5 min read

DBEH update - 2 may 2023

DBEH update - 2 may 2023
dbmfwatch - DBEH | 2023-05-02 | no 1d changes
descriptionsharesvaluepct1d chg1wk chg4wk chg13wk chg
BP - GBP FX CURR62.5K$78.1K0.3%0% | -0.6%0% | 0%200.0% | 200.6%0% | 1.1%
DX - DOLLAR INDEX-2K$-203.8K-0.8%0% | -0.5%0% | -0.8%-166.7% | -166.8%60.0% | 60.1%
EC - EUR FX CURR250K$275.0K1.1%0% | -0.4%0% | -0.7%200.0% | 200.5%-50.0% | -49.4%
ED/SFR - 3MO EURDLR/SOFR-6.8M$-6.5M-25.8%0% | 0.1%0% | 0%12.9% | 13.0%-17.4% | -17.8%
FA - S+P MID 400 EMINI900.0$2.2M8.9%0% | 0%0% | -0.5%0% | -1.1%50.0% | 44.2%
JY - JPN YEN CURR1.2K$91.5K0.4%0% | -1.0%0% | -2.5%200.0% | 195.8%0% | -5.0%
MES - MSCI EMG MKTS1.9K$1.9M7.6%0% | -0.4%0% | 0.1%-30.4% | -31.6%225.8% | 217.7%
MFS - MSCI EAFE1.3K$2.8M11.0%0% | 0%0% | -0.4%4.0% | 5.8%73.3% | 76.7%
NQ - NASDAQ 100 EMINI80.0$1.1M4.2%0% | -0.1%0% | 1.9%0% | 0.3%33.3% | 48.2%
RTY - RUSS 2000 EMINI800.0$1.4M5.6%0% | 0.1%0% | -1.3%-15.8% | -17.5%33.3% | 25.1%
TU - US 2YR NOTE-6.2M$-6.4M-25.2%0% | 0.1%0% | 0.1%13.9% | 14.3%-19.2% | -19.5%
US - US LONG BOND-400K$-518.6K-2.1%0% | 1.5%0% | 0.8%-100.0% | -96.5%-150.0% | -150.0%
WN - US ULTRA BOND-400K$-553.4K-2.2%0% | 2.2%0% | 1.3%-100.0% | -94.6%-157.1% | -155.7%
not investment advice - use at own risk - see terms - data by imgp funds
dbmfwatch - DBEH | 2023-05-02 | history
2023-05-02 2023-05-01 (1d)2023-04-25 (1wk)2023-04-04 (4wk)2023-01-31 (13wk)
symboldescriptionsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepct
-BP - GBP FX CURR62.5K$78.1K0.3%62.5K$78.6K0.3%62.5K$78.1K0.3%-62.5K$-77.7K-0.3%62.5K$77.2K0.5%
BPH3BP CURRENCY FUT MAR23------------62.5K$77.2K0.5%
BPM3BP CURRENCY FUT JUN2362.5K$78.1K0.3%62.5K$78.6K0.3%62.5K$78.1K0.3%-62.5K$-77.7K-0.3%---
-CD - CAD FX CURR----------100K$-74.6K-0.3%100K$74.7K0.5%
CDH3CAD CURRENCY FUT MAR23------------100K$74.7K0.5%
CDM3CAD CURRENCY FUT JUN23----------100K$-74.6K-0.3%---
-DX - DOLLAR INDEX-2K$-203.8K-0.8%-2K$-202.8K-0.8%-2K$-202.1K-0.8%3K$305.4K1.1%-5K$-510.4K-3.1%
DXH3DOLLAR INDEX MAR23-------------5K$-510.4K-3.1%
DXM3DOLLAR INDEX JUN23-2K$-203.8K-0.8%-2K$-202.8K-0.8%-2K$-202.1K-0.8%3K$305.4K1.1%---
-EC - EUR FX CURR250K$275.0K1.1%250K$276.2K1.1%250K$277.0K1.1%-250K$-273.6K-1.0%500K$543.8K3.3%
ECH3EURO FX CURR FUT MAR23------------500K$543.8K3.3%
ECM3EURO FX CURR FUT JUN23250K$275.0K1.1%250K$276.2K1.1%250K$277.0K1.1%-250K$-273.6K-1.0%---
-ED/SFR - 3MO EURDLR/SOFR-6.8M$-6.5M-25.8%-6.8M$-6.5M-25.9%-6.8M$-6.5M-25.2%-7.8M$-7.5M-27.0%-5.8M$-5.5M-34.0%
SFRM43 MONTH SOFR FUT JUN24-------------5.8M$-5.5M-34.0%
SFRU43 MONTH SOFR FUT SEP24-6.8M$-6.5M-25.8%-6.8M$-6.5M-25.9%-6.8M$-6.5M-25.2%-7.8M$-7.5M-27.0%---
-FA - S+P MID 400 EMINI900.0$2.2M8.9%900.0$2.3M8.9%900.0$2.3M8.7%900.0$2.3M8.2%600.0$1.6M9.6%
FAH3S+P MID 400 EMINI MAR23------------600.0$1.6M9.6%
FAM3S+P MID 400 EMINI JUN23900.0$2.2M8.9%900.0$2.3M8.9%900.0$2.3M8.7%900.0$2.3M8.2%---
FFJ3FED FUND 30DAY APR23-------------416.7K$-396.7K-2.4%
-JY - JPN YEN CURR1.2K$91.5K0.4%1.2K$92.4K0.4%1.2K$93.9K0.4%-1.2K$-95.5K-0.3%1.2K$96.3K0.6%
JYH3JPN YEN CURR FUT MAR23------------1.2K$96.3K0.6%
JYM3JPN YEN CURR FUT JUN231.2K$91.5K0.4%1.2K$92.4K0.4%1.2K$93.9K0.4%-1.2K$-95.5K-0.3%---
-MES - MSCI EMG MKTS1.9K$1.9M7.6%1.9K$1.9M7.6%1.9K$1.9M7.4%2.8K$2.8M10.1%-1.6K$-1.6M-10.0%
MESH3MSCI EMGMKT MAR23-------------1.6K$-1.6M-10.0%
MESM3MSCI EMGMKT JUN231.9K$1.9M7.6%1.9K$1.9M7.6%1.9K$1.9M7.4%2.8K$2.8M10.1%---
-MFS - MSCI EAFE1.3K$2.8M11.0%1.3K$2.8M11.1%1.3K$2.8M10.8%1.2K$2.6M9.5%750.0$1.6M9.7%
MFSH3MSCI EAFEMAR23------------750.0$1.6M9.7%
MFSM3MSCI EAFEJUN231.3K$2.8M11.0%1.3K$2.8M11.1%1.3K$2.8M10.8%1.2K$2.6M9.5%---
-NQ - NASDAQ 100 EMINI80.0$1.1M4.2%80.0$1.1M4.2%80.0$1.0M4.0%80.0$1.1M3.8%60.0$718.1K4.4%
NQH3NASDAQ 100E-MINI MAR23------------60.0$718.1K4.4%
NQM3NASDAQ 100E-MINI JUN2380.0$1.1M4.2%80.0$1.1M4.2%80.0$1.0M4.0%80.0$1.1M3.8%---
-RTY - RUSS 2000 EMINI800.0$1.4M5.6%800.0$1.4M5.6%800.0$1.4M5.6%950.0$1.7M6.2%600.0$1.1M7.0%
RTYH3E-MINI RUSS 2000 MAR23------------600.0$1.1M7.0%
RTYM3E-MINI RUSS 2000 JUN23800.0$1.4M5.6%800.0$1.4M5.6%800.0$1.4M5.6%950.0$1.7M6.2%---
-TU - US 2YR NOTE-6.2M$-6.4M-25.2%-6.2M$-6.4M-25.3%-6.2M$-6.4M-24.6%-7.2M$-7.4M-26.8%-5.2M$-5.3M-32.8%
TUH3US 2YR NOTE (CBT) MAR23-------------5.2M$-5.3M-32.8%
TUM3US 2YR NOTE (CBT) JUN23-6.2M$-6.4M-25.2%-6.2M$-6.4M-25.3%-6.2M$-6.4M-24.6%-7.2M$-7.4M-26.8%---
-US - US LONG BOND-400K$-518.6K-2.1%-400K$-526.6K-2.1%-400K$-523K-2.0%-200K$-263.9K-0.9%800K$1.0M6.4%
USH3US LONG BOND(CBT) MAR23------------800K$1.0M6.4%
USM3US LONG BOND(CBT) JUN23-400K$-518.6K-2.1%-400K$-526.6K-2.1%-400K$-523K-2.0%-200K$-263.9K-0.9%---
-WN - US ULTRA BOND-400K$-553.4K-2.2%-400K$-565.6K-2.2%-400K$-560.6K-2.2%-200K$-284.4K-1.0%700K$992.9K6.1%
WNH3US ULTRA BOND CBT MAR23------------700K$992.9K6.1%
WNM3US ULTRA BOND CBT JUN23-400K$-553.4K-2.2%-400K$-565.6K-2.2%-400K$-560.6K-2.2%-200K$-284.4K-1.0%---
not investment advice - use at own risk - see terms - data by imgp funds