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7 min read dbeh-update

DBEH update - 22 mar 2024

DBEH update - 22 mar 2024
dbmfwatch - DBEH | 2024-03-22 | no 1d changes
descriptionsharesvaluepct1d chg1wk chg4wk chg13wk chg
BP - GBP FX CURR-437.5K$-554.0K-1.6%0% | 1.0%0% | 0.7%-200.0% | -200.0%-275.0% | -274.6%
CD - CAD FX CURR-600K$-443.9K-1.2%0% | 0.3%0% | 0%-200.0% | -199.8%-300.0% | -296.4%
DX - DOLLAR INDEX27K$2.8M7.9%0% | 0.6%0% | 0.7%200.0% | 199.8%268.8% | 272.4%
EC - EUR FX CURR-2.6M$-2.9M-8.0%0% | 0.5%0% | 0.2%-205.0% | -205.7%-275.0% | -272.8%
ED/SFR - 3MO EURDLR/SOFR18.2M$17.5M49.2%0% | 0%0% | 0%15.9% | 16.0%92.1% | 90.9%
FA - S+P MID 400 EMINI1.3K$4.0M11.1%0% | 1.1%0% | 2.8%18.2% | 25.9%62.5% | 76.4%
JY - JPN YEN CURR-10K$-668.0K-1.9%0% | 0.6%0% | 2.3%-200.0% | -200.2%-300.0% | -287.4%
MES - MSCI EMG MKTS2.6K$2.7M7.7%0% | 0.1%0% | 0.1%316.7% | 320.2%1.83K% | 1.89K%
MFS - MSCI EAFE2.3K$5.4M15.2%0% | -0.1%0% | 1.1%7.0% | 10.1%76.9% | 86.7%
NQ - NASDAQ 100 EMINI300.0$5.6M15.6%0% | 0.4%0% | 1.6%7.1% | 10.2%87.5% | 105.3%
RTY - RUSS 2000 EMINI1.1K$2.4M6.9%0% | 1.2%0% | 3.2%9.5% | 15.3%35.3% | 40.8%
TU - US 2YR NOTE17.2M$17.6M49.4%0% | 0%0% | 0.1%16.2% | 16.7%91.1% | 90.0%
US - US LONG BOND-1.4M$-1.7M-4.7%0% | -0.2%0% | -0.2%48.1% | 47.7%-27.3% | -22.2%
WN - US ULTRA BOND-1.3M$-1.6M-4.6%0% | -0.2%0% | -0.1%48.0% | 47.0%-30.0% | -23.7%
not investment advice - use at own risk - see terms - data by imgp funds
dbmfwatch - DBEH | 2024-03-22 | history
2024-03-22 2024-03-21 (1d)2024-03-15 (1wk)2024-02-23 (4wk)2023-12-22 (13wk)2023-09-22 (26wk)2023-03-24 (52wk)
symboldescriptionsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepct
-BP - GBP FX CURR-437.5K$-554.0K-1.6%-437.5K$-559.4K-1.6%-437.5K$-558.1K-1.6%437.5K$554.0K1.7%250K$317.3K0.9%375K$461.0K1.3%-62.5K$-76.9K-0.3%
BPM3BP CURRENCY FUT JUN23-------------------62.5K$-76.9K-0.3%
BPZ3BP CURRENCY FUT DEC23---------------375K$461.0K1.3%---
BPH4BP CURRENCY FUT MAR24---------437.5K$554.0K1.7%250K$317.3K0.9%------
BPM4BP CURRENCY FUT JUN24-437.5K$-554.0K-1.6%-437.5K$-559.4K-1.6%-437.5K$-558.1K-1.6%------------
-CD - CAD FX CURR-600K$-443.9K-1.2%-600K$-445.2K-1.3%-600K$-443.9K-1.3%600K$445.0K1.3%300K$226.0K0.7%500K$371.6K1.1%-100K$-73K-0.3%
CDM3CAD CURRENCY FUT JUN23-------------------100K$-73K-0.3%
CDZ3CAD CURRENCY FUT DEC23---------------500K$371.6K1.1%---
CDH4CAD CURRENCY FUT MAR24---------600K$445.0K1.3%300K$226.0K0.7%------
CDM4CAD CURRENCY FUT JUN24-600K$-443.9K-1.2%-600K$-445.2K-1.3%-600K$-443.9K-1.3%------------
-DX - DOLLAR INDEX27K$2.8M7.9%27K$2.8M7.8%27K$2.8M7.9%-27K$-2.8M-8.5%-16K$-1.6M-4.8%-24K$-2.5M-7.4%3K$306.6K1.1%
DXM3DOLLAR INDEX JUN23------------------3K$306.6K1.1%
DXZ3DOLLAR INDEX DEC23----------------24K$-2.5M-7.4%---
DXH4DOLLAR INDEX MAR24----------27K$-2.8M-8.5%-16K$-1.6M-4.8%------
DXM4DOLLAR INDEX JUN2427K$2.8M7.9%27K$2.8M7.8%27K$2.8M7.9%------------
-EC - EUR FX CURR-2.6M$-2.9M-8.0%-2.6M$-2.9M-8.1%-2.6M$-2.9M-8.1%2.5M$2.7M8.2%1.5M$1.7M4.9%2.2M$2.4M7.0%-250K$-272.4K-1.0%
ECM3EURO FX CURR FUT JUN23-------------------250K$-272.4K-1.0%
ECZ3EURO FX CURR FUT DEC23---------------2.2M$2.4M7.0%---
ECH4EURO FX CURR FUT MAR24---------2.5M$2.7M8.2%1.5M$1.7M4.9%------
ECM4EURO FX CURR FUT JUN24-2.6M$-2.9M-8.0%-2.6M$-2.9M-8.1%-2.6M$-2.9M-8.1%------------
-ED/SFR - 3MO EURDLR/SOFR18.2M$17.5M49.2%18.2M$17.5M49.4%18.2M$17.5M49.8%15.8M$15.1M45.8%9.5M$9.2M27.4%2.2M$2.2M6.3%-7.8M$-7.5M-26.9%
SFRU43 MONTH SOFR FUT SEP24-------------------7.8M$-7.5M-26.9%
SFRH53 MONTH SOFR FUT MAR25---------------2.2M$2.2M6.3%---
SFRM53 MONTH SOFR FUT JUN25---------15.8M$15.1M45.8%9.5M$9.2M27.4%------
SFRU53 MONTH SOFR FUT SEP2518.2M$17.5M49.2%18.2M$17.5M49.4%18.2M$17.5M49.8%------------
-FA - S+P MID 400 EMINI1.3K$4.0M11.1%1.3K$3.9M11.0%1.3K$3.9M10.9%1.1K$3.1M9.5%800.0$2.2M6.7%800.0$2.0M5.9%900.0$2.2M7.7%
FAM3S+P MID 400 EMINI JUN23------------------900.0$2.2M7.7%
FAZ3S+P MID 400 EMINI DEC23---------------800.0$2.0M5.9%---
FAH4S+P MID 400 EMINI MAR24---------1.1K$3.1M9.5%800.0$2.2M6.7%------
FAM4S+P MID 400 EMINI JUN241.3K$4.0M11.1%1.3K$3.9M11.0%1.3K$3.9M10.9%------------
FFJ4FED FUND 30DAY APR24---------2.5M$2.4M7.2%1.3M$1.2M3.5%------
-JY - JPN YEN CURR-10K$-668.0K-1.9%-10K$-672.3K-1.9%-10K$-684.0K-1.9%10K$666.5K2.0%5K$356.4K1.1%8.8K$601.3K1.8%-1.2K$-96.9K-0.3%
JYM3JPN YEN CURR FUT JUN23-------------------1.2K$-96.9K-0.3%
JYZ3JPN YEN CURR FUT DEC23---------------8.8K$601.3K1.8%---
JYH4JPN YEN CURR FUT MAR24---------10K$666.5K2.0%5K$356.4K1.1%------
JYM4JPN YEN CURR FUT JUN24-10K$-668.0K-1.9%-10K$-672.3K-1.9%-10K$-684.0K-1.9%------------
-MES - MSCI EMG MKTS2.6K$2.7M7.7%2.6K$2.7M7.7%2.6K$2.7M7.8%-1.2K$-1.2M-3.8%-150.0$-152.6K-0.5%-1.6K$-1.5M-4.5%2.9K$2.8M10.0%
MESM3MSCI EMGMKT JUN23------------------2.9K$2.8M10.0%
MESZ3MSCI EMGMKT DEC23----------------1.6K$-1.5M-4.5%---
MESH4MSCI EMGMKT MAR24----------1.2K$-1.2M-3.8%-150.0$-152.6K-0.5%------
MESM4MSCI EMGMKT JUN242.6K$2.7M7.7%2.6K$2.7M7.7%2.6K$2.7M7.8%------------
-MFS - MSCI EAFE2.3K$5.4M15.2%2.3K$5.4M15.3%2.3K$5.4M15.2%2.1K$4.9M14.9%1.3K$2.9M8.7%1.3K$2.7M7.9%1.2K$2.5M9.0%
MFSM3MSCI EAFEJUN23------------------1.2K$2.5M9.0%
MFSZ3MSCI EAFEDEC23---------------1.3K$2.7M7.9%---
MFSH4MSCI EAFEMAR24---------2.1K$4.9M14.9%1.3K$2.9M8.7%------
MFSM4MSCI EAFEJUN242.3K$5.4M15.2%2.3K$5.4M15.3%2.3K$5.4M15.2%------------
-NQ - NASDAQ 100 EMINI300.0$5.6M15.6%300.0$5.5M15.6%300.0$5.5M15.6%280.0$5.1M15.3%160.0$2.7M8.1%200.0$3.0M8.7%80.0$1.0M3.7%
NQM3NASDAQ 100E-MINI JUN23------------------80.0$1.0M3.7%
NQZ3NASDAQ 100E-MINI DEC23---------------200.0$3.0M8.7%---
NQH4NASDAQ 100E-MINI MAR24---------280.0$5.1M15.3%160.0$2.7M8.1%------
NQM4NASDAQ 100E-MINI JUN24300.0$5.6M15.6%300.0$5.5M15.6%300.0$5.5M15.6%------------
-RTY - RUSS 2000 EMINI1.1K$2.4M6.9%1.1K$2.4M6.8%1.1K$2.4M6.7%1.1K$2.1M6.4%850.0$1.7M5.2%900.0$1.6M4.7%1K$1.7M6.2%
RTYM3E-MINI RUSS 2000 JUN23------------------1K$1.7M6.2%
RTYZ3E-MINI RUSS 2000 DEC23---------------900.0$1.6M4.7%---
RTYH4E-MINI RUSS 2000 MAR24---------1.1K$2.1M6.4%850.0$1.7M5.2%------
RTYM4E-MINI RUSS 2000 JUN241.1K$2.4M6.9%1.1K$2.4M6.8%1.1K$2.4M6.7%------------
-TU - US 2YR NOTE17.2M$17.6M49.4%17.2M$17.6M49.6%17.2M$17.6M49.9%14.8M$15.1M45.7%9M$9.3M27.6%2.2M$2.2M6.5%-7.4M$-7.7M-27.4%
TUM3US 2YR NOTE (CBT) JUN23-------------------7.4M$-7.7M-27.4%
TUZ3US 2YR NOTE (CBT) DEC23---------------2.2M$2.2M6.5%---
TUH4US 2YR NOTE (CBT) MAR24---------14.8M$15.1M45.7%9M$9.3M27.6%------
TUM4US 2YR NOTE (CBT) JUN2417.2M$17.6M49.4%17.2M$17.6M49.6%17.2M$17.6M49.9%------------
-US - US LONG BOND-1.4M$-1.7M-4.7%-1.4M$-1.7M-4.7%-1.4M$-1.7M-4.7%-2.7M$-3.2M-9.7%-1.1M$-1.4M-4.1%-400K$-465.1K-1.4%-200K$-263.6K-0.9%
USM3US LONG BOND(CBT) JUN23-------------------200K$-263.6K-0.9%
USZ3US LONG BOND(CBT) DEC23----------------400K$-465.1K-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$-1.7M-4.7%------------
-WN - US ULTRA BOND-1.3M$-1.6M-4.6%-1.3M$-1.6M-4.6%-1.3M$-1.6M-4.7%-2.5M$-3.1M-9.4%-1M$-1.3M-4.0%-300K$-365.9K-1.1%-200K$-283.3K-1.0%
WNM3US ULTRA BOND CBT JUN23-------------------200K$-283.3K-1.0%
WNZ3US ULTRA BOND CBT DEC23----------------300K$-365.9K-1.1%---
WNH4US ULTRA BOND CBT MAR24----------2.5M$-3.1M-9.4%-1M$-1.3M-4.0%------
WNM4US ULTRA BOND CBT JUN24-1.3M$-1.6M-4.6%-1.3M$-1.6M-4.6%-1.3M$-1.6M-4.7%------------
not investment advice - use at own risk - see terms - data by imgp funds

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