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6 min read dbeh-update

DBEH update - 1 dec 2023

DBEH update - 1 dec 2023
dbmfwatch - DBEH | 2023-12-01 | no 1d changes
descriptionsharesvaluepct1d chg1wk chg4wk chg13wk chg
BP - GBP FX CURR375K$473.4K1.4%0% | -0.7%0% | 1.1%100.0% | 106.8%20.0% | 19.6%
CD - CAD FX CURR500K$368.6K1.1%0% | 0.1%0% | 1.0%66.7% | 68.9%25.0% | 24.6%
DX - DOLLAR INDEX-23K$-2.4M-7.2%0% | -0.7%0% | 0.4%-109.1% | -104.1%-9.5% | -9.4%
EC - EUR FX CURR2.2M$2.5M7.4%0% | -0.9%0% | 0%100.0% | 104.7%20.0% | 20.5%
ED/SFR - 3MO EURDLR/SOFR6.5M$6.2M19.0%0% | -0.1%0% | 0.2%30.0% | 30.5%244.4% | 244.8%
FA - S+P MID 400 EMINI600.0$1.5M4.7%0% | 0.6%0% | 0.5%50.0% | 57.9%-33.3% | -35.4%
FF - FED FUND 30DAY1.3M$1.2M3.6%0% | 0%0% | 0%0% | 0%-
JY - JPN YEN CURR8.8K$591.8K1.8%0% | -0.7%0% | 0.8%133.3% | 135.8%40.0% | 37.4%
MES - MSCI EMG MKTS-350.0$-345.5K-1.0%0% | -0.2%0% | 0%-135.0% | -136.6%70.8% | 70.6%
MFS - MSCI EAFE1.1K$2.3M7.1%0% | -0.1%0% | 0.5%37.5% | 43.8%-24.1% | -23.5%
NQ - NASDAQ 100 EMINI160.0$2.6M7.8%0% | -0.2%0% | -0.4%60.0% | 70.5%-11.1% | -8.6%
RTY - RUSS 2000 EMINI600.0$1.1M3.3%0% | 0.4%0% | 0.7%100.0% | 110.6%-47.8% | -50.3%
TU - US 2YR NOTE6.2M$6.3M19.2%0% | -0.1%0% | 0.7%29.2% | 30.2%240.9% | 241.4%
US - US LONG BOND-1.4M$-1.6M-4.9%0% | 0.9%0% | -0.5%12.5% | 9.4%-182.4% | -178.8%
WN - US ULTRA BOND-1.3M$-1.6M-4.9%0% | 1.0%0% | -1.6%13.3% | 8.3%-181.2% | -177.2%
not investment advice - use at own risk - see terms - data by imgp funds
dbmfwatch - DBEH | 2023-12-01 | history
2023-12-01 2023-11-30 (1d)2023-11-24 (1wk)2023-11-03 (4wk)2023-09-01 (13wk)2023-06-02 (26wk)
symboldescriptionsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepct
-BP - GBP FX CURR375K$473.4K1.4%375K$476.6K1.4%375K$468.5K1.4%187.5K$228.9K0.7%312.5K$395.8K1.1%125K$156.6K0.6%
BPM3BP CURRENCY FUT JUN23---------------125K$156.6K0.6%
BPU3BP CURRENCY FUT SEP23------------312.5K$395.8K1.1%---
BPZ3BP CURRENCY FUT DEC23375K$473.4K1.4%375K$476.6K1.4%375K$468.5K1.4%187.5K$228.9K0.7%------
-CD - CAD FX CURR500K$368.6K1.1%500K$368.2K1.1%500K$365.0K1.1%300K$218.3K0.7%400K$295.9K0.8%100K$74.4K0.3%
CDM3CAD CURRENCY FUT JUN23---------------100K$74.4K0.3%
CDU3CAD CURRENCY FUT SEP23------------400K$295.9K0.8%---
CDZ3CAD CURRENCY FUT DEC23500K$368.6K1.1%500K$368.2K1.1%500K$365.0K1.1%300K$218.3K0.7%------
-DX - DOLLAR INDEX-23K$-2.4M-7.2%-23K$-2.4M-7.2%-23K$-2.4M-7.3%-11K$-1.2M-3.6%-21K$-2.2M-6.2%-7K$-724.5K-2.8%
DXM3DOLLAR INDEX JUN23----------------7K$-724.5K-2.8%
DXU3DOLLAR INDEX SEP23-------------21K$-2.2M-6.2%---
DXZ3DOLLAR INDEX DEC23-23K$-2.4M-7.2%-23K$-2.4M-7.2%-23K$-2.4M-7.3%-11K$-1.2M-3.6%------
-EC - EUR FX CURR2.2M$2.5M7.4%2.2M$2.5M7.5%2.2M$2.5M7.5%1.1M$1.2M3.7%1.9M$2.0M5.8%625K$673.2K2.6%
ECM3EURO FX CURR FUT JUN23---------------625K$673.2K2.6%
ECU3EURO FX CURR FUT SEP23------------1.9M$2.0M5.8%---
ECZ3EURO FX CURR FUT DEC232.2M$2.5M7.4%2.2M$2.5M7.5%2.2M$2.5M7.5%1.1M$1.2M3.7%------
-ED/SFR - 3MO EURDLR/SOFR6.5M$6.2M19.0%6.5M$6.3M19.0%6.5M$6.2M19.0%5M$4.8M14.8%-4.5M$-4.3M-12.4%-7.2M$-7.0M-26.9%
SFRU43 MONTH SOFR FUT SEP24----------------7.2M$-7.0M-26.9%
SFRZ43 MONTH SOFR FUT DEC24-------------4.5M$-4.3M-12.4%---
SFRH53 MONTH SOFR FUT MAR256.5M$6.2M19.0%6.5M$6.3M19.0%6.5M$6.2M19.0%5M$4.8M14.8%------
-FA - S+P MID 400 EMINI600.0$1.5M4.7%600.0$1.5M4.6%600.0$1.5M4.7%400.0$975.8K3.0%900.0$2.4M6.8%700.0$1.7M6.5%
FAM3S+P MID 400 EMINI JUN23---------------700.0$1.7M6.5%
FAU3S+P MID 400 EMINI SEP23------------900.0$2.4M6.8%---
FAZ3S+P MID 400 EMINI DEC23600.0$1.5M4.7%600.0$1.5M4.6%600.0$1.5M4.7%400.0$975.8K3.0%------
FFF4FED FUND 30DAY JAN241.3M$1.2M3.6%1.3M$1.2M3.6%1.3M$1.2M3.6%1.3M$1.2M3.7%------
-JY - JPN YEN CURR8.8K$591.8K1.8%8.8K$596.0K1.8%8.8K$587.0K1.8%3.8K$251.0K0.8%6.2K$430.8K1.2%2.5K$180.5K0.7%
JYM3JPN YEN CURR FUT JUN23---------------2.5K$180.5K0.7%
JYU3JPN YEN CURR FUT SEP23------------6.2K$430.8K1.2%---
JYZ3JPN YEN CURR FUT DEC238.8K$591.8K1.8%8.8K$596.0K1.8%8.8K$587.0K1.8%3.8K$251.0K0.8%------
-MES - MSCI EMG MKTS-350.0$-345.5K-1.0%-350.0$-344.8K-1.0%-350.0$-345.4K-1.1%1K$944.3K2.9%-1.2K$-1.2M-3.4%1.6K$1.5M5.8%
MESM3MSCI EMGMKT JUN23---------------1.6K$1.5M5.8%
MESU3MSCI EMGMKT SEP23-------------1.2K$-1.2M-3.4%---
MESZ3MSCI EMGMKT DEC23-350.0$-345.5K-1.0%-350.0$-344.8K-1.0%-350.0$-345.4K-1.1%1K$944.3K2.9%------
-MFS - MSCI EAFE1.1K$2.3M7.1%1.1K$2.3M7.1%1.1K$2.3M7.1%800.0$1.6M5.0%1.4K$3.1M8.8%1.6K$3.4M13.2%
MFSM3MSCI EAFEJUN23---------------1.6K$3.4M13.2%
MFSU3MSCI EAFESEP23------------1.4K$3.1M8.8%---
MFSZ3MSCI EAFEDEC231.1K$2.3M7.1%1.1K$2.3M7.1%1.1K$2.3M7.1%800.0$1.6M5.0%------
-NQ - NASDAQ 100 EMINI160.0$2.6M7.8%160.0$2.6M7.8%160.0$2.6M7.8%100.0$1.5M4.6%180.0$2.8M8.0%140.0$2.0M7.8%
NQM3NASDAQ 100E-MINI JUN23---------------140.0$2.0M7.8%
NQU3NASDAQ 100E-MINI SEP23------------180.0$2.8M8.0%---
NQZ3NASDAQ 100E-MINI DEC23160.0$2.6M7.8%160.0$2.6M7.8%160.0$2.6M7.8%100.0$1.5M4.6%------
-RTY - RUSS 2000 EMINI600.0$1.1M3.3%600.0$1.1M3.3%600.0$1.1M3.3%300.0$516.2K1.6%1.1K$2.2M6.3%400.0$708.4K2.7%
RTYM3E-MINI RUSS 2000 JUN23---------------400.0$708.4K2.7%
RTYU3E-MINI RUSS 2000 SEP23------------1.1K$2.2M6.3%---
RTYZ3E-MINI RUSS 2000 DEC23600.0$1.1M3.3%600.0$1.1M3.3%600.0$1.1M3.3%300.0$516.2K1.6%------
-TU - US 2YR NOTE6.2M$6.3M19.2%6.2M$6.3M19.3%6.2M$6.3M19.1%4.8M$4.9M15.0%-4.4M$-4.5M-12.9%-6.8M$-7.0M-26.9%
TUU3US 2YR NOTE (CBT) SEP23----------------6.8M$-7.0M-26.9%
TUZ3US 2YR NOTE (CBT) DEC23------6.2M$6.3M19.1%4.8M$4.9M15.0%-4.4M$-4.5M-12.9%---
TUH4US 2YR NOTE (CBT) MAR246.2M$6.3M19.2%6.2M$6.3M19.3%------------
-US - US LONG BOND-1.4M$-1.6M-4.9%-1.4M$-1.6M-5.0%-1.4M$-1.6M-4.9%-1.6M$-1.8M-5.6%1.7M$2.1M5.9%-900K$-1.2M-4.5%
USU3US LONG BOND(CBT) SEP23----------------900K$-1.2M-4.5%
USZ3US LONG BOND(CBT) DEC23-------1.4M$-1.6M-4.9%-1.6M$-1.8M-5.6%1.7M$2.1M5.9%---
USH4US LONG BOND(CBT) MAR24-1.4M$-1.6M-4.9%-1.4M$-1.6M-5.0%------------
-WN - US ULTRA BOND-1.3M$-1.6M-4.9%-1.3M$-1.6M-4.9%-1.3M$-1.6M-4.8%-1.5M$-1.7M-5.4%1.6M$2.1M5.9%-800K$-1.1M-4.2%
WNU3US ULTRA BOND CBT SEP23----------------800K$-1.1M-4.2%
WNZ3US ULTRA BOND CBT DEC23-------1.3M$-1.6M-4.8%-1.5M$-1.7M-5.4%1.6M$2.1M5.9%---
WNH4US ULTRA BOND CBT MAR24-1.3M$-1.6M-4.9%-1.3M$-1.6M-4.9%------------
not investment advice - use at own risk - see terms - data by imgp funds

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dbmfwatch

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