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6 min read dbeh-update

DBEH update - 20 oct 2023

DBEH update - 20 oct 2023
dbmfwatch - DBEH | 2023-10-20 | no 1d changes
descriptionsharesvaluepct1d chg1wk chg4wk chg13wk chg
BP - GBP FX CURR187.5K$227.7K0.7%0% | 0%0% | -0.3%-50.0% | -50.6%0% | -5.6%
CD - CAD FX CURR300K$218.8K0.7%0% | -0.1%0% | -0.2%-40.0% | -41.1%0% | -4.0%
DX - DOLLAR INDEX-12K$-1.3M-3.9%0% | 0.3%0% | 0.3%50.0% | 49.5%0% | -5.4%
EC - EUR FX CURR1.1M$1.2M3.7%0% | 0.4%-10.0% | -9.6%-50.0% | -50.4%0% | -4.9%
ED/SFR - 3MO EURDLR/SOFR5M$4.8M14.7%0% | 0%-9.1% | -9.3%122.2% | 121.9%1.90K% | 1.89K%
FA - S+P MID 400 EMINI400.0$972.7K3.0%0% | -1.6%0% | -1.7%-50.0% | -51.8%-42.9% | -49.1%
FF - FED FUND 30DAY1.3M$1.2M3.7%0% | 0%0% | 0%--
JY - JPN YEN CURR3.8K$252.6K0.8%0% | 0%-25.0% | -25.1%-57.1% | -58.0%0% | -6.4%
MES - MSCI EMG MKTS1K$935.2K2.9%0% | -0.6%-4.8% | -6.7%162.5% | 160.9%566.7% | 513.5%
MFS - MSCI EAFE800.0$1.6M4.9%0% | -0.9%-5.9% | -8.5%-38.5% | -41.1%-38.5% | -44.2%
NQ - NASDAQ 100 EMINI100.0$1.5M4.6%0% | -0.9%-16.7% | -19.0%-50.0% | -49.9%-44.4% | -46.9%
RTY - RUSS 2000 EMINI300.0$513.8K1.6%0% | -1.6%-14.3% | -15.9%-66.7% | -68.2%-68.4% | -72.7%
TU - US 2YR NOTE4.8M$4.9M15.0%0% | 0.1%-7.7% | -7.9%118.2% | 117.9%1.10K% | 1.09K%
US - US LONG BOND-1.6M$-1.7M-5.3%0% | 1.3%5.9% | 8.9%-300.0% | -271.0%-500.0% | -441.9%
WN - US ULTRA BOND-1.5M$-1.7M-5.1%0% | 1.8%6.2% | 10.0%-400.0% | -354.4%-475.0% | -408.6%
not investment advice - use at own risk - see terms - data by imgp funds
dbmfwatch - DBEH | 2023-10-20 | history
2023-10-20 2023-10-19 (1d)2023-10-13 (1wk)2023-09-22 (4wk)2023-07-21 (13wk)2023-04-21 (26wk)
symboldescriptionsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepct
-BP - GBP FX CURR187.5K$227.7K0.7%187.5K$227.8K0.7%187.5K$228.3K0.7%375K$461.0K1.3%187.5K$241.1K0.8%62.5K$77.8K0.3%
BPM3BP CURRENCY FUT JUN23---------------62.5K$77.8K0.3%
BPU3BP CURRENCY FUT SEP23------------187.5K$241.1K0.8%---
BPZ3BP CURRENCY FUT DEC23187.5K$227.7K0.7%187.5K$227.8K0.7%187.5K$228.3K0.7%375K$461.0K1.3%------
-CD - CAD FX CURR300K$218.8K0.7%300K$219.0K0.7%300K$219.3K0.6%500K$371.6K1.1%300K$227.8K0.8%---
CDU3CAD CURRENCY FUT SEP23------------300K$227.8K0.8%---
CDZ3CAD CURRENCY FUT DEC23300K$218.8K0.7%300K$219.0K0.7%300K$219.3K0.6%500K$371.6K1.1%------
-DX - DOLLAR INDEX-12K$-1.3M-3.9%-12K$-1.3M-3.9%-12K$-1.3M-3.7%-24K$-2.5M-7.4%-12K$-1.2M-4.1%-2K$-203.1K-0.8%
DXM3DOLLAR INDEX JUN23----------------2K$-203.1K-0.8%
DXU3DOLLAR INDEX SEP23-------------12K$-1.2M-4.1%---
DXZ3DOLLAR INDEX DEC23-12K$-1.3M-3.9%-12K$-1.3M-3.9%-12K$-1.3M-3.7%-24K$-2.5M-7.4%------
-EC - EUR FX CURR1.1M$1.2M3.7%1.1M$1.2M3.7%1.2M$1.3M3.8%2.2M$2.4M7.0%1.1M$1.3M4.2%250K$275.0K1.1%
ECM3EURO FX CURR FUT JUN23---------------250K$275.0K1.1%
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$1.3M3.8%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$240.1K0.8%-6.8M$-6.5M-25.2%
SFRU43 MONTH SOFR FUT SEP24----------------6.8M$-6.5M-25.2%
SFRZ43 MONTH SOFR FUT DEC24------------250K$240.1K0.8%---
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$972.7K3.0%400.0$988.2K3.1%400.0$989.0K2.9%800.0$2.0M5.9%700.0$1.9M6.4%900.0$2.3M8.7%
FAM3S+P MID 400 EMINI JUN23---------------900.0$2.3M8.7%
FAU3S+P MID 400 EMINI SEP23------------700.0$1.9M6.4%---
FAZ3S+P MID 400 EMINI DEC23400.0$972.7K3.0%400.0$988.2K3.1%400.0$989.0K2.9%800.0$2.0M5.9%------
FFF4FED FUND 30DAY JAN241.3M$1.2M3.7%1.3M$1.2M3.7%1.3M$1.2M3.4%---------
-JY - JPN YEN CURR3.8K$252.6K0.8%3.8K$252.6K0.8%5K$337.2K1.0%8.8K$601.3K1.8%3.8K$269.9K0.9%1.2K$93.9K0.4%
JYM3JPN YEN CURR FUT JUN23---------------1.2K$93.9K0.4%
JYU3JPN YEN CURR FUT SEP23------------3.8K$269.9K0.9%---
JYZ3JPN YEN CURR FUT DEC233.8K$252.6K0.8%3.8K$252.6K0.8%5K$337.2K1.0%8.8K$601.3K1.8%------
-MES - MSCI EMG MKTS1K$935.2K2.9%1K$940.6K2.9%1.1K$1.0M2.9%-1.6K$-1.5M-4.5%150.0$152.4K0.5%1.9K$1.9M7.5%
MESM3MSCI EMGMKT JUN23---------------1.9K$1.9M7.5%
MESU3MSCI EMGMKT SEP23------------150.0$152.4K0.5%---
MESZ3MSCI EMGMKT DEC231K$935.2K2.9%1K$940.6K2.9%1.1K$1.0M2.9%-1.6K$-1.5M-4.5%------
-MFS - MSCI EAFE800.0$1.6M4.9%800.0$1.6M5.0%850.0$1.7M5.1%1.3K$2.7M7.9%1.3K$2.8M9.6%1.3K$2.8M10.7%
MFSM3MSCI EAFEJUN23---------------1.3K$2.8M10.7%
MFSU3MSCI EAFESEP23------------1.3K$2.8M9.6%---
MFSZ3MSCI EAFEDEC23800.0$1.6M4.9%800.0$1.6M5.0%850.0$1.7M5.1%1.3K$2.7M7.9%------
-NQ - NASDAQ 100 EMINI100.0$1.5M4.6%100.0$1.5M4.6%120.0$1.8M5.3%200.0$3.0M8.7%180.0$2.8M9.4%80.0$1.0M4.0%
NQM3NASDAQ 100E-MINI JUN23---------------80.0$1.0M4.0%
NQU3NASDAQ 100E-MINI SEP23------------180.0$2.8M9.4%---
NQZ3NASDAQ 100E-MINI DEC23100.0$1.5M4.6%100.0$1.5M4.6%120.0$1.8M5.3%200.0$3.0M8.7%------
-RTY - RUSS 2000 EMINI300.0$513.8K1.6%300.0$522.1K1.6%350.0$611.2K1.8%900.0$1.6M4.7%950.0$1.9M6.3%800.0$1.4M5.5%
RTYM3E-MINI RUSS 2000 JUN23---------------800.0$1.4M5.5%
RTYU3E-MINI RUSS 2000 SEP23------------950.0$1.9M6.3%---
RTYZ3E-MINI RUSS 2000 DEC23300.0$513.8K1.6%300.0$522.1K1.6%350.0$611.2K1.8%900.0$1.6M4.7%------
-TU - US 2YR NOTE4.8M$4.9M15.0%4.8M$4.8M15.0%5.2M$5.3M15.3%2.2M$2.2M6.5%400K$406.9K1.4%-6.2M$-6.4M-24.6%
TUM3US 2YR NOTE (CBT) JUN23----------------6.2M$-6.4M-24.6%
TUU3US 2YR NOTE (CBT) SEP23------------400K$406.9K1.4%---
TUZ3US 2YR NOTE (CBT) DEC234.8M$4.9M15.0%4.8M$4.8M15.0%5.2M$5.3M15.3%2.2M$2.2M6.5%------
-US - US LONG BOND-1.6M$-1.7M-5.3%-1.6M$-1.7M-5.4%-1.7M$-1.9M-5.5%-400K$-465.1K-1.4%400K$504.8K1.7%-400K$-521.2K-2.0%
USM3US LONG BOND(CBT) JUN23----------------400K$-521.2K-2.0%
USU3US LONG BOND(CBT) SEP23------------400K$504.8K1.7%---
USZ3US LONG BOND(CBT) DEC23-1.6M$-1.7M-5.3%-1.6M$-1.7M-5.4%-1.7M$-1.9M-5.5%-400K$-465.1K-1.4%------
-WN - US ULTRA BOND-1.5M$-1.7M-5.1%-1.5M$-1.7M-5.2%-1.6M$-1.8M-5.4%-300K$-365.9K-1.1%400K$538.8K1.8%-400K$-558.6K-2.2%
WNM3US ULTRA BOND CBT JUN23----------------400K$-558.6K-2.2%
WNU3US ULTRA BOND CBT SEP23------------400K$538.8K1.8%---
WNZ3US ULTRA BOND CBT DEC23-1.5M$-1.7M-5.1%-1.5M$-1.7M-5.2%-1.6M$-1.8M-5.4%-300K$-365.9K-1.1%------
not investment advice - use at own risk - see terms - data by imgp funds

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dbmfwatch

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