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6 min read dbeh-update

DBEH update - 16 oct 2023

DBEH update - 16 oct 2023
dbmfwatch - DBEH | 2023-10-16 | changes found
descriptionsharesvaluepct1d chg1wk chg4wk chg13wk chg
BP - GBP FX CURR187.5K$227.6K0.7%0% | -0.3%-50.0% | -50.5%-50.0% | -51.0%0% | -7.4%
CD - CAD FX CURR300K$219.8K0.7%0% | 0.2%-40.0% | -40.0%-40.0% | -40.6%0% | -3.3%
DX - DOLLAR INDEX-12K$-1.3M-3.9%0% | -0.1%50.0% | 49.7%50.0% | 49.3%0% | -6.9%
EC - EUR FX CURR1.1M$1.2M3.6%-10.0% | -10.1%-50.0% | -50.4%-50.0% | -50.8%0% | -6.5%
ED/SFR - 3MO EURDLR/SOFR5M$4.8M14.5%-9.1% | -9.1%122.2% | 122.3%122.2% | 121.9%1.90K% | 1.89K%
FA - S+P MID 400 EMINI400.0$983.1K3.0%0% | -0.6%-50.0% | -50.3%-50.0% | -52.6%-42.9% | -47.8%
FF - FED FUND 30DAY1.3M$1.2M3.6%0% | 0%---
JY - JPN YEN CURR3.8K$253.4K0.8%-25.0% | -24.8%-57.1% | -57.2%-57.1% | -57.8%0% | -7.1%
MES - MSCI EMG MKTS1K$951.4K2.9%-4.8% | -5.1%162.5% | 162.5%162.5% | 160.1%566.7% | 514.2%
MFS - MSCI EAFE800.0$1.6M4.9%-5.9% | -6.8%-38.5% | -38.6%-38.5% | -41.3%-38.5% | -43.2%
NQ - NASDAQ 100 EMINI100.0$1.5M4.6%-16.7% | -17.7%-50.0% | -50.0%-50.0% | -50.9%-44.4% | -46.5%
RTY - RUSS 2000 EMINI300.0$519.0K1.6%-14.3% | -15.1%-66.7% | -67.2%-66.7% | -69.1%-68.4% | -71.9%
TU - US 2YR NOTE4.8M$4.9M14.8%-7.7% | -7.7%118.2% | 118.3%118.2% | 117.8%1.10K% | 1.09K%
US - US LONG BOND-1.6M$-1.8M-5.5%5.9% | 4.8%-300.0% | -308.4%-300.0% | -280.4%-500.0% | -456.8%
WN - US ULTRA BOND-1.5M$-1.8M-5.3%6.2% | 4.9%-400.0% | -412.7%-400.0% | -368.6%-475.0% | -426.5%
not investment advice - use at own risk - see terms - data by imgp funds
dbmfwatch - DBEH | 2023-10-16 | history
2023-10-16 2023-10-13 (1d)2023-10-09 (1wk)2023-09-18 (4wk)2023-07-17 (13wk)2023-04-17 (26wk)
symboldescriptionsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepct
-BP - GBP FX CURR187.5K$227.6K0.7%187.5K$228.3K0.7%375K$459.4K1.3%375K$464.3K1.3%187.5K$245.7K0.8%62.5K$77.7K0.3%
BPM3BP CURRENCY FUT JUN23---------------62.5K$77.7K0.3%
BPU3BP CURRENCY FUT SEP23------------187.5K$245.7K0.8%---
BPZ3BP CURRENCY FUT DEC23187.5K$227.6K0.7%187.5K$228.3K0.7%375K$459.4K1.3%375K$464.3K1.3%------
-CD - CAD FX CURR300K$219.8K0.7%300K$219.3K0.6%500K$366.5K1.1%500K$370.4K1.1%300K$227.3K0.8%100K$74.9K0.3%
CDM3CAD CURRENCY FUT JUN23---------------100K$74.9K0.3%
CDU3CAD CURRENCY FUT SEP23------------300K$227.3K0.8%---
CDZ3CAD CURRENCY FUT DEC23300K$219.8K0.7%300K$219.3K0.6%500K$366.5K1.1%500K$370.4K1.1%------
-DX - DOLLAR INDEX-12K$-1.3M-3.9%-12K$-1.3M-3.7%-24K$-2.5M-7.4%-24K$-2.5M-7.3%-12K$-1.2M-4.0%-2K$-202.5K-0.7%
DXM3DOLLAR INDEX JUN23----------------2K$-202.5K-0.7%
DXU3DOLLAR INDEX SEP23-------------12K$-1.2M-4.0%---
DXZ3DOLLAR INDEX DEC23-12K$-1.3M-3.9%-12K$-1.3M-3.7%-24K$-2.5M-7.4%-24K$-2.5M-7.3%------
-EC - EUR FX CURR1.1M$1.2M3.6%1.2M$1.3M3.8%2.2M$2.4M7.0%2.2M$2.4M7.0%1.1M$1.3M4.3%250K$275.9K1.0%
ECM3EURO FX CURR FUT JUN23---------------250K$275.9K1.0%
ECU3EURO FX CURR FUT SEP23------------1.1M$1.3M4.3%---
ECZ3EURO FX CURR FUT DEC231.1M$1.2M3.6%1.2M$1.3M3.8%2.2M$2.4M7.0%2.2M$2.4M7.0%------
-ED/SFR - 3MO EURDLR/SOFR5M$4.8M14.5%5.5M$5.3M15.3%2.2M$2.2M6.3%2.2M$2.2M6.2%250K$240.4K0.8%-7.2M$-7.0M-25.2%
SFRU43 MONTH SOFR FUT SEP24----------------7.2M$-7.0M-25.2%
SFRZ43 MONTH SOFR FUT DEC24------------250K$240.4K0.8%---
SFRH53 MONTH SOFR FUT MAR255M$4.8M14.5%5.5M$5.3M15.3%2.2M$2.2M6.3%2.2M$2.2M6.2%------
-FA - S+P MID 400 EMINI400.0$983.1K3.0%400.0$989.0K2.9%800.0$2.0M5.8%800.0$2.1M6.0%700.0$1.9M6.3%900.0$2.3M8.1%
FAM3S+P MID 400 EMINI JUN23---------------900.0$2.3M8.1%
FAU3S+P MID 400 EMINI SEP23------------700.0$1.9M6.3%---
FAZ3S+P MID 400 EMINI DEC23400.0$983.1K3.0%400.0$989.0K2.9%800.0$2.0M5.8%800.0$2.1M6.0%------
FFF4FED FUND 30DAY JAN241.3M$1.2M3.6%1.3M$1.2M3.4%------------
-JY - JPN YEN CURR3.8K$253.4K0.8%5K$337.2K1.0%8.8K$592.5K1.7%8.8K$600.5K1.7%3.8K$272.8K0.9%1.2K$94.3K0.3%
JYM3JPN YEN CURR FUT JUN23---------------1.2K$94.3K0.3%
JYU3JPN YEN CURR FUT SEP23------------3.8K$272.8K0.9%---
JYZ3JPN YEN CURR FUT DEC233.8K$253.4K0.8%5K$337.2K1.0%8.8K$592.5K1.7%8.8K$600.5K1.7%------
-MES - MSCI EMG MKTS1K$951.4K2.9%1.1K$1.0M2.9%-1.6K$-1.5M-4.4%-1.6K$-1.6M-4.6%150.0$154.9K0.5%2.1K$2.1M7.5%
MESM3MSCI EMGMKT JUN23---------------2.1K$2.1M7.5%
MESU3MSCI EMGMKT SEP23------------150.0$154.9K0.5%---
MESZ3MSCI EMGMKT DEC231K$951.4K2.9%1.1K$1.0M2.9%-1.6K$-1.5M-4.4%-1.6K$-1.6M-4.6%------
-MFS - MSCI EAFE800.0$1.6M4.9%850.0$1.7M5.1%1.3K$2.6M7.7%1.3K$2.8M8.0%1.3K$2.9M9.6%1.4K$2.9M10.4%
MFSM3MSCI EAFEJUN23---------------1.4K$2.9M10.4%
MFSU3MSCI EAFESEP23------------1.3K$2.9M9.6%---
MFSZ3MSCI EAFEDEC23800.0$1.6M4.9%850.0$1.7M5.1%1.3K$2.6M7.7%1.3K$2.8M8.0%------
-NQ - NASDAQ 100 EMINI100.0$1.5M4.6%120.0$1.8M5.3%200.0$3.0M8.8%200.0$3.1M8.9%180.0$2.8M9.5%100.0$1.3M4.7%
NQM3NASDAQ 100E-MINI JUN23---------------100.0$1.3M4.7%
NQU3NASDAQ 100E-MINI SEP23------------180.0$2.8M9.5%---
NQZ3NASDAQ 100E-MINI DEC23100.0$1.5M4.6%120.0$1.8M5.3%200.0$3.0M8.8%200.0$3.1M8.9%------
-RTY - RUSS 2000 EMINI300.0$519.0K1.6%350.0$611.2K1.8%900.0$1.6M4.6%900.0$1.7M4.9%950.0$1.8M6.2%850.0$1.5M5.5%
RTYM3E-MINI RUSS 2000 JUN23---------------850.0$1.5M5.5%
RTYU3E-MINI RUSS 2000 SEP23------------950.0$1.8M6.2%---
RTYZ3E-MINI RUSS 2000 DEC23300.0$519.0K1.6%350.0$611.2K1.8%900.0$1.6M4.6%900.0$1.7M4.9%------
-TU - US 2YR NOTE4.8M$4.9M14.8%5.2M$5.3M15.3%2.2M$2.2M6.5%2.2M$2.2M6.5%400K$407.6K1.4%-6.8M$-7.0M-25.2%
TUM3US 2YR NOTE (CBT) JUN23----------------6.8M$-7.0M-25.2%
TUU3US 2YR NOTE (CBT) SEP23------------400K$407.6K1.4%---
TUZ3US 2YR NOTE (CBT) DEC234.8M$4.9M14.8%5.2M$5.3M15.3%2.2M$2.2M6.5%2.2M$2.2M6.5%------
-US - US LONG BOND-1.6M$-1.8M-5.5%-1.7M$-1.9M-5.5%-400K$-441.9K-1.3%-400K$-474.4K-1.4%400K$505.8K1.7%-500K$-653.6K-2.3%
USM3US LONG BOND(CBT) JUN23----------------500K$-653.6K-2.3%
USU3US LONG BOND(CBT) SEP23------------400K$505.8K1.7%---
USZ3US LONG BOND(CBT) DEC23-1.6M$-1.8M-5.5%-1.7M$-1.9M-5.5%-400K$-441.9K-1.3%-400K$-474.4K-1.4%------
-WN - US ULTRA BOND-1.5M$-1.8M-5.3%-1.6M$-1.8M-5.4%-300K$-342.8K-1.0%-300K$-375.1K-1.1%400K$538.4K1.8%-400K$-560.8K-2.0%
WNM3US ULTRA BOND CBT JUN23----------------400K$-560.8K-2.0%
WNU3US ULTRA BOND CBT SEP23------------400K$538.4K1.8%---
WNZ3US ULTRA BOND CBT DEC23-1.5M$-1.8M-5.3%-1.6M$-1.8M-5.4%-300K$-342.8K-1.0%-300K$-375.1K-1.1%------
not investment advice - use at own risk - see terms - data by imgp funds

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dbmfwatch

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