Feb 21, 2023 2 min read dbeh-update

dbeh update - 21 feb 2023

dbmfwatch - DBEH \| 2023-02-21
description	shares	value	pct	1d chg	1wk chg	4wk chg
DX - DOLLAR INDEX	2K	$207.6K	1.1%	0.0% \| -0.0%	133.3% \| 133.5%	140.0% \| 140.7%
EC - EUR FX CURR	-125K	$-133.9K	-0.7%	0.0% \| -0.1%	-120.0% \| -120.0%	-125.0% \| -124.6%
ED/SFR - 3MO EURDLR/SOFR	-7.5M	$-7.2M	-36.5%	0.0% \| -0.0%	-11.1% \| -10.9%	-30.4% \| -29.5%
FA - S+P MID 400 EMINI	900.0	$2.4M	12.2%	0.0% \| -0.1%	28.6% \| 28.3%	50.0% \| 54.0%
MES - MSCI EMG MKTS	-500.0	$-500.6K	-2.5%	0.0% \| 1.0%	73.7% \| 74.2%	67.7% \| 69.6%
MFS - MSCI EAFE	1.2K	$2.5M	12.8%	0.0% \| 0.2%	33.3% \| 32.5%	60.0% \| 58.8%
NQ - NASDAQ 100 EMINI	100.0	$1.2M	6.3%	0.0% \| -0.7%	25.0% \| 23.5%	66.7% \| 73.0%
RTY - RUSS 2000 EMINI	950.0	$1.9M	9.4%	0.0% \| 0.3%	35.7% \| 36.0%	58.3% \| 62.6%
TU - US 2YR NOTE	-7M	$-7.1M	-36.2%	0.0% \| 0.0%	-9.4% \| -9.2%	-34.6% \| -33.5%
US - US LONG BOND	400K	$503.1K	2.6%	0.0% \| 0.2%	-55.6% \| -56.1%	-50.0% \| -51.6%
WN - US ULTRA BOND	300K	$407.7K	2.1%	0.0% \| 0.2%	-66.7% \| -67.4%	-57.1% \| -58.7%
not investment advice - use at own risk - see terms - data by imgp funds

dbmfwatch - DBEH \| 2023-02-21 \| history
		2023-02-21			2023-02-17 (1d)			2023-02-14 (1wk)			2023-01-24 (4wk)
symbol	description	shares	value	pct	shares	value	pct	shares	value	pct	shares	value	pct

BPH3	BP CURRENCY FUT MAR23	-	-	-	-	-	-	125K	$151.7K	0.8%	62.5K	$77.4K	0.5%

CDH3	CAD CURRENCY FUT MAR23	-	-	-	-	-	-	100K	$75.0K	0.4%	100K	$74.7K	0.5%

DXH3	DOLLAR INDEX MAR23	2K	$207.6K	1.1%	2K	$207.6K	1.1%	-6K	$-619.5K	-3.1%	-5K	$-509.6K	-3.1%

ECH3	EURO FX CURR FUT MAR23	-125K	$-133.9K	-0.7%	-125K	$-133.8K	-0.7%	625K	$670.9K	3.4%	500K	$544.7K	3.4%

SFRM4	3 MONTH SOFR FUT JUN24	-7.5M	$-7.2M	-36.5%	-7.5M	$-7.2M	-36.5%	-6.8M	$-6.5M	-32.9%	-5.8M	$-5.6M	-34.2%

FAH3	S+P MID 400 EMINI MAR23	900.0	$2.4M	12.2%	900.0	$2.4M	12.2%	700.0	$1.9M	9.5%	600.0	$1.6M	9.6%

FFJ3	FED FUND 30DAY APR23	-	-	-	-	-	-	-416.7K	$-396.5K	-2.0%	-416.7K	$-396.7K	-2.4%

JYH3	JPN YEN CURR FUT MAR23	-	-	-	-	-	-	2.5K	$189.4K	1.0%	1.2K	$96.3K	0.6%

MESH3	MSCI EMGMKT MAR23	-500.0	$-500.6K	-2.5%	-500.0	$-505.5K	-2.6%	-1.9K	$-1.9M	-9.9%	-1.6K	$-1.6M	-10.1%

MFSH3	MSCI EAFEMAR23	1.2K	$2.5M	12.8%	1.2K	$2.5M	12.8%	900.0	$1.9M	9.6%	750.0	$1.6M	9.8%

NQH3	NASDAQ 100E-MINI MAR23	100.0	$1.2M	6.3%	100.0	$1.2M	6.3%	80.0	$1.0M	5.1%	60.0	$716.0K	4.4%

RTYH3	E-MINI RUSS 2000 MAR23	950.0	$1.9M	9.4%	950.0	$1.8M	9.4%	700.0	$1.4M	6.9%	600.0	$1.1M	7.0%

TUH3	US 2YR NOTE (CBT) MAR23	-7M	$-7.1M	-36.2%	-7M	$-7.1M	-36.3%	-6.4M	$-6.5M	-33.2%	-5.2M	$-5.3M	-32.9%

USH3	US LONG BOND(CBT) MAR23	400K	$503.1K	2.6%	400K	$502.2K	2.6%	900K	$1.1M	5.8%	800K	$1.0M	6.4%

WNH3	US ULTRA BOND CBT MAR23	300K	$407.7K	2.1%	300K	$407.0K	2.1%	900K	$1.3M	6.3%	700K	$988.1K	6.1%
not investment advice - use at own risk - see terms - data by imgp funds

HFND update - 5 nov 2024