Oct 19, 2023 6 min read dbeh-update

DBEH update - 19 oct 2023

dbmfwatch - DBEH \| 2023-10-19 \| no 1d changes
description	shares	value	pct	1d chg	1wk chg	4wk chg	13wk chg
BP - GBP FX CURR	187.5K	$227.8K	0.7%	0% \| -0.3%	0% \| -1.3%	-50.0% \| -50.9%	0% \| -6.1%
CD - CAD FX CURR	300K	$219.0K	0.7%	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 CURR	1.1M	$1.2M	3.7%	0% \| -0.3%	-10.0% \| -10.6%	-50.0% \| -50.8%	0% \| -6.0%
ED/SFR - 3MO EURDLR/SOFR	5M	$4.8M	14.7%	0% \| 0%	-9.1% \| -9.4%	122.2% \| 121.6%	1.90K% \| 1.88K%
FA - S+P MID 400 EMINI	400.0	$988.2K	3.1%	0% \| -2.2%	0% \| -2.1%	-50.0% \| -51.9%	-42.9% \| -48.6%
FF - FED FUND 30DAY	1.3M	$1.2M	3.7%	0% \| 0%	0% \| 0%	-	-
JY - JPN YEN CURR	3.8K	$252.6K	0.8%	0% \| -0.1%	-25.0% \| -25.4%	-57.1% \| -57.9%	0% \| -6.8%
MES - MSCI EMG MKTS	1K	$940.6K	2.9%	0% \| -1.6%	-4.8% \| -7.3%	162.5% \| 160.2%	566.7% \| 512.0%
MFS - MSCI EAFE	800.0	$1.6M	5.0%	0% \| -1.8%	-5.9% \| -8.5%	-38.5% \| -41.5%	-38.5% \| -44.0%
NQ - NASDAQ 100 EMINI	100.0	$1.5M	4.6%	0% \| -1.4%	-16.7% \| -18.6%	-50.0% \| -50.4%	-44.4% \| -47.7%
RTY - RUSS 2000 EMINI	300.0	$522.1K	1.6%	0% \| -2.1%	-14.3% \| -16.5%	-66.7% \| -68.2%	-68.4% \| -72.5%
TU - US 2YR NOTE	4.8M	$4.8M	15.0%	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)
symbol	description	shares	value	pct	shares	value	pct	shares	value	pct	shares	value	pct	shares	value	pct	shares	value	pct

-	BP - GBP FX CURR	187.5K	$227.8K	0.7%	187.5K	$228.4K	0.7%	187.5K	$230.8K	0.7%	375K	$463.6K	1.3%	187.5K	$242.5K	0.8%	62.5K	$77.8K	0.3%
BPM3	BP CURRENCY FUT JUN23	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	62.5K	$77.8K	0.3%
BPU3	BP CURRENCY FUT SEP23	-	-	-	-	-	-	-	-	-	-	-	-	187.5K	$242.5K	0.8%	-	-	-
BPZ3	BP CURRENCY FUT DEC23	187.5K	$227.8K	0.7%	187.5K	$228.4K	0.7%	187.5K	$230.8K	0.7%	375K	$463.6K	1.3%	-	-	-	-	-	-

-	CD - CAD FX CURR	300K	$219.0K	0.7%	300K	$220.0K	0.7%	300K	$220.8K	0.6%	500K	$372.5K	1.1%	300K	$228.1K	0.8%	-	-	-
CDU3	CAD CURRENCY FUT SEP23	-	-	-	-	-	-	-	-	-	-	-	-	300K	$228.1K	0.8%	-	-	-
CDZ3	CAD CURRENCY FUT DEC23	300K	$219.0K	0.7%	300K	$220.0K	0.7%	300K	$220.8K	0.6%	500K	$372.5K	1.1%	-	-	-	-	-	-

-	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%
DXM3	DOLLAR INDEX JUN23	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-2K	$-203.3K	-0.7%
DXU3	DOLLAR INDEX SEP23	-	-	-	-	-	-	-	-	-	-	-	-	-12K	$-1.2M	-4.0%	-	-	-
DXZ3	DOLLAR 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 CURR	1.1M	$1.2M	3.7%	1.1M	$1.2M	3.7%	1.2M	$1.3M	3.9%	2.2M	$2.4M	7.0%	1.1M	$1.3M	4.2%	250K	$274.8K	1.0%
ECM3	EURO FX CURR FUT JUN23	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	250K	$274.8K	1.0%
ECU3	EURO FX CURR FUT SEP23	-	-	-	-	-	-	-	-	-	-	-	-	1.1M	$1.3M	4.2%	-	-	-
ECZ3	EURO FX CURR FUT DEC23	1.1M	$1.2M	3.7%	1.1M	$1.2M	3.7%	1.2M	$1.3M	3.9%	2.2M	$2.4M	7.0%	-	-	-	-	-	-

-	ED/SFR - 3MO EURDLR/SOFR	5M	$4.8M	14.7%	5M	$4.8M	14.7%	5.5M	$5.3M	15.3%	2.2M	$2.2M	6.3%	250K	$240.4K	0.8%	-6.8M	$-6.5M	-23.3%
SFRU4	3 MONTH SOFR FUT SEP24	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-6.8M	$-6.5M	-23.3%
SFRZ4	3 MONTH SOFR FUT DEC24	-	-	-	-	-	-	-	-	-	-	-	-	250K	$240.4K	0.8%	-	-	-
SFRH5	3 MONTH SOFR FUT MAR25	5M	$4.8M	14.7%	5M	$4.8M	14.7%	5.5M	$5.3M	15.3%	2.2M	$2.2M	6.3%	-	-	-	-	-	-

-	FA - S+P MID 400 EMINI	400.0	$988.2K	3.1%	400.0	$1.0M	3.1%	400.0	$1.0M	2.9%	800.0	$2.1M	6.0%	700.0	$1.9M	6.4%	900.0	$2.3M	8.1%
FAM3	S+P MID 400 EMINI JUN23	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	900.0	$2.3M	8.1%
FAU3	S+P MID 400 EMINI SEP23	-	-	-	-	-	-	-	-	-	-	-	-	700.0	$1.9M	6.4%	-	-	-
FAZ3	S+P MID 400 EMINI DEC23	400.0	$988.2K	3.1%	400.0	$1.0M	3.1%	400.0	$1.0M	2.9%	800.0	$2.1M	6.0%	-	-	-	-	-	-

FFF4	FED FUND 30DAY JAN24	1.3M	$1.2M	3.7%	1.3M	$1.2M	3.6%	1.3M	$1.2M	3.4%	-	-	-	-	-	-	-	-	-

-	JY - JPN YEN CURR	3.8K	$252.6K	0.8%	3.8K	$252.8K	0.8%	5K	$338.6K	1.0%	8.8K	$599.6K	1.7%	3.8K	$271.1K	0.9%	1.2K	$93.6K	0.3%
JYM3	JPN YEN CURR FUT JUN23	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	1.2K	$93.6K	0.3%
JYU3	JPN YEN CURR FUT SEP23	-	-	-	-	-	-	-	-	-	-	-	-	3.8K	$271.1K	0.9%	-	-	-
JYZ3	JPN YEN CURR FUT DEC23	3.8K	$252.6K	0.8%	3.8K	$252.8K	0.8%	5K	$338.6K	1.0%	8.8K	$599.6K	1.7%	-	-	-	-	-	-

-	MES - MSCI EMG MKTS	1K	$940.6K	2.9%	1K	$955.7K	2.9%	1.1K	$1.0M	2.9%	-1.6K	$-1.6M	-4.5%	150.0	$153.7K	0.5%	1.9K	$1.9M	6.9%
MESM3	MSCI EMGMKT JUN23	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	1.9K	$1.9M	6.9%
MESU3	MSCI EMGMKT SEP23	-	-	-	-	-	-	-	-	-	-	-	-	150.0	$153.7K	0.5%	-	-	-
MESZ3	MSCI EMGMKT DEC23	1K	$940.6K	2.9%	1K	$955.7K	2.9%	1.1K	$1.0M	2.9%	-1.6K	$-1.6M	-4.5%	-	-	-	-	-	-

-	MFS - MSCI EAFE	800.0	$1.6M	5.0%	800.0	$1.6M	5.0%	850.0	$1.8M	5.1%	1.3K	$2.7M	8.0%	1.3K	$2.9M	9.6%	1.3K	$2.8M	10.0%
MFSM3	MSCI EAFEJUN23	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	1.3K	$2.8M	10.0%
MFSU3	MSCI EAFESEP23	-	-	-	-	-	-	-	-	-	-	-	-	1.3K	$2.9M	9.6%	-	-	-
MFSZ3	MSCI EAFEDEC23	800.0	$1.6M	5.0%	800.0	$1.6M	5.0%	850.0	$1.8M	5.1%	1.3K	$2.7M	8.0%	-	-	-	-	-	-

-	NQ - NASDAQ 100 EMINI	100.0	$1.5M	4.6%	100.0	$1.5M	4.7%	120.0	$1.8M	5.4%	200.0	$3.0M	8.8%	180.0	$2.9M	9.6%	80.0	$1.1M	3.8%
NQM3	NASDAQ 100E-MINI JUN23	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	80.0	$1.1M	3.8%
NQU3	NASDAQ 100E-MINI SEP23	-	-	-	-	-	-	-	-	-	-	-	-	180.0	$2.9M	9.6%	-	-	-
NQZ3	NASDAQ 100E-MINI DEC23	100.0	$1.5M	4.6%	100.0	$1.5M	4.7%	120.0	$1.8M	5.4%	200.0	$3.0M	8.8%	-	-	-	-	-	-

-	RTY - RUSS 2000 EMINI	300.0	$522.1K	1.6%	300.0	$533.4K	1.6%	350.0	$625.1K	1.8%	900.0	$1.6M	4.8%	950.0	$1.9M	6.4%	800.0	$1.4M	5.2%
RTYM3	E-MINI RUSS 2000 JUN23	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	800.0	$1.4M	5.2%
RTYU3	E-MINI RUSS 2000 SEP23	-	-	-	-	-	-	-	-	-	-	-	-	950.0	$1.9M	6.4%	-	-	-
RTYZ3	E-MINI RUSS 2000 DEC23	300.0	$522.1K	1.6%	300.0	$533.4K	1.6%	350.0	$625.1K	1.8%	900.0	$1.6M	4.8%	-	-	-	-	-	-

-	TU - US 2YR NOTE	4.8M	$4.8M	15.0%	4.8M	$4.8M	14.9%	5.2M	$5.3M	15.3%	2.2M	$2.2M	6.5%	400K	$407.5K	1.4%	-6.2M	$-6.4M	-22.8%
TUM3	US 2YR NOTE (CBT) JUN23	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-6.2M	$-6.4M	-22.8%
TUU3	US 2YR NOTE (CBT) SEP23	-	-	-	-	-	-	-	-	-	-	-	-	400K	$407.5K	1.4%	-	-	-
TUZ3	US 2YR NOTE (CBT) DEC23	4.8M	$4.8M	15.0%	4.8M	$4.8M	14.9%	5.2M	$5.3M	15.3%	2.2M	$2.2M	6.5%	-	-	-	-	-	-

-	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	$510.8K	1.7%	-400K	$-518.9K	-1.9%
USM3	US LONG BOND(CBT) JUN23	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-400K	$-518.9K	-1.9%
USU3	US LONG BOND(CBT) SEP23	-	-	-	-	-	-	-	-	-	-	-	-	400K	$510.8K	1.7%	-	-	-
USZ3	US 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	$545.8K	1.8%	-400K	$-555.1K	-2.0%
WNM3	US ULTRA BOND CBT JUN23	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-400K	$-555.1K	-2.0%
WNU3	US ULTRA BOND CBT SEP23	-	-	-	-	-	-	-	-	-	-	-	-	400K	$545.8K	1.8%	-	-	-
WNZ3	US 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

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