4 min read

DBEH update - 14 jun 2023

DBEH update - 14 jun 2023
dbmfwatch - DBEH | 2023-06-14 | changes found
descriptionsharesvaluepct1d chg1wk chg4wk chg13wk chg
ED/SFR - 3MO EURDLR/SOFR-7.8M$-7.5M-27.4%0% | -0.1%0% | 0%-14.8% | -14.1%-3.3% | -3.3%
FA - S+P MID 400 EMINI700.0$1.8M6.7%0% | 1.1%0% | 3.0%-22.2% | -16.2%-22.2% | -17.9%
FF - FED FUND 30DAY416.7K$394.7K1.4%0% | 0%0% | -0.1%--
MES - MSCI EMG MKTS2.5K$2.5M9.3%0% | 1.0%0% | 2.2%28.2% | 33.6%-7.4% | -1.6%
MFS - MSCI EAFE1.8K$3.8M13.9%0% | 0.9%0% | 2.2%34.6% | 37.0%52.2% | 62.1%
NQ - NASDAQ 100 EMINI180.0$2.7M10.0%0% | 0.7%0% | 3.5%125.0% | 152.0%125.0% | 175.4%
RTY - RUSS 2000 EMINI300.0$575.0K2.1%0% | 1.1%0% | 3.2%-62.5% | -58.7%-66.7% | -64.4%
TU - US 2YR NOTE-7.4M$-7.6M-27.7%0% | 0.2%0% | 0.4%-19.4% | -18.4%-5.7% | -4.9%
US - US LONG BOND-1.2M$-1.5M-5.6%0% | 0.7%0% | 1.3%-200.0% | -193.3%-500.0% | -483.0%
WN - US ULTRA BOND-1.1M$-1.5M-5.4%0% | 0.6%0% | 1.2%-175.0% | -170.6%-450.0% | -429.3%
not investment advice - use at own risk - see terms - data by imgp funds
dbmfwatch - DBEH | 2023-06-14 | history
2023-06-14 2023-06-13 (1d)2023-06-07 (1wk)2023-05-17 (4wk)2023-03-15 (13wk)
symboldescriptionsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepct
BPM3BP CURRENCY FUT JUN23---------62.5K$78.1K0.3%-62.5K$-76.2K-0.3%
CDM3CAD CURRENCY FUT JUN23-------------100K$-73.2K-0.3%
DXM3DOLLAR INDEX JUN23----------2K$-204.8K-0.8%3K$309.6K1.2%
ECM3EURO FX CURR FUT JUN23---------250K$272.2K1.1%-250K$-270.1K-1.0%
-ED/SFR - 3MO EURDLR/SOFR-7.8M$-7.5M-27.4%-7.8M$-7.5M-27.5%-7.8M$-7.5M-27.7%-6.8M$-6.5M-26.0%-7.5M$-7.2M-27.5%
SFRM43 MONTH SOFR FUT JUN24-------------7.5M$-7.2M-27.5%
SFRU43 MONTH SOFR FUT SEP24----7.8M$-7.5M-27.5%-7.8M$-7.5M-27.7%-6.8M$-6.5M-26.0%---
SFRZ43 MONTH SOFR FUT DEC24-7.8M$-7.5M-27.4%------------
-FA - S+P MID 400 EMINI700.0$1.8M6.7%700.0$1.8M6.7%700.0$1.8M6.6%900.0$2.2M8.7%900.0$2.2M8.5%
FAM3S+P MID 400 EMINI JUN23------700.0$1.8M6.6%900.0$2.2M8.7%900.0$2.2M8.5%
FAU3S+P MID 400 EMINI SEP23700.0$1.8M6.7%700.0$1.8M6.7%---------
-FF - FED FUND 30DAY416.7K$394.7K1.4%416.7K$394.7K1.5%416.7K$395.2K1.5%------
FFN3FED FUND 30DAY JUL23------416.7K$395.2K1.5%------
FFV3FED FUND 30DAY OCT23416.7K$394.7K1.4%416.7K$394.7K1.5%---------
JYM3JPN YEN CURR FUT JUN23---------1.2K$92.2K0.4%-1.2K$-94.5K-0.4%
-MES - MSCI EMG MKTS2.5K$2.5M9.3%2.5K$2.5M9.3%2.5K$2.5M9.3%1.9K$1.9M7.6%2.7K$2.6M9.9%
MESM3MSCI EMGMKT JUN23------2.5K$2.5M9.3%1.9K$1.9M7.6%2.7K$2.6M9.9%
MESU3MSCI EMGMKT SEP232.5K$2.5M9.3%2.5K$2.5M9.3%---------
-MFS - MSCI EAFE1.8K$3.8M13.9%1.8K$3.8M13.8%1.8K$3.7M13.7%1.3K$2.8M11.0%1.1K$2.3M8.9%
MFSM3MSCI EAFEJUN23------1.8K$3.7M13.7%1.3K$2.8M11.0%1.1K$2.3M8.9%
MFSU3MSCI EAFESEP231.8K$3.8M13.9%1.8K$3.8M13.8%---------
-NQ - NASDAQ 100 EMINI180.0$2.7M10.0%180.0$2.7M9.9%180.0$2.6M9.7%80.0$1.1M4.3%80.0$987.0K3.8%
NQM3NASDAQ 100E-MINI JUN23------180.0$2.6M9.7%80.0$1.1M4.3%80.0$987.0K3.8%
NQU3NASDAQ 100E-MINI SEP23180.0$2.7M10.0%180.0$2.7M9.9%---------
-RTY - RUSS 2000 EMINI300.0$575.0K2.1%300.0$568.5K2.1%300.0$557.4K2.1%800.0$1.4M5.5%900.0$1.6M6.2%
RTYM3E-MINI RUSS 2000 JUN23------300.0$557.4K2.1%800.0$1.4M5.5%900.0$1.6M6.2%
RTYU3E-MINI RUSS 2000 SEP23300.0$575.0K2.1%300.0$568.5K2.1%---------
-TU - US 2YR NOTE-7.4M$-7.6M-27.7%-7.4M$-7.6M-28.0%-7.4M$-7.6M-28.2%-6.2M$-6.4M-25.3%-7M$-7.2M-27.5%
TUM3US 2YR NOTE (CBT) JUN23----------6.2M$-6.4M-25.3%-7M$-7.2M-27.5%
TUU3US 2YR NOTE (CBT) SEP23-7.4M$-7.6M-27.7%-7.4M$-7.6M-28.0%-7.4M$-7.6M-28.2%------
-US - US LONG BOND-1.2M$-1.5M-5.6%-1.2M$-1.5M-5.6%-1.2M$-1.5M-5.7%-400K$-516.5K-2.0%-200K$-259.9K-1.0%
USM3US LONG BOND(CBT) JUN23----------400K$-516.5K-2.0%-200K$-259.9K-1.0%
USU3US LONG BOND(CBT) SEP23-1.2M$-1.5M-5.6%-1.2M$-1.5M-5.6%-1.2M$-1.5M-5.7%------
-WN - US ULTRA BOND-1.1M$-1.5M-5.4%-1.1M$-1.5M-5.5%-1.1M$-1.5M-5.6%-400K$-547.6K-2.2%-200K$-280K-1.1%
WNM3US ULTRA BOND CBT JUN23----------400K$-547.6K-2.2%-200K$-280K-1.1%
WNU3US ULTRA BOND CBT SEP23-1.1M$-1.5M-5.4%-1.1M$-1.5M-5.5%-1.1M$-1.5M-5.6%------
not investment advice - use at own risk - see terms - data by imgp funds