.98% (euro - zone investment - grade credit bond index) and 12.29% (emerging economies' high - yield credit bond index) [2]. Stock Index Futures Trading Data - **Index Performance**: On April 1, 2025, the A - share index closed at 3348.44, with a 0.38% increase. The PE (TTM) of the S&P 500 was 24.09, with a 0.09% month - on - month change. The risk premium of the German DAX was 2.72, with a - 0.04% month - on - month change [3]. - **Fund Flows**: The latest A - share fund flow was - 236.42, and the 5 - day average was - 410.90. The latest transaction amount of the Shanghai and Shenzhen stock markets was 11322.67, with a month - on - month change of - 892.63 [3]. - **Main Contract Premium and Discount**: The basis of IF was - 28.08, with a - 0.72% premium and discount rate; the basis of IH was - 0.91, with a - 0.03% premium and discount rate; the basis of IC was - 42.25, with a - 0.72% premium and discount rate [3]. Treasury Bond Futures Trading Data - On April 1, 2025, the closing prices of T00, TF00, T01, and TF01 were 107.760, 105.570, 107.795, and 105.600 respectively, with small changes in the range of - 0.00% to - 0.02%. The R001, R007, and SHIBOR - 3M were 1.9246%, 1.9802%, and 1.9070% respectively, with daily changes of - 38.00, - 32.00, and 0.00 BP respectively [4].