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7 min read dbeh-update

DBEH update - 20 mar 2024

DBEH update - 20 mar 2024
dbmfwatch - DBEH | 2024-03-20 | no 1d changes
descriptionsharesvaluepct1d chg1wk chg4wk chg13wk chg
BP - GBP FX CURR-437.5K$-556.9K-1.6%0% | 0.1%0% | 0.5%-200.0% | -200.9%-275.0% | -275.0%
CD - CAD FX CURR-600K$-442.9K-1.3%0% | 0.3%0% | 0.4%-200.0% | -199.8%-300.0% | -296.6%
DX - DOLLAR INDEX27K$2.8M7.9%0% | 0.2%0% | 0.5%200.0% | 199.5%268.8% | 271.5%
EC - EUR FX CURR-2.6M$-2.9M-8.1%0% | 0.1%0% | 0.2%-205.0% | -205.8%-275.0% | -273.2%
ED/SFR - 3MO EURDLR/SOFR18.2M$17.5M49.7%0% | 0.1%0% | 0%15.9% | 15.8%92.1% | 91.0%
FA - S+P MID 400 EMINI1.3K$3.9M11.0%0% | 0.7%0% | -0.5%18.2% | 24.8%62.5% | 71.7%
JY - JPN YEN CURR-10K$-671.8K-1.9%0% | 1.2%0% | 0.9%-200.0% | -200.4%-300.0% | -290.6%
MES - MSCI EMG MKTS2.6K$2.7M7.7%0% | -0.5%0% | -2.0%316.7% | 320.1%1.83K% | 1.87K%
MFS - MSCI EAFE2.3K$5.4M15.2%0% | 0.1%0% | -0.7%7.0% | 10.3%76.9% | 85.9%
NQ - NASDAQ 100 EMINI300.0$5.5M15.6%0% | 0.2%0% | -1.1%7.1% | 11.2%87.5% | 101.2%
RTY - RUSS 2000 EMINI1.1K$2.4M6.7%0% | 0.5%0% | -1.4%9.5% | 12.2%35.3% | 36.3%
TU - US 2YR NOTE17.2M$17.6M49.9%0% | 0.1%0% | -0.2%16.2% | 16.4%91.1% | 90.1%
US - US LONG BOND-1.4M$-1.7M-4.7%0% | -0.4%0% | 1.7%48.1% | 48.0%-27.3% | -22.2%
WN - US ULTRA BOND-1.3M$-1.6M-4.7%0% | -0.5%0% | 2.1%48.0% | 47.0%-30.0% | -23.8%
not investment advice - use at own risk - see terms - data by imgp funds
dbmfwatch - DBEH | 2024-03-20 | history
2024-03-20 2024-03-19 (1d)2024-03-13 (1wk)2024-02-21 (4wk)2023-12-20 (13wk)2023-09-20 (26wk)2023-03-22 (52wk)
symboldescriptionsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepct
-BP - GBP FX CURR-437.5K$-556.9K-1.6%-437.5K$-557.2K-1.6%-437.5K$-559.6K-1.6%437.5K$552.2K1.7%250K$318.2K1.0%375K$464.6K1.3%-62.5K$-76.5K-0.3%
BPM3BP CURRENCY FUT JUN23-------------------62.5K$-76.5K-0.3%
BPZ3BP CURRENCY FUT DEC23---------------375K$464.6K1.3%---
BPH4BP CURRENCY FUT MAR24-------437.5K$-559.6K-1.6%437.5K$552.2K1.7%250K$318.2K1.0%------
BPM4BP CURRENCY FUT JUN24-437.5K$-556.9K-1.6%-437.5K$-557.2K-1.6%---------------
-CD - CAD FX CURR-600K$-442.9K-1.3%-600K$-444.0K-1.3%-600K$-444.6K-1.3%600K$443.9K1.4%300K$225.3K0.7%500K$372.4K1.1%-100K$-73.0K-0.3%
CDM3CAD CURRENCY FUT JUN23-------------------100K$-73.0K-0.3%
CDZ3CAD CURRENCY FUT DEC23---------------500K$372.4K1.1%---
CDH4CAD CURRENCY FUT MAR24-------600K$-444.6K-1.3%600K$443.9K1.4%300K$225.3K0.7%------
CDM4CAD CURRENCY FUT JUN24-600K$-442.9K-1.3%-600K$-444.0K-1.3%---------------
-DX - DOLLAR INDEX27K$2.8M7.9%27K$2.8M7.9%27K$2.8M7.9%-27K$-2.8M-8.6%-16K$-1.6M-4.9%-24K$-2.5M-7.3%3K$308.7K1.1%
DXM3DOLLAR INDEX JUN23------------------3K$308.7K1.1%
DXZ3DOLLAR INDEX DEC23----------------24K$-2.5M-7.3%---
DXH4DOLLAR INDEX MAR24------27K$2.8M7.9%-27K$-2.8M-8.6%-16K$-1.6M-4.9%------
DXM4DOLLAR INDEX JUN2427K$2.8M7.9%27K$2.8M7.9%---------------
-EC - EUR FX CURR-2.6M$-2.9M-8.1%-2.6M$-2.9M-8.1%-2.6M$-2.9M-8.1%2.5M$2.7M8.2%1.5M$1.7M4.9%2.2M$2.4M7.0%-250K$-270.5K-1.0%
ECM3EURO FX CURR FUT JUN23-------------------250K$-270.5K-1.0%
ECZ3EURO FX CURR FUT DEC23---------------2.2M$2.4M7.0%---
ECH4EURO FX CURR FUT MAR24-------2.6M$-2.9M-8.1%2.5M$2.7M8.2%1.5M$1.7M4.9%------
ECM4EURO FX CURR FUT JUN24-2.6M$-2.9M-8.1%-2.6M$-2.9M-8.1%---------------
-ED/SFR - 3MO EURDLR/SOFR18.2M$17.5M49.7%18.2M$17.5M49.8%18.2M$17.5M49.6%15.8M$15.1M46.2%9.5M$9.2M27.4%2.2M$2.2M6.2%-7.8M$-7.5M-26.6%
SFRU43 MONTH SOFR FUT SEP24-------------------7.8M$-7.5M-26.6%
SFRH53 MONTH SOFR FUT MAR25---------------2.2M$2.2M6.2%---
SFRM53 MONTH SOFR FUT JUN25------18.2M$17.5M49.6%15.8M$15.1M46.2%9.5M$9.2M27.4%------
SFRU53 MONTH SOFR FUT SEP2518.2M$17.5M49.7%18.2M$17.5M49.8%---------------
-FA - S+P MID 400 EMINI1.3K$3.9M11.0%1.3K$3.8M10.9%1.3K$3.9M11.0%1.1K$3.1M9.4%800.0$2.3M6.7%800.0$2.1M6.0%900.0$2.2M7.9%
FAM3S+P MID 400 EMINI JUN23------------------900.0$2.2M7.9%
FAZ3S+P MID 400 EMINI DEC23---------------800.0$2.1M6.0%---
FAH4S+P MID 400 EMINI MAR24---------1.1K$3.1M9.4%800.0$2.3M6.7%------
FAM4S+P MID 400 EMINI JUN241.3K$3.9M11.0%1.3K$3.8M10.9%1.3K$3.9M11.0%------------
FFJ4FED FUND 30DAY APR24---------2.5M$2.4M7.2%1.3M$1.2M3.5%------
-JY - JPN YEN CURR-10K$-671.8K-1.9%-10K$-680.0K-1.9%-10K$-677.8K-1.9%10K$669.4K2.0%5K$352.5K1.1%8.8K$600.4K1.7%-1.2K$-95.6K-0.3%
JYM3JPN YEN CURR FUT JUN23-------------------1.2K$-95.6K-0.3%
JYZ3JPN YEN CURR FUT DEC23---------------8.8K$600.4K1.7%---
JYH4JPN YEN CURR FUT MAR24-------10K$-677.8K-1.9%10K$669.4K2.0%5K$352.5K1.1%------
JYM4JPN YEN CURR FUT JUN24-10K$-671.8K-1.9%-10K$-680.0K-1.9%---------------
-MES - MSCI EMG MKTS2.6K$2.7M7.7%2.6K$2.7M7.7%2.6K$2.8M7.8%-1.2K$-1.2M-3.7%-150.0$-152.6K-0.5%-1.6K$-1.6M-4.5%2.9K$2.7M9.7%
MESM3MSCI EMGMKT JUN23------------------2.9K$2.7M9.7%
MESZ3MSCI EMGMKT DEC23----------------1.6K$-1.6M-4.5%---
MESH4MSCI EMGMKT MAR24----------1.2K$-1.2M-3.7%-150.0$-152.6K-0.5%------
MESM4MSCI EMGMKT JUN242.6K$2.7M7.7%2.6K$2.7M7.7%2.6K$2.8M7.8%------------
-MFS - MSCI EAFE2.3K$5.4M15.2%2.3K$5.4M15.3%2.3K$5.4M15.3%2.1K$4.9M14.9%1.3K$2.9M8.6%1.3K$2.7M8.0%1.2K$2.5M9.0%
MFSM3MSCI EAFEJUN23------------------1.2K$2.5M9.0%
MFSZ3MSCI EAFEDEC23---------------1.3K$2.7M8.0%---
MFSH4MSCI EAFEMAR24---------2.1K$4.9M14.9%1.3K$2.9M8.6%------
MFSM4MSCI EAFEJUN242.3K$5.4M15.2%2.3K$5.4M15.3%2.3K$5.4M15.3%------------
-NQ - NASDAQ 100 EMINI300.0$5.5M15.6%300.0$5.5M15.6%300.0$5.5M15.7%280.0$4.9M15.0%160.0$2.7M8.1%200.0$3.1M8.9%80.0$1.0M3.7%
NQM3NASDAQ 100E-MINI JUN23------------------80.0$1.0M3.7%
NQZ3NASDAQ 100E-MINI DEC23---------------200.0$3.1M8.9%---
NQH4NASDAQ 100E-MINI MAR24---------280.0$4.9M15.0%160.0$2.7M8.1%------
NQM4NASDAQ 100E-MINI JUN24300.0$5.5M15.6%300.0$5.5M15.6%300.0$5.5M15.7%------------
-RTY - RUSS 2000 EMINI1.1K$2.4M6.7%1.1K$2.4M6.7%1.1K$2.4M6.8%1.1K$2.1M6.4%850.0$1.7M5.2%900.0$1.7M4.8%1K$1.8M6.4%
RTYM3E-MINI RUSS 2000 JUN23------------------1K$1.8M6.4%
RTYZ3E-MINI RUSS 2000 DEC23---------------900.0$1.7M4.8%---
RTYH4E-MINI RUSS 2000 MAR24---------1.1K$2.1M6.4%850.0$1.7M5.2%------
RTYM4E-MINI RUSS 2000 JUN241.1K$2.4M6.7%1.1K$2.4M6.7%1.1K$2.4M6.8%------------
-TU - US 2YR NOTE17.2M$17.6M49.9%17.2M$17.6M49.9%17.2M$17.6M49.8%14.8M$15.1M46.0%9M$9.2M27.6%2.2M$2.2M6.5%-7.4M$-7.6M-27.1%
TUM3US 2YR NOTE (CBT) JUN23-------------------7.4M$-7.6M-27.1%
TUZ3US 2YR NOTE (CBT) DEC23---------------2.2M$2.2M6.5%---
TUH4US 2YR NOTE (CBT) MAR24---------14.8M$15.1M46.0%9M$9.2M27.6%------
TUM4US 2YR NOTE (CBT) JUN2417.2M$17.6M49.9%17.2M$17.6M49.9%17.2M$17.6M49.8%------------
-US - US LONG BOND-1.4M$-1.7M-4.7%-1.4M$-1.7M-4.7%-1.4M$-1.7M-4.8%-2.7M$-3.2M-9.7%-1.1M$-1.4M-4.1%-400K$-472.9K-1.4%-200K$-260K-0.9%
USM3US LONG BOND(CBT) JUN23-------------------200K$-260K-0.9%
USZ3US LONG BOND(CBT) DEC23----------------400K$-472.9K-1.4%---
USH4US LONG BOND(CBT) MAR24----------2.7M$-3.2M-9.7%-1.1M$-1.4M-4.1%------
USM4US LONG BOND(CBT) JUN24-1.4M$-1.7M-4.7%-1.4M$-1.7M-4.7%-1.4M$-1.7M-4.8%------------
-WN - US ULTRA BOND-1.3M$-1.6M-4.7%-1.3M$-1.6M-4.7%-1.3M$-1.7M-4.8%-2.5M$-3.1M-9.5%-1M$-1.3M-4.0%-300K$-374.0K-1.1%-200K$-280.5K-1.0%
WNM3US ULTRA BOND CBT JUN23-------------------200K$-280.5K-1.0%
WNZ3US ULTRA BOND CBT DEC23----------------300K$-374.0K-1.1%---
WNH4US ULTRA BOND CBT MAR24----------2.5M$-3.1M-9.5%-1M$-1.3M-4.0%------
WNM4US ULTRA BOND CBT JUN24-1.3M$-1.6M-4.7%-1.3M$-1.6M-4.7%-1.3M$-1.7M-4.8%------------
not investment advice - use at own risk - see terms - data by imgp funds

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dbmfwatch

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