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大类资产早报-20250808
Yong An Qi Huo· 2025-08-08 01:18
国 债 期 货 交 易 数 据 国债期货 T00 TF00 T01 TF01 收盘价 108.615 105.830 108.490 105.870 涨跌(%) 0.01% 0.02% 0.06% 0.04% 资金利率 R001 R007 SHIBOR-3M 1.3503% 1.4809% 1.5600% 日度变化(BP) -12.00 1.00 0.00 货 币 市 场 国内货币市场 | 大类资产早报 | | --- | 研究中心宏观团队 2025/08/08 | | 全 球 资 产 市 场 表 现 | | | | | | | | | --- | --- | --- | --- | --- | --- | --- | --- | --- | | 主要经济体10年期国债收益率 | | | | | | | | | | | 美国 | 英国 | 法国 | 德国 | 意大利 | 西班牙 | 瑞士 | 希腊 | | 2025/08/07 | 4.251 | 4.546 | 3.295 | 2.629 | 3.422 | 3.200 | 0.237 | 3.279 | | 最新变化 | 0.022 | 0.021 | - ...
大类资产早报-20250711
Yong An Qi Huo· 2025-07-11 09:04
Report Information - Report Title: Global Asset Market Performance Report - Report Date: July 11, 2025 - Research Team: Research Center Macro Team [2] Global Asset Market Performance 10 - Year Treasury Yields of Major Economies - On July 10, 2025, yields in the US, UK, France, etc. were 4.351%, 4.595%, 3.397% respectively. Yields in Japan, Brazil, China were 3.873%, 6.548%, 1.660% respectively. - Latest changes ranged from 0.003% (US) to 0.123% (France). Weekly changes ranged from - 0.010% (US) to 0.241% (Spain). Monthly changes ranged from -0.495% (Italy) to 0.348% (US). Annual changes ranged from -0.870% (Japan) to 0.398% (Germany) [3] 2 - Year Treasury Yields of Major Economies - On July 10, 2025, yields in China (1Y), US, UK were 3.900%, 3.853%, 1.887% respectively. - Latest changes ranged from -0.022% (US) to 0.120% (China). Weekly changes ranged from 0.008% (Korea) to 0.119% (Australia). Monthly changes ranged from -0.042% (Italy) to 0.150% (China). Annual changes ranged from -1.374% (Japan) to 0.398% (Germany) [3] US Dollar to Major Emerging - Economy Currency Exchange Rates - On July 10, 2025, exchange rates against the US dollar for Brazil, Russia, South Africa were 5.532, 108.000, 17.747 respectively. - Latest changes ranged from -0.73% (Brazil) to 0.00% (Russia). Weekly changes ranged from -0.14% (Korea) to 2.27% (Brazil). Monthly changes ranged from -0.16% (South Africa) to 1.23% (Korea). Annual changes ranged from -11.28% (Thailand) to 0.00% (Russia) [3] RMB Exchange Rates - On July 10, 2025, on - shore RMB was 7.178, off - shore RMB was 7.179, and the mid - price was 7.151. - Latest changes ranged from -0.05% (off - shore RMB) to 0.07% (12 - month NDF). Weekly changes ranged from -0.02% (mid - price) to 0.13% (12 - month NDF). Monthly changes ranged from -0.41% (mid - price) to 0.09% (12 - month NDF). Annual changes ranged from -1.75% (off - shore RMB) to 0.31% (mid - price) [3] Major Economies' Stock Indexes - On July 10, 2025, the Dow Jones was 6280.460, S&P 500 was 44650.640, and NASDAQ was 20630.660. - Latest changes ranged from -0.79% (Spanish index) to 1.23% (UK index). Weekly changes ranged from -1.99% (Mexican index) to 2.18% (German DAX). Monthly changes ranged from -1.88% (Mexican index) to 4.92% (NASDAQ). Annual changes ranged from 4.83% (French CAC) to 34.64% (German DAX) [3] Emerging Economies' Stock Indexes - On July 10, 2025, the Malaysian index was 1536.520, Australian index was 8826.717, and another index was 1231.260. - Latest changes ranged from 0.28% to 0.56%. Weekly changes ranged from -0.81% to -0.08%. Monthly changes ranged from 0.35% to 2.37%. Annual changes ranged from -3.84% to 14.03% [3] Credit Bond Indexes - Latest changes ranged from -0.11% (Emerging economies high - yield credit bond index) to 0.09% (US high - yield credit bond index). - Weekly changes ranged from -0.16% (Emerging economies high - yield credit bond index) to 0.33% (US high - yield credit bond index). - Monthly changes ranged from 0.15% (Emerging economies high - yield credit bond index) to 1.53% (Eurozone high - yield credit bond index). - Annual changes ranged from 6.41% (Emerging economies high - yield credit bond index) to 15.38% (Eurozone high - yield credit bond index) [3] Stock Index Futures Trading Data Index Performance - On July 10, 2025, the A - share index closed at 3509.68, with a 0.48% increase. The CSI 300 closed at 4010.02, with a 0.47% increase [4] Valuation - PE (TTM) of CSI 300 was 13.34, with a 0.07% increase. PE (TTM) of S&P 500 was 26.71, with a 0.08% increase [4] Risk Premium - The risk premium of CSI 300 was 3.70, with no change. The risk premium of S&P 500 was -0.61, with a -0.03% change [4] Fund Flow - The latest A - share fund flow was -256.13, and the 5 - day average was -339.44. The latest CSI 300 fund flow was 120.60, and the 5 - day average was 33.10 [4] Trading Volume - The latest trading volume of the Shanghai and Shenzhen stock markets was 14941.48, with a -110.28 change. The latest trading volume of CSI 300 was 3478.37, with a 424.38 change [4] Main Contract Premium/Discount - The basis of IF was -38.02, with a -0.95% discount. The basis of IH was -16.53, with a -0.60% discount [4] Treasury Bond Futures Trading Data Closing Prices and Changes - On July 10, 2025, the closing prices of T00, TF00, T01, TF01 were 108.845, 105.990, 108.890, 106.095 respectively, with changes of 0.03%, 0.02%, 0.03%, 0.01% respectively [5] Funding Rates - R001 was 1.3870%, with a -11.00 BP change. R007 was 1.5208%, with a 2.00 BP change. SHIBOR - 3M was 1.5590%, with no change [5]