5 min read

DBEH update - 12 jun 2024

DBEH update - 12 jun 2024
dbmfwatch - DBEH | 2024-06-12 | no 1d changes
descriptionsharesvaluepct1d chg1wk chg4wk chg13wk chg
DX - DOLLAR INDEX80K$8.4M47.3%0% | 0.1%6.7% | 7.8%-35.5% | -35.3%196.3% | 202.8%
FA - S+P MID 400 EMINI700.0$2.0M11.5%0% | -0.5%0% | -0.3%-41.7% | -43.9%-46.2% | -47.4%
MES - MSCI EMG MKTS1.3K$1.4M7.8%0% | -0.4%-10.3% | -9.2%-44.7% | -46.0%-50.0% | -49.7%
MFS - MSCI EAFE1.4K$3.4M19.1%0% | -1.2%-12.1% | -13.3%-46.3% | -47.0%-37.0% | -37.3%
NQ - NASDAQ 100 EMINI140.0$2.7M15.1%0% | 0.7%-22.2% | -20.0%-53.3% | -51.2%-53.3% | -51.4%
RTY - RUSS 2000 EMINI700.0$1.4M8.0%0% | -0.4%7.7% | 7.2%-33.3% | -35.5%-39.1% | -40.9%
TU - US 2YR NOTE14.8M$15.1M84.8%0% | 0.1%-15.9% | -16.0%-49.0% | -48.8%-14.0% | -14.3%
US - US LONG BOND-1.2M$-1.4M-7.9%0% | -0.7%40.0% | 40.4%63.6% | 63.3%14.3% | 16.4%
not investment advice - use at own risk - see terms - data by imgp funds
dbmfwatch - DBEH | 2024-06-12 | history
2024-06-12 2024-06-11 (1d)2024-06-05 (1wk)2024-05-15 (4wk)2024-03-13 (13wk)2023-12-13 (26wk)2023-06-14 (52wk)
symboldescriptionsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepct
-BP - GBP FX CURR-------------437.5K$-559.6K-1.6%250K$314.1K1.0%---
BPZ3BP CURRENCY FUT DEC23---------------250K$314.1K1.0%---
BPH4BP CURRENCY FUT MAR24-------------437.5K$-559.6K-1.6%------
-CD - CAD FX CURR-------------600K$-444.6K-1.3%300K$220.7K0.7%---
CDZ3CAD CURRENCY FUT DEC23---------------300K$220.7K0.7%---
CDH4CAD CURRENCY FUT MAR24-------------600K$-444.6K-1.3%------
-DX - DOLLAR INDEX80K$8.4M47.3%80K$8.4M47.2%75K$7.8M44.3%124K$13.0M44.2%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$8.4M47.3%80K$8.4M47.2%75K$7.8M44.3%124K$13.0M44.2%---------
-EC - EUR FX CURR-------------2.6M$-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$17.5M49.6%9.5M$9.1M27.6%-7.8M$-7.5M-27.4%
SFRZ43 MONTH SOFR FUT DEC24-------------------7.8M$-7.5M-27.4%
SFRH53 MONTH SOFR FUT MAR25---------------9.5M$9.1M27.6%---
SFRM53 MONTH SOFR FUT JUN25------------18.2M$17.5M49.6%------
-FA - S+P MID 400 EMINI700.0$2.0M11.5%700.0$2.1M11.5%700.0$2.0M11.6%1.2K$3.6M12.4%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$2.0M11.5%700.0$2.1M11.5%700.0$2.0M11.6%1.2K$3.6M12.4%1.3K$3.9M11.0%------
-FF - FED FUND 30DAY---------------1.3M$1.2M3.6%416.7K$394.7K1.4%
FFV3FED FUND 30DAY OCT23------------------416.7K$394.7K1.4%
FFJ4FED FUND 30DAY APR24---------------1.3M$1.2M3.6%---
-JY - JPN YEN CURR-------------10K$-677.8K-1.9%5K$343.8K1.0%---
JYZ3JPN YEN CURR FUT DEC23---------------5K$343.8K1.0%---
JYH4JPN YEN CURR FUT MAR24-------------10K$-677.8K-1.9%------
-MES - MSCI EMG MKTS1.3K$1.4M7.8%1.3K$1.4M7.8%1.4K$1.5M8.7%2.4K$2.6M8.7%2.6K$2.8M7.8%-150.0$-148.6K-0.4%2.5K$2.5M9.3%
MESU3MSCI EMGMKT SEP23------------------2.5K$2.5M9.3%
MESH4MSCI EMGMKT MAR24----------------150.0$-148.6K-0.4%---
MESM4MSCI EMGMKT JUN241.3K$1.4M7.8%1.3K$1.4M7.8%1.4K$1.5M8.7%2.4K$2.6M8.7%2.6K$2.8M7.8%------
-MFS - MSCI EAFE1.4K$3.4M19.1%1.4K$3.4M19.3%1.6K$3.9M22.2%2.7K$6.4M21.7%2.3K$5.4M15.3%1.3K$2.8M8.6%1.8K$3.8M13.9%
MFSU3MSCI EAFESEP23------------------1.8K$3.8M13.9%
MFSH4MSCI EAFEMAR24---------------1.3K$2.8M8.6%---
MFSM4MSCI EAFEJUN241.4K$3.4M19.1%1.4K$3.4M19.3%1.6K$3.9M22.2%2.7K$6.4M21.7%2.3K$5.4M15.3%------
-NQ - NASDAQ 100 EMINI140.0$2.7M15.1%140.0$2.7M15.0%180.0$3.4M19.1%300.0$5.5M18.8%300.0$5.5M15.7%160.0$2.7M8.0%180.0$2.7M10.0%
NQU3NASDAQ 100E-MINI SEP23------------------180.0$2.7M10.0%
NQH4NASDAQ 100E-MINI MAR24---------------160.0$2.7M8.0%---
NQM4NASDAQ 100E-MINI JUN24140.0$2.7M15.1%140.0$2.7M15.0%180.0$3.4M19.1%300.0$5.5M18.8%300.0$5.5M15.7%------
-RTY - RUSS 2000 EMINI700.0$1.4M8.0%700.0$1.4M8.0%650.0$1.3M7.5%1.1K$2.2M7.5%1.1K$2.4M6.8%850.0$1.6M4.9%300.0$575.0K2.1%
RTYU3E-MINI RUSS 2000 SEP23------------------300.0$575.0K2.1%
RTYH4E-MINI RUSS 2000 MAR24---------------850.0$1.6M4.9%---
RTYM4E-MINI RUSS 2000 JUN24700.0$1.4M8.0%700.0$1.4M8.0%650.0$1.3M7.5%1.1K$2.2M7.5%1.1K$2.4M6.8%------
-TU - US 2YR NOTE14.8M$15.1M84.8%14.8M$15.1M84.6%17.6M$18.0M101.9%29M$29.5M100.2%17.2M$17.6M49.8%9M$9.2M27.8%-7.4M$-7.6M-27.7%
TUU3US 2YR NOTE (CBT) SEP23-------------------7.4M$-7.6M-27.7%
TUH4US 2YR NOTE (CBT) MAR24---------------9M$9.2M27.8%---
TUM4US 2YR NOTE (CBT) JUN24---------29M$29.5M100.2%17.2M$17.6M49.8%------
TUU4US 2YR NOTE (CBT) SEP2414.8M$15.1M84.8%14.8M$15.1M84.6%17.6M$18.0M101.9%------------
-US - US LONG BOND-1.2M$-1.4M-7.9%-1.2M$-1.4M-7.9%-2M$-2.4M-13.5%-3.3M$-3.9M-13.1%-1.4M$-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$-3.9M-13.1%-1.4M$-1.7M-4.8%------
USU4US LONG BOND(CBT) SEP24-1.2M$-1.4M-7.9%-1.2M$-1.4M-7.9%-2M$-2.4M-13.5%------------
-WN - US ULTRA BOND-------------1.3M$-1.7M-4.8%-1M$-1.3M-3.9%-1.1M$-1.5M-5.4%
WNU3US ULTRA BOND CBT SEP23-------------------1.1M$-1.5M-5.4%
WNH4US ULTRA BOND CBT MAR24----------------1M$-1.3M-3.9%---
WNM4US ULTRA BOND CBT JUN24-------------1.3M$-1.7M-4.8%------
not investment advice - use at own risk - see terms - data by imgp funds