5 min read

DBEH update - 11 jun 2024

DBEH update - 11 jun 2024
dbmfwatch - DBEH | 2024-06-11 | changes found
descriptionsharesvaluepct1d chg1wk chg4wk chg13wk chg
DX - DOLLAR INDEX80K$8.4M47.2%6.7% | 6.9%6.7% | 7.7%-35.5% | -35.5%196.3% | 202.8%
FA - S+P MID 400 EMINI700.0$2.1M11.5%0% | 0.2%0% | -1.2%-41.7% | -43.1%-46.2% | -46.9%
MES - MSCI EMG MKTS1.3K$1.4M7.8%-10.3% | -9.8%-10.3% | -10.2%-44.7% | -45.4%-50.0% | -49.0%
MFS - MSCI EAFE1.4K$3.4M19.3%-12.1% | -12.2%-12.1% | -12.4%-46.3% | -46.0%-37.0% | -36.0%
NQ - NASDAQ 100 EMINI140.0$2.7M15.0%-22.2% | -21.9%-22.2% | -20.3%-53.3% | -51.3%-53.3% | -51.0%
RTY - RUSS 2000 EMINI700.0$1.4M8.0%7.7% | 8.0%7.7% | 6.2%-33.3% | -34.5%-39.1% | -40.8%
TU - US 2YR NOTE14.8M$15.1M84.6%-15.9% | -15.9%-15.9% | -16.0%-49.0% | -48.8%-14.0% | -14.5%
US - US LONG BOND-1.2M$-1.4M-7.9%40.0% | 40.3%40.0% | 40.4%63.6% | 63.5%14.3% | 17.5%
not investment advice - use at own risk - see terms - data by imgp funds
dbmfwatch - DBEH | 2024-06-11 | history
2024-06-11 2024-06-10 (1d)2024-06-04 (1wk)2024-05-14 (4wk)2024-03-12 (13wk)2023-12-12 (26wk)2023-06-13 (52wk)
symboldescriptionsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepct
-BP - GBP FX CURR-------------437.5K$-560.3K-1.6%250K$313.9K1.0%---
BPZ3BP CURRENCY FUT DEC23---------------250K$313.9K1.0%---
BPH4BP CURRENCY FUT MAR24-------------437.5K$-560.3K-1.6%------
-CD - CAD FX CURR-------------600K$-445.0K-1.3%300K$221.1K0.7%---
CDZ3CAD CURRENCY FUT DEC23---------------300K$221.1K0.7%---
CDH4CAD CURRENCY FUT MAR24-------------600K$-445.0K-1.3%------
-DX - DOLLAR INDEX80K$8.4M47.2%75K$7.9M44.3%75K$7.8M44.1%124K$13.0M44.5%27K$2.8M7.9%-16K$-1.7M-5.0%---
DXZ3DOLLAR INDEX DEC23----------------16K$-1.7M-5.0%---
DXH4DOLLAR INDEX MAR24------------27K$2.8M7.9%------
DXM4DOLLAR INDEX JUN2480K$8.4M47.2%75K$7.9M44.3%75K$7.8M44.1%124K$13.0M44.5%---------
-EC - EUR FX CURR-------------2.6M$-2.9M-8.1%1.5M$1.6M4.9%---
ECZ3EURO FX CURR FUT DEC23---------------1.5M$1.6M4.9%---
ECH4EURO FX CURR FUT MAR24-------------2.6M$-2.9M-8.1%------
-ED/SFR - 3MO EURDLR/SOFR------------18.2M$17.6M49.8%9.5M$9.1M27.6%-7.8M$-7.5M-27.5%
SFRU43 MONTH SOFR FUT SEP24-------------------7.8M$-7.5M-27.5%
SFRH53 MONTH SOFR FUT MAR25---------------9.5M$9.1M27.6%---
SFRM53 MONTH SOFR FUT JUN25------------18.2M$17.6M49.8%------
-FA - S+P MID 400 EMINI700.0$2.1M11.5%700.0$2.0M11.5%700.0$2.1M11.7%1.2K$3.6M12.3%1.3K$3.9M11.0%800.0$2.1M6.5%700.0$1.8M6.7%
FAU3S+P MID 400 EMINI SEP23------------------700.0$1.8M6.7%
FAH4S+P MID 400 EMINI MAR24---------------800.0$2.1M6.5%---
FAM4S+P MID 400 EMINI JUN24700.0$2.1M11.5%700.0$2.0M11.5%700.0$2.1M11.7%1.2K$3.6M12.3%1.3K$3.9M11.0%------
-FF - FED FUND 30DAY---------------1.3M$1.2M3.6%416.7K$394.7K1.5%
FFV3FED FUND 30DAY OCT23------------------416.7K$394.7K1.5%
FFJ4FED FUND 30DAY APR24---------------1.3M$1.2M3.6%---
-JY - JPN YEN CURR-------------10K$-681.4K-1.9%5K$342.5K1.0%---
JYZ3JPN YEN CURR FUT DEC23---------------5K$342.5K1.0%---
JYH4JPN YEN CURR FUT MAR24-------------10K$-681.4K-1.9%------
-MES - MSCI EMG MKTS1.3K$1.4M7.8%1.4K$1.5M8.7%1.4K$1.5M8.8%2.4K$2.6M8.7%2.6K$2.7M7.7%-150.0$-148.4K-0.4%2.5K$2.5M9.3%
MESU3MSCI EMGMKT SEP23------------------2.5K$2.5M9.3%
MESH4MSCI EMGMKT MAR24----------------150.0$-148.4K-0.4%---
MESM4MSCI EMGMKT JUN241.3K$1.4M7.8%1.4K$1.5M8.7%1.4K$1.5M8.8%2.4K$2.6M8.7%2.6K$2.7M7.7%------
-MFS - MSCI EAFE1.4K$3.4M19.3%1.6K$3.9M22.0%1.6K$3.9M22.2%2.7K$6.4M21.7%2.3K$5.4M15.2%1.3K$2.8M8.5%1.8K$3.8M13.8%
MFSU3MSCI EAFESEP23------------------1.8K$3.8M13.8%
MFSH4MSCI EAFEMAR24---------------1.3K$2.8M8.5%---
MFSM4MSCI EAFEJUN241.4K$3.4M19.3%1.6K$3.9M22.0%1.6K$3.9M22.2%2.7K$6.4M21.7%2.3K$5.4M15.2%------
-NQ - NASDAQ 100 EMINI140.0$2.7M15.0%180.0$3.4M19.3%180.0$3.4M19.0%300.0$5.5M18.7%300.0$5.5M15.5%160.0$2.6M8.0%180.0$2.7M9.9%
NQU3NASDAQ 100E-MINI SEP23------------------180.0$2.7M9.9%
NQH4NASDAQ 100E-MINI MAR24---------------160.0$2.6M8.0%---
NQM4NASDAQ 100E-MINI JUN24140.0$2.7M15.0%180.0$3.4M19.3%180.0$3.4M19.0%300.0$5.5M18.7%300.0$5.5M15.5%------
-RTY - RUSS 2000 EMINI700.0$1.4M8.0%650.0$1.3M7.4%650.0$1.3M7.6%1.1K$2.2M7.4%1.1K$2.4M6.8%850.0$1.6M4.9%300.0$568.5K2.1%
RTYU3E-MINI RUSS 2000 SEP23------------------300.0$568.5K2.1%
RTYH4E-MINI RUSS 2000 MAR24---------------850.0$1.6M4.9%---
RTYM4E-MINI RUSS 2000 JUN24700.0$1.4M8.0%650.0$1.3M7.4%650.0$1.3M7.6%1.1K$2.2M7.4%1.1K$2.4M6.8%------
-TU - US 2YR NOTE14.8M$15.1M84.6%17.6M$17.9M101.0%17.6M$18.0M101.4%29M$29.5M100.6%17.2M$17.6M50.1%9M$9.2M27.8%-7.4M$-7.6M-28.0%
TUU3US 2YR NOTE (CBT) SEP23-------------------7.4M$-7.6M-28.0%
TUH4US 2YR NOTE (CBT) MAR24---------------9M$9.2M27.8%---
TUM4US 2YR NOTE (CBT) JUN24---------29M$29.5M100.6%17.2M$17.6M50.1%------
TUU4US 2YR NOTE (CBT) SEP2414.8M$15.1M84.6%17.6M$17.9M101.0%17.6M$18.0M101.4%------------
-US - US LONG BOND-1.2M$-1.4M-7.9%-2M$-2.4M-13.2%-2M$-2.4M-13.3%-3.3M$-3.8M-13.1%-1.4M$-1.7M-4.8%-1.1M$-1.3M-4.0%-1.2M$-1.5M-5.6%
USU3US LONG BOND(CBT) SEP23-------------------1.2M$-1.5M-5.6%
USH4US LONG BOND(CBT) MAR24----------------1.1M$-1.3M-4.0%---
USM4US LONG BOND(CBT) JUN24----------3.3M$-3.8M-13.1%-1.4M$-1.7M-4.8%------
USU4US LONG BOND(CBT) SEP24-1.2M$-1.4M-7.9%-2M$-2.4M-13.2%-2M$-2.4M-13.3%------------
-WN - US ULTRA BOND-------------1.3M$-1.7M-4.8%-1M$-1.3M-3.8%-1.1M$-1.5M-5.5%
WNU3US ULTRA BOND CBT SEP23-------------------1.1M$-1.5M-5.5%
WNH4US ULTRA BOND CBT MAR24----------------1M$-1.3M-3.8%---
WNM4US ULTRA BOND CBT JUN24-------------1.3M$-1.7M-4.8%------
not investment advice - use at own risk - see terms - data by imgp funds