5 min read

DBEH update - 1 may 2023

DBEH update - 1 may 2023
dbmfwatch - DBEH | 2023-05-01 | no 1d changes
descriptionsharesvaluepct1d chg1wk chg4wk chg13wk chg
BP - GBP FX CURR62.5K$78.6K0.3%0% | 0.6%0% | 1.1%200.0% | 201.8%0% | 1.4%
DX - DOLLAR INDEX-2K$-202.8K-0.8%0% | -0.1%0% | 0.1%-166.7% | -166.2%60.0% | 60.1%
EC - EUR FX CURR250K$276.2K1.1%0% | -0.1%0% | 0.3%200.0% | 201.3%-50.0% | -49.3%
ED/SFR - 3MO EURDLR/SOFR-6.8M$-6.5M-25.9%0% | 0%0% | -0.2%12.9% | 12.8%-17.4% | -17.7%
FA - S+P MID 400 EMINI900.0$2.3M8.9%0% | 0.9%0% | -0.4%0% | -1.2%50.0% | 42.7%
JY - JPN YEN CURR1.2K$92.4K0.4%0% | -1.7%0% | -1.6%200.0% | 197.0%0% | -4.5%
MES - MSCI EMG MKTS1.9K$1.9M7.6%0% | 0.5%0% | 0.3%-30.4% | -31.1%225.8% | 215.8%
MFS - MSCI EAFE1.3K$2.8M11.1%0% | -0.1%0% | -0.2%4.0% | 6.6%73.3% | 75.7%
NQ - NASDAQ 100 EMINI80.0$1.1M4.2%0% | 0.7%0% | 1.8%0% | 0.1%33.3% | 45.3%
RTY - RUSS 2000 EMINI800.0$1.4M5.6%0% | 0.8%0% | -1.5%-15.8% | -17.6%33.3% | 23.3%
TU - US 2YR NOTE-6.2M$-6.4M-25.3%0% | 0%0% | -0.1%13.9% | 14.0%-19.2% | -19.5%
US - US LONG BOND-400K$-526.6K-2.1%0% | -1.0%0% | -1.3%-100.0% | -100.8%-150.0% | -150.6%
WN - US ULTRA BOND-400K$-565.6K-2.2%0% | -1.4%0% | -1.7%-100.0% | -100.4%-157.1% | -156.7%
not investment advice - use at own risk - see terms - data by imgp funds
dbmfwatch - DBEH | 2023-05-01 | history
2023-05-01 2023-04-28 (1d)2023-04-24 (1wk)2023-04-03 (4wk)2023-01-30 (13wk)
symboldescriptionsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepct
-BP - GBP FX CURR62.5K$78.6K0.3%62.5K$78.2K0.3%62.5K$77.8K0.3%-62.5K$-77.2K-0.3%62.5K$77.5K0.5%
BPH3BP CURRENCY FUT MAR23------------62.5K$77.5K0.5%
BPM3BP CURRENCY FUT JUN2362.5K$78.6K0.3%62.5K$78.2K0.3%62.5K$77.8K0.3%-62.5K$-77.2K-0.3%---
-CD - CAD FX CURR----------100K$-74.0K-0.3%100K$75.2K0.5%
CDH3CAD CURRENCY FUT MAR23------------100K$75.2K0.5%
CDM3CAD CURRENCY FUT JUN23----------100K$-74.0K-0.3%---
-DX - DOLLAR INDEX-2K$-202.8K-0.8%-2K$-202.5K-0.8%-2K$-203.1K-0.8%3K$306.6K1.1%-5K$-508.6K-3.1%
DXH3DOLLAR INDEX MAR23-------------5K$-508.6K-3.1%
DXM3DOLLAR INDEX JUN23-2K$-202.8K-0.8%-2K$-202.5K-0.8%-2K$-203.1K-0.8%3K$306.6K1.1%---
-EC - EUR FX CURR250K$276.2K1.1%250K$276.4K1.1%250K$275.3K1.1%-250K$-272.6K-1.0%500K$545K3.3%
ECH3EURO FX CURR FUT MAR23------------500K$545K3.3%
ECM3EURO FX CURR FUT JUN23250K$276.2K1.1%250K$276.4K1.1%250K$275.3K1.1%-250K$-272.6K-1.0%---
-ED/SFR - 3MO EURDLR/SOFR-6.8M$-6.5M-25.9%-6.8M$-6.5M-25.9%-6.8M$-6.5M-25.1%-7.8M$-7.5M-26.9%-5.8M$-5.6M-34.0%
SFRM43 MONTH SOFR FUT JUN24-------------5.8M$-5.6M-34.0%
SFRU43 MONTH SOFR FUT SEP24-6.8M$-6.5M-25.9%-6.8M$-6.5M-25.9%-6.8M$-6.5M-25.1%-7.8M$-7.5M-26.9%---
-FA - S+P MID 400 EMINI900.0$2.3M8.9%900.0$2.2M8.8%900.0$2.3M8.7%900.0$2.3M8.2%600.0$1.6M9.7%
FAH3S+P MID 400 EMINI MAR23------------600.0$1.6M9.7%
FAM3S+P MID 400 EMINI JUN23900.0$2.3M8.9%900.0$2.2M8.8%900.0$2.3M8.7%900.0$2.3M8.2%---
FFJ3FED FUND 30DAY APR23-------------416.7K$-396.7K-2.4%
-JY - JPN YEN CURR1.2K$92.4K0.4%1.2K$94K0.4%1.2K$93.9K0.4%-1.2K$-95.3K-0.3%1.2K$96.8K0.6%
JYH3JPN YEN CURR FUT MAR23------------1.2K$96.8K0.6%
JYM3JPN YEN CURR FUT JUN231.2K$92.4K0.4%1.2K$94K0.4%1.2K$93.9K0.4%-1.2K$-95.3K-0.3%---
-MES - MSCI EMG MKTS1.9K$1.9M7.6%1.9K$1.9M7.6%1.9K$1.9M7.4%2.8K$2.8M10.0%-1.6K$-1.7M-10.2%
MESH3MSCI EMGMKT MAR23-------------1.6K$-1.7M-10.2%
MESM3MSCI EMGMKT JUN231.9K$1.9M7.6%1.9K$1.9M7.6%1.9K$1.9M7.4%2.8K$2.8M10.0%---
-MFS - MSCI EAFE1.3K$2.8M11.1%1.3K$2.8M11.1%1.3K$2.8M10.8%1.2K$2.6M9.4%750.0$1.6M9.8%
MFSH3MSCI EAFEMAR23------------750.0$1.6M9.8%
MFSM3MSCI EAFEJUN231.3K$2.8M11.1%1.3K$2.8M11.1%1.3K$2.8M10.8%1.2K$2.6M9.4%---
-NQ - NASDAQ 100 EMINI80.0$1.1M4.2%80.0$1.1M4.2%80.0$1.0M4.0%80.0$1.1M3.8%60.0$733.3K4.5%
NQH3NASDAQ 100E-MINI MAR23------------60.0$733.3K4.5%
NQM3NASDAQ 100E-MINI JUN2380.0$1.1M4.2%80.0$1.1M4.2%80.0$1.0M4.0%80.0$1.1M3.8%---
-RTY - RUSS 2000 EMINI800.0$1.4M5.6%800.0$1.4M5.6%800.0$1.4M5.6%950.0$1.7M6.2%600.0$1.2M7.1%
RTYH3E-MINI RUSS 2000 MAR23------------600.0$1.2M7.1%
RTYM3E-MINI RUSS 2000 JUN23800.0$1.4M5.6%800.0$1.4M5.6%800.0$1.4M5.6%950.0$1.7M6.2%---
-TU - US 2YR NOTE-6.2M$-6.4M-25.3%-6.2M$-6.4M-25.3%-6.2M$-6.4M-24.6%-7.2M$-7.4M-26.7%-5.2M$-5.3M-32.8%
TUH3US 2YR NOTE (CBT) MAR23-------------5.2M$-5.3M-32.8%
TUM3US 2YR NOTE (CBT) JUN23-6.2M$-6.4M-25.3%-6.2M$-6.4M-25.3%-6.2M$-6.4M-24.6%-7.2M$-7.4M-26.7%---
-US - US LONG BOND-400K$-526.6K-2.1%-400K$-521.6K-2.1%-400K$-519.6K-2.0%-200K$-262.3K-0.9%800K$1.0M6.4%
USH3US LONG BOND(CBT) MAR23------------800K$1.0M6.4%
USM3US LONG BOND(CBT) JUN23-400K$-526.6K-2.1%-400K$-521.6K-2.1%-400K$-519.6K-2.0%-200K$-262.3K-0.9%---
-WN - US ULTRA BOND-400K$-565.6K-2.2%-400K$-558K-2.2%-400K$-556.1K-2.1%-200K$-282.2K-1.0%700K$997.1K6.1%
WNH3US ULTRA BOND CBT MAR23------------700K$997.1K6.1%
WNM3US ULTRA BOND CBT JUN23-400K$-565.6K-2.2%-400K$-558K-2.2%-400K$-556.1K-2.1%-200K$-282.2K-1.0%---
not investment advice - use at own risk - see terms - data by imgp funds