6 min read

DBEH update - 2 may 2024

DBEH update - 2 may 2024
dbmfwatch - DBEH | 2024-05-02 | no 1d changes
descriptionsharesvaluepct1d chg1wk chg4wk chg13wk chg
DX - DOLLAR INDEX91K$9.6M33.7%0% | -0.4%0% | -0.1%237.0% | 242.3%437.0% | 445.3%
FA - S+P MID 400 EMINI1.1K$3.2M11.1%0% | 0.1%0% | -1.3%-15.4% | -19.5%57.1% | 64.9%
MES - MSCI EMG MKTS2.8K$2.9M10.2%0% | 0%0% | 0.9%7.7% | 6.5%16.7% | 24.0%
MFS - MSCI EAFE2.1K$4.7M16.6%0% | -0.2%0% | -0.9%-8.7% | -11.8%68.0% | 70.2%
NQ - NASDAQ 100 EMINI240.0$4.2M14.7%0% | -0.8%0% | -1.3%-20.0% | -24.1%20.0% | 21.4%
RTY - RUSS 2000 EMINI950.0$1.9M6.6%0% | 0.2%0% | -0.9%-17.4% | -21.6%35.7% | 38.1%
TU - US 2YR NOTE27.6M$28.0M98.1%0% | 0.2%0% | 0%60.5% | 59.5%283.3% | 278.4%
US - US LONG BOND-1.9M$-2.2M-7.7%0% | -1.1%0% | -1.0%-35.7% | -32.5%-46.2% | -37.4%
not investment advice - use at own risk - see terms - data by imgp funds
dbmfwatch - DBEH | 2024-05-02 | history
2024-05-02 2024-05-01 (1d)2024-04-25 (1wk)2024-04-04 (4wk)2024-02-01 (13wk)2023-11-02 (26wk)2023-05-04 (52wk)
symboldescriptionsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepct
-BP - GBP FX CURR----------437.5K$-553.8K-1.6%437.5K$556.3K1.7%187.5K$227.5K0.7%62.5K$78.6K0.3%
BPM3BP CURRENCY FUT JUN23------------------62.5K$78.6K0.3%
BPZ3BP CURRENCY FUT DEC23---------------187.5K$227.5K0.7%---
BPH4BP CURRENCY FUT MAR24------------437.5K$556.3K1.7%------
BPM4BP CURRENCY FUT JUN24----------437.5K$-553.8K-1.6%---------
-CD - CAD FX CURR----------600K$-443.9K-1.3%600K$448.0K1.4%300K$216.3K0.7%---
CDZ3CAD CURRENCY FUT DEC23---------------300K$216.3K0.7%---
CDH4CAD CURRENCY FUT MAR24------------600K$448.0K1.4%------
CDM4CAD CURRENCY FUT JUN24----------600K$-443.9K-1.3%---------
-DX - DOLLAR INDEX91K$9.6M33.7%91K$9.7M33.8%91K$9.6M33.5%27K$2.8M8.0%-27K$-2.8M-8.7%-11K$-1.2M-3.6%-2K$-202.2K-0.8%
DXM3DOLLAR INDEX JUN23-------------------2K$-202.2K-0.8%
DXZ3DOLLAR INDEX DEC23----------------11K$-1.2M-3.6%---
DXH4DOLLAR INDEX MAR24-------------27K$-2.8M-8.7%------
DXM4DOLLAR INDEX JUN2491K$9.6M33.7%91K$9.7M33.8%91K$9.6M33.5%27K$2.8M8.0%---------
-EC - EUR FX CURR----------2.6M$-2.9M-8.1%2.4M$2.6M8.1%1.1M$1.2M3.7%250K$277.3K1.1%
ECM3EURO FX CURR FUT JUN23------------------250K$277.3K1.1%
ECZ3EURO FX CURR FUT DEC23---------------1.1M$1.2M3.7%---
ECH4EURO FX CURR FUT MAR24------------2.4M$2.6M8.1%------
ECM4EURO FX CURR FUT JUN24----------2.6M$-2.9M-8.1%---------
-ED/SFR - 3MO EURDLR/SOFR---------18.2M$17.5M49.8%7.5M$7.2M22.8%5M$4.8M14.8%-6.8M$-6.5M-26.1%
SFRU43 MONTH SOFR FUT SEP24-------------------6.8M$-6.5M-26.1%
SFRH53 MONTH SOFR FUT MAR25---------------5M$4.8M14.8%---
SFRM53 MONTH SOFR FUT JUN25------------7.5M$7.2M22.8%------
SFRU53 MONTH SOFR FUT SEP25---------18.2M$17.5M49.8%---------
-FA - S+P MID 400 EMINI1.1K$3.2M11.1%1.1K$3.2M11.1%1.1K$3.2M11.2%1.3K$3.9M11.2%700.0$1.9M6.0%400.0$955.7K3.0%900.0$2.2M8.8%
FAM3S+P MID 400 EMINI JUN23------------------900.0$2.2M8.8%
FAZ3S+P MID 400 EMINI DEC23---------------400.0$955.7K3.0%---
FAH4S+P MID 400 EMINI MAR24------------700.0$1.9M6.0%------
FAM4S+P MID 400 EMINI JUN241.1K$3.2M11.1%1.1K$3.2M11.1%1.1K$3.2M11.2%1.3K$3.9M11.2%---------
FFF4FED FUND 30DAY JAN24---------------1.3M$1.2M3.7%---
-JY - JPN YEN CURR----------10K$-667.0K-1.9%8.8K$602.3K1.9%3.8K$250.1K0.8%1.2K$92.9K0.4%
JYM3JPN YEN CURR FUT JUN23------------------1.2K$92.9K0.4%
JYZ3JPN YEN CURR FUT DEC23---------------3.8K$250.1K0.8%---
JYH4JPN YEN CURR FUT MAR24------------8.8K$602.3K1.9%------
JYM4JPN YEN CURR FUT JUN24----------10K$-667.0K-1.9%---------
-MES - MSCI EMG MKTS2.8K$2.9M10.2%2.8K$2.9M10.2%2.8K$2.9M10.1%2.6K$2.7M7.8%2.4K$2.4M7.4%1K$928.2K2.9%1.9K$1.9M7.5%
MESM3MSCI EMGMKT JUN23------------------1.9K$1.9M7.5%
MESZ3MSCI EMGMKT DEC23---------------1K$928.2K2.9%---
MESH4MSCI EMGMKT MAR24------------2.4K$2.4M7.4%------
MESM4MSCI EMGMKT JUN242.8K$2.9M10.2%2.8K$2.9M10.2%2.8K$2.9M10.1%2.6K$2.7M7.8%---------
-MFS - MSCI EAFE2.1K$4.7M16.6%2.1K$4.8M16.6%2.1K$4.8M16.7%2.3K$5.4M15.3%1.2K$2.8M8.8%800.0$1.6M4.9%1.3K$2.8M11.0%
MFSM3MSCI EAFEJUN23------------------1.3K$2.8M11.0%
MFSZ3MSCI EAFEDEC23---------------800.0$1.6M4.9%---
MFSH4MSCI EAFEMAR24------------1.2K$2.8M8.8%------
MFSM4MSCI EAFEJUN242.1K$4.7M16.6%2.1K$4.8M16.6%2.1K$4.8M16.7%2.3K$5.4M15.3%---------
-NQ - NASDAQ 100 EMINI240.0$4.2M14.7%240.0$4.2M14.7%240.0$4.2M14.8%300.0$5.5M15.6%200.0$3.4M10.8%100.0$1.5M4.6%80.0$1.0M4.2%
NQM3NASDAQ 100E-MINI JUN23------------------80.0$1.0M4.2%
NQZ3NASDAQ 100E-MINI DEC23---------------100.0$1.5M4.6%---
NQH4NASDAQ 100E-MINI MAR24------------200.0$3.4M10.8%------
NQM4NASDAQ 100E-MINI JUN24240.0$4.2M14.7%240.0$4.2M14.7%240.0$4.2M14.8%300.0$5.5M15.6%---------
-RTY - RUSS 2000 EMINI950.0$1.9M6.6%950.0$1.9M6.6%950.0$1.9M6.6%1.1K$2.4M6.8%700.0$1.4M4.3%300.0$502.9K1.6%800.0$1.4M5.6%
RTYM3E-MINI RUSS 2000 JUN23------------------800.0$1.4M5.6%
RTYZ3E-MINI RUSS 2000 DEC23---------------300.0$502.9K1.6%---
RTYH4E-MINI RUSS 2000 MAR24------------700.0$1.4M4.3%------
RTYM4E-MINI RUSS 2000 JUN24950.0$1.9M6.6%950.0$1.9M6.6%950.0$1.9M6.6%1.1K$2.4M6.8%---------
-TU - US 2YR NOTE27.6M$28.0M98.1%27.6M$28.0M97.8%27.6M$28.0M97.6%17.2M$17.6M49.9%7.2M$7.4M23.3%4.8M$4.9M15.1%-6.2M$-6.4M-25.5%
TUM3US 2YR NOTE (CBT) JUN23-------------------6.2M$-6.4M-25.5%
TUZ3US 2YR NOTE (CBT) DEC23---------------4.8M$4.9M15.1%---
TUH4US 2YR NOTE (CBT) MAR24------------7.2M$7.4M23.3%------
TUM4US 2YR NOTE (CBT) JUN2427.6M$28.0M98.1%27.6M$28.0M97.8%27.6M$28.0M97.6%17.2M$17.6M49.9%---------
-US - US LONG BOND-1.9M$-2.2M-7.7%-1.9M$-2.2M-7.6%-1.9M$-2.2M-7.5%-1.4M$-1.6M-4.7%-1.3M$-1.6M-5.0%-1.6M$-1.8M-5.5%-400K$-527.5K-2.1%
USM3US LONG BOND(CBT) JUN23-------------------400K$-527.5K-2.1%
USZ3US LONG BOND(CBT) DEC23----------------1.6M$-1.8M-5.5%---
USH4US LONG BOND(CBT) MAR24-------------1.3M$-1.6M-5.0%------
USM4US LONG BOND(CBT) JUN24-1.9M$-2.2M-7.7%-1.9M$-2.2M-7.6%-1.9M$-2.2M-7.5%-1.4M$-1.6M-4.7%---------
-WN - US ULTRA BOND----------1.3M$-1.6M-4.6%-1.2M$-1.6M-4.9%-1.5M$-1.7M-5.3%-400K$-564.1K-2.2%
WNM3US ULTRA BOND CBT JUN23-------------------400K$-564.1K-2.2%
WNZ3US ULTRA BOND CBT DEC23----------------1.5M$-1.7M-5.3%---
WNH4US ULTRA BOND CBT MAR24-------------1.2M$-1.6M-4.9%------
WNM4US ULTRA BOND CBT JUN24----------1.3M$-1.6M-4.6%---------
not investment advice - use at own risk - see terms - data by imgp funds