Subscribe
6 min read dbeh-update

DBEH update - 19 oct 2023

DBEH update - 19 oct 2023
dbmfwatch - DBEH | 2023-10-19 | no 1d changes
descriptionsharesvaluepct1d chg1wk chg4wk chg13wk chg
BP - GBP FX CURR187.5K$227.8K0.7%0% | -0.3%0% | -1.3%-50.0% | -50.9%0% | -6.1%
CD - CAD FX CURR300K$219.0K0.7%0% | -0.4%0% | -0.8%-40.0% | -41.2%0% | -4.0%
DX - DOLLAR INDEX-12K$-1.3M-3.9%0% | -0.3%0% | -0.7%50.0% | 49.3%0% | -6.4%
EC - EUR FX CURR1.1M$1.2M3.7%0% | -0.3%-10.0% | -10.6%-50.0% | -50.8%0% | -6.0%
ED/SFR - 3MO EURDLR/SOFR5M$4.8M14.7%0% | 0%-9.1% | -9.4%122.2% | 121.6%1.90K% | 1.88K%
FA - S+P MID 400 EMINI400.0$988.2K3.1%0% | -2.2%0% | -2.1%-50.0% | -51.9%-42.9% | -48.6%
FF - FED FUND 30DAY1.3M$1.2M3.7%0% | 0%0% | 0%--
JY - JPN YEN CURR3.8K$252.6K0.8%0% | -0.1%-25.0% | -25.4%-57.1% | -57.9%0% | -6.8%
MES - MSCI EMG MKTS1K$940.6K2.9%0% | -1.6%-4.8% | -7.3%162.5% | 160.2%566.7% | 512.0%
MFS - MSCI EAFE800.0$1.6M5.0%0% | -1.8%-5.9% | -8.5%-38.5% | -41.5%-38.5% | -44.0%
NQ - NASDAQ 100 EMINI100.0$1.5M4.6%0% | -1.4%-16.7% | -18.6%-50.0% | -50.4%-44.4% | -47.7%
RTY - RUSS 2000 EMINI300.0$522.1K1.6%0% | -2.1%-14.3% | -16.5%-66.7% | -68.2%-68.4% | -72.5%
TU - US 2YR NOTE4.8M$4.8M15.0%0% | 0%-7.7% | -8.1%118.2% | 117.5%1.10K% | 1.09K%
US - US LONG BOND-1.6M$-1.7M-5.4%0% | 0.7%5.9% | 9.3%-300.0% | -268.7%-500.0% | -442.3%
WN - US ULTRA BOND-1.5M$-1.7M-5.2%0% | 0.8%6.2% | 10.4%-400.0% | -350.8%-475.0% | -410.2%
not investment advice - use at own risk - see terms - data by imgp funds
dbmfwatch - DBEH | 2023-10-19 | history
2023-10-19 2023-10-18 (1d)2023-10-12 (1wk)2023-09-21 (4wk)2023-07-20 (13wk)2023-04-20 (26wk)
symboldescriptionsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepct
-BP - GBP FX CURR187.5K$227.8K0.7%187.5K$228.4K0.7%187.5K$230.8K0.7%375K$463.6K1.3%187.5K$242.5K0.8%62.5K$77.8K0.3%
BPM3BP CURRENCY FUT JUN23---------------62.5K$77.8K0.3%
BPU3BP CURRENCY FUT SEP23------------187.5K$242.5K0.8%---
BPZ3BP CURRENCY FUT DEC23187.5K$227.8K0.7%187.5K$228.4K0.7%187.5K$230.8K0.7%375K$463.6K1.3%------
-CD - CAD FX CURR300K$219.0K0.7%300K$220.0K0.7%300K$220.8K0.6%500K$372.5K1.1%300K$228.1K0.8%---
CDU3CAD CURRENCY FUT SEP23------------300K$228.1K0.8%---
CDZ3CAD CURRENCY FUT DEC23300K$219.0K0.7%300K$220.0K0.7%300K$220.8K0.6%500K$372.5K1.1%------
-DX - DOLLAR INDEX-12K$-1.3M-3.9%-12K$-1.3M-3.9%-12K$-1.3M-3.7%-24K$-2.5M-7.3%-12K$-1.2M-4.0%-2K$-203.3K-0.7%
DXM3DOLLAR INDEX JUN23----------------2K$-203.3K-0.7%
DXU3DOLLAR INDEX SEP23-------------12K$-1.2M-4.0%---
DXZ3DOLLAR INDEX DEC23-12K$-1.3M-3.9%-12K$-1.3M-3.9%-12K$-1.3M-3.7%-24K$-2.5M-7.3%------
-EC - EUR FX CURR1.1M$1.2M3.7%1.1M$1.2M3.7%1.2M$1.3M3.9%2.2M$2.4M7.0%1.1M$1.3M4.2%250K$274.8K1.0%
ECM3EURO FX CURR FUT JUN23---------------250K$274.8K1.0%
ECU3EURO FX CURR FUT SEP23------------1.1M$1.3M4.2%---
ECZ3EURO FX CURR FUT DEC231.1M$1.2M3.7%1.1M$1.2M3.7%1.2M$1.3M3.9%2.2M$2.4M7.0%------
-ED/SFR - 3MO EURDLR/SOFR5M$4.8M14.7%5M$4.8M14.7%5.5M$5.3M15.3%2.2M$2.2M6.3%250K$240.4K0.8%-6.8M$-6.5M-23.3%
SFRU43 MONTH SOFR FUT SEP24----------------6.8M$-6.5M-23.3%
SFRZ43 MONTH SOFR FUT DEC24------------250K$240.4K0.8%---
SFRH53 MONTH SOFR FUT MAR255M$4.8M14.7%5M$4.8M14.7%5.5M$5.3M15.3%2.2M$2.2M6.3%------
-FA - S+P MID 400 EMINI400.0$988.2K3.1%400.0$1.0M3.1%400.0$1.0M2.9%800.0$2.1M6.0%700.0$1.9M6.4%900.0$2.3M8.1%
FAM3S+P MID 400 EMINI JUN23---------------900.0$2.3M8.1%
FAU3S+P MID 400 EMINI SEP23------------700.0$1.9M6.4%---
FAZ3S+P MID 400 EMINI DEC23400.0$988.2K3.1%400.0$1.0M3.1%400.0$1.0M2.9%800.0$2.1M6.0%------
FFF4FED FUND 30DAY JAN241.3M$1.2M3.7%1.3M$1.2M3.6%1.3M$1.2M3.4%---------
-JY - JPN YEN CURR3.8K$252.6K0.8%3.8K$252.8K0.8%5K$338.6K1.0%8.8K$599.6K1.7%3.8K$271.1K0.9%1.2K$93.6K0.3%
JYM3JPN YEN CURR FUT JUN23---------------1.2K$93.6K0.3%
JYU3JPN YEN CURR FUT SEP23------------3.8K$271.1K0.9%---
JYZ3JPN YEN CURR FUT DEC233.8K$252.6K0.8%3.8K$252.8K0.8%5K$338.6K1.0%8.8K$599.6K1.7%------
-MES - MSCI EMG MKTS1K$940.6K2.9%1K$955.7K2.9%1.1K$1.0M2.9%-1.6K$-1.6M-4.5%150.0$153.7K0.5%1.9K$1.9M6.9%
MESM3MSCI EMGMKT JUN23---------------1.9K$1.9M6.9%
MESU3MSCI EMGMKT SEP23------------150.0$153.7K0.5%---
MESZ3MSCI EMGMKT DEC231K$940.6K2.9%1K$955.7K2.9%1.1K$1.0M2.9%-1.6K$-1.6M-4.5%------
-MFS - MSCI EAFE800.0$1.6M5.0%800.0$1.6M5.0%850.0$1.8M5.1%1.3K$2.7M8.0%1.3K$2.9M9.6%1.3K$2.8M10.0%
MFSM3MSCI EAFEJUN23---------------1.3K$2.8M10.0%
MFSU3MSCI EAFESEP23------------1.3K$2.9M9.6%---
MFSZ3MSCI EAFEDEC23800.0$1.6M5.0%800.0$1.6M5.0%850.0$1.8M5.1%1.3K$2.7M8.0%------
-NQ - NASDAQ 100 EMINI100.0$1.5M4.6%100.0$1.5M4.7%120.0$1.8M5.4%200.0$3.0M8.8%180.0$2.9M9.6%80.0$1.1M3.8%
NQM3NASDAQ 100E-MINI JUN23---------------80.0$1.1M3.8%
NQU3NASDAQ 100E-MINI SEP23------------180.0$2.9M9.6%---
NQZ3NASDAQ 100E-MINI DEC23100.0$1.5M4.6%100.0$1.5M4.7%120.0$1.8M5.4%200.0$3.0M8.8%------
-RTY - RUSS 2000 EMINI300.0$522.1K1.6%300.0$533.4K1.6%350.0$625.1K1.8%900.0$1.6M4.8%950.0$1.9M6.4%800.0$1.4M5.2%
RTYM3E-MINI RUSS 2000 JUN23---------------800.0$1.4M5.2%
RTYU3E-MINI RUSS 2000 SEP23------------950.0$1.9M6.4%---
RTYZ3E-MINI RUSS 2000 DEC23300.0$522.1K1.6%300.0$533.4K1.6%350.0$625.1K1.8%900.0$1.6M4.8%------
-TU - US 2YR NOTE4.8M$4.8M15.0%4.8M$4.8M14.9%5.2M$5.3M15.3%2.2M$2.2M6.5%400K$407.5K1.4%-6.2M$-6.4M-22.8%
TUM3US 2YR NOTE (CBT) JUN23----------------6.2M$-6.4M-22.8%
TUU3US 2YR NOTE (CBT) SEP23------------400K$407.5K1.4%---
TUZ3US 2YR NOTE (CBT) DEC234.8M$4.8M15.0%4.8M$4.8M14.9%5.2M$5.3M15.3%2.2M$2.2M6.5%------
-US - US LONG BOND-1.6M$-1.7M-5.4%-1.6M$-1.8M-5.4%-1.7M$-1.9M-5.6%-400K$-474.2K-1.4%400K$510.8K1.7%-400K$-518.9K-1.9%
USM3US LONG BOND(CBT) JUN23----------------400K$-518.9K-1.9%
USU3US LONG BOND(CBT) SEP23------------400K$510.8K1.7%---
USZ3US LONG BOND(CBT) DEC23-1.6M$-1.7M-5.4%-1.6M$-1.8M-5.4%-1.7M$-1.9M-5.6%-400K$-474.2K-1.4%------
-WN - US ULTRA BOND-1.5M$-1.7M-5.2%-1.5M$-1.7M-5.3%-1.6M$-1.9M-5.5%-300K$-375.6K-1.1%400K$545.8K1.8%-400K$-555.1K-2.0%
WNM3US ULTRA BOND CBT JUN23----------------400K$-555.1K-2.0%
WNU3US ULTRA BOND CBT SEP23------------400K$545.8K1.8%---
WNZ3US ULTRA BOND CBT DEC23-1.5M$-1.7M-5.2%-1.5M$-1.7M-5.3%-1.6M$-1.9M-5.5%-300K$-375.6K-1.1%------
not investment advice - use at own risk - see terms - data by imgp funds

Published by:

dbmfwatch

You might also like...

Nov
15

LBAY update - 18 nov 2024

14 min read
Nov
14

LBAY update - 15 nov 2024

14 min read
Nov
13

LBAY update - 14 nov 2024

14 min read
Nov
12

LBAY update - 13 nov 2024

14 min read
Nov
08

HFND update - 11 nov 2024

16 min read

Member discussion