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6 min read dbeh-update

DBEH update - 25 jul 2023

DBEH update - 25 jul 2023
dbmfwatch - DBEH | 2023-07-25 | no 1d changes
descriptionsharesvaluepct1d chg1wk chg4wk chg13wk chg
BP - GBP FX CURR187.5K$240.5K0.8%0% | -0.3%0% | -2.0%-200.0% | 207.9%
CD - CAD FX CURR300K$228K0.8%0% | 0.3%0% | 0.1%--
DX - DOLLAR INDEX-12K$-1.2M-4.1%0% | -0.3%0% | -1.6%--500.0% | -500.1%
EC - EUR FX CURR1.1M$1.2M4.2%0% | -0.5%0% | -1.6%-350.0% | 350.8%
ED/SFR - 3MO EURDLR/SOFR250K$239.9K0.8%0% | -0.1%0% | -0.2%103.2% | 103.2%103.7% | 103.7%
FA - S+P MID 400 EMINI700.0$1.9M6.4%0% | 0.1%0% | 0.6%0% | 6.7%-22.2% | -15.6%
JY - JPN YEN CURR3.8K$267.4K0.9%0% | 0.3%0% | -2.1%-200.0% | 184.9%
MES - MSCI EMG MKTS150.0$154.3K0.5%0% | 1.4%0% | -0.5%-94.0% | -93.8%-92.3% | -91.9%
MFS - MSCI EAFE1.3K$2.8M9.6%0% | -0.3%0% | -0.1%-25.7% | -23.1%0% | 1.4%
NQ - NASDAQ 100 EMINI180.0$2.8M9.4%0% | 0.1%0% | -1.8%0% | 4.7%125.0% | 168.2%
RTY - RUSS 2000 EMINI950.0$1.9M6.3%0% | 0.3%0% | 0.6%216.7% | 240.5%18.8% | 30.5%
TU - US 2YR NOTE400K$406.5K1.4%0% | -0.1%0% | -0.3%105.4% | 105.4%106.5% | 106.4%
US - US LONG BOND400K$504.6K1.7%0% | -0.2%0% | -0.3%133.3% | 132.8%200.0% | 196.5%
WN - US ULTRA BOND400K$538.1K1.8%0% | -0.2%0% | -0.1%136.4% | 135.6%200.0% | 196.0%
not investment advice - use at own risk - see terms - data by imgp funds
dbmfwatch - DBEH | 2023-07-25 | history
2023-07-25 2023-07-24 (1d)2023-07-18 (1wk)2023-06-27 (4wk)2023-04-25 (13wk)2023-01-24 (26wk)
symboldescriptionsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepct
-BP - GBP FX CURR187.5K$240.5K0.8%187.5K$241.2K0.8%187.5K$245.3K0.8%---62.5K$78.1K0.3%62.5K$77.4K0.5%
BPH3BP CURRENCY FUT MAR23---------------62.5K$77.4K0.5%
BPM3BP CURRENCY FUT JUN23------------62.5K$78.1K0.3%---
BPU3BP CURRENCY FUT SEP23187.5K$240.5K0.8%187.5K$241.2K0.8%187.5K$245.3K0.8%---------
-CD - CAD FX CURR300K$228K0.8%300K$227.4K0.8%300K$227.7K0.8%------100K$74.7K0.5%
CDH3CAD CURRENCY FUT MAR23---------------100K$74.7K0.5%
CDU3CAD CURRENCY FUT SEP23300K$228K0.8%300K$227.4K0.8%300K$227.7K0.8%---------
-DX - DOLLAR INDEX-12K$-1.2M-4.1%-12K$-1.2M-4.1%-12K$-1.2M-4.0%----2K$-202.1K-0.8%-5K$-509.6K-3.1%
DXH3DOLLAR INDEX MAR23----------------5K$-509.6K-3.1%
DXM3DOLLAR INDEX JUN23-------------2K$-202.1K-0.8%---
DXU3DOLLAR INDEX SEP23-12K$-1.2M-4.1%-12K$-1.2M-4.1%-12K$-1.2M-4.0%---------
-EC - EUR FX CURR1.1M$1.2M4.2%1.1M$1.3M4.2%1.1M$1.3M4.3%---250K$277.0K1.1%500K$544.7K3.4%
ECH3EURO FX CURR FUT MAR23---------------500K$544.7K3.4%
ECM3EURO FX CURR FUT JUN23------------250K$277.0K1.1%---
ECU3EURO FX CURR FUT SEP231.1M$1.2M4.2%1.1M$1.3M4.2%1.1M$1.3M4.3%---------
-ED/SFR - 3MO EURDLR/SOFR250K$239.9K0.8%250K$240.0K0.8%250K$240.4K0.8%-7.8M$-7.5M-27.0%-6.8M$-6.5M-25.2%-5.8M$-5.6M-34.2%
SFRM43 MONTH SOFR FUT JUN24----------------5.8M$-5.6M-34.2%
SFRU43 MONTH SOFR FUT SEP24-------------6.8M$-6.5M-25.2%---
SFRZ43 MONTH SOFR FUT DEC24250K$239.9K0.8%250K$240.0K0.8%250K$240.4K0.8%-7.8M$-7.5M-27.0%------
-FA - S+P MID 400 EMINI700.0$1.9M6.4%700.0$1.9M6.4%700.0$1.9M6.4%700.0$1.8M6.5%900.0$2.3M8.7%600.0$1.6M9.6%
FAH3S+P MID 400 EMINI MAR23---------------600.0$1.6M9.6%
FAM3S+P MID 400 EMINI JUN23------------900.0$2.3M8.7%---
FAU3S+P MID 400 EMINI SEP23700.0$1.9M6.4%700.0$1.9M6.4%700.0$1.9M6.4%700.0$1.8M6.5%------
-FF - FED FUND 30DAY---------416.7K$394.6K1.4%----416.7K$-396.7K-2.4%
FFJ3FED FUND 30DAY APR23----------------416.7K$-396.7K-2.4%
FFV3FED FUND 30DAY OCT23---------416.7K$394.6K1.4%------
-JY - JPN YEN CURR3.8K$267.4K0.9%3.8K$266.8K0.9%3.8K$273.1K0.9%---1.2K$93.9K0.4%1.2K$96.3K0.6%
JYH3JPN YEN CURR FUT MAR23---------------1.2K$96.3K0.6%
JYM3JPN YEN CURR FUT JUN23------------1.2K$93.9K0.4%---
JYU3JPN YEN CURR FUT SEP233.8K$267.4K0.9%3.8K$266.8K0.9%3.8K$273.1K0.9%---------
-MES - MSCI EMG MKTS150.0$154.3K0.5%150.0$152.2K0.5%150.0$155.1K0.5%2.5K$2.5M9.0%1.9K$1.9M7.4%-1.6K$-1.6M-10.1%
MESH3MSCI EMGMKT MAR23----------------1.6K$-1.6M-10.1%
MESM3MSCI EMGMKT JUN23------------1.9K$1.9M7.4%---
MESU3MSCI EMGMKT SEP23150.0$154.3K0.5%150.0$152.2K0.5%150.0$155.1K0.5%2.5K$2.5M9.0%------
-MFS - MSCI EAFE1.3K$2.8M9.6%1.3K$2.9M9.6%1.3K$2.8M9.6%1.8K$3.7M13.4%1.3K$2.8M10.8%750.0$1.6M9.8%
MFSH3MSCI EAFEMAR23---------------750.0$1.6M9.8%
MFSM3MSCI EAFEJUN23------------1.3K$2.8M10.8%---
MFSU3MSCI EAFESEP231.3K$2.8M9.6%1.3K$2.9M9.6%1.3K$2.8M9.6%1.8K$3.7M13.4%------
-NQ - NASDAQ 100 EMINI180.0$2.8M9.4%180.0$2.8M9.4%180.0$2.9M9.6%180.0$2.7M9.7%80.0$1.0M4.0%60.0$716.0K4.4%
NQH3NASDAQ 100E-MINI MAR23---------------60.0$716.0K4.4%
NQM3NASDAQ 100E-MINI JUN23------------80.0$1.0M4.0%---
NQU3NASDAQ 100E-MINI SEP23180.0$2.8M9.4%180.0$2.8M9.4%180.0$2.9M9.6%180.0$2.7M9.7%------
-RTY - RUSS 2000 EMINI950.0$1.9M6.3%950.0$1.9M6.3%950.0$1.9M6.3%300.0$551.5K2.0%800.0$1.4M5.6%600.0$1.1M7.0%
RTYH3E-MINI RUSS 2000 MAR23---------------600.0$1.1M7.0%
RTYM3E-MINI RUSS 2000 JUN23------------800.0$1.4M5.6%---
RTYU3E-MINI RUSS 2000 SEP23950.0$1.9M6.3%950.0$1.9M6.3%950.0$1.9M6.3%300.0$551.5K2.0%------
-TU - US 2YR NOTE400K$406.5K1.4%400K$406.9K1.4%400K$407.7K1.4%-7.4M$-7.6M-27.3%-6.2M$-6.4M-24.6%-5.2M$-5.3M-32.9%
TUH3US 2YR NOTE (CBT) MAR23----------------5.2M$-5.3M-32.9%
TUM3US 2YR NOTE (CBT) JUN23-------------6.2M$-6.4M-24.6%---
TUU3US 2YR NOTE (CBT) SEP23400K$406.5K1.4%400K$406.9K1.4%400K$407.7K1.4%-7.4M$-7.6M-27.3%------
-US - US LONG BOND400K$504.6K1.7%400K$505.5K1.7%400K$506.2K1.7%-1.2M$-1.5M-5.6%-400K$-523K-2.0%800K$1.0M6.4%
USH3US LONG BOND(CBT) MAR23---------------800K$1.0M6.4%
USM3US LONG BOND(CBT) JUN23-------------400K$-523K-2.0%---
USU3US LONG BOND(CBT) SEP23400K$504.6K1.7%400K$505.5K1.7%400K$506.2K1.7%-1.2M$-1.5M-5.6%------
-WN - US ULTRA BOND400K$538.1K1.8%400K$539.4K1.8%400K$538.6K1.8%-1.1M$-1.5M-5.5%-400K$-560.6K-2.2%700K$988.1K6.1%
WNH3US ULTRA BOND CBT MAR23---------------700K$988.1K6.1%
WNM3US ULTRA BOND CBT JUN23-------------400K$-560.6K-2.2%---
WNU3US ULTRA BOND CBT SEP23400K$538.1K1.8%400K$539.4K1.8%400K$538.6K1.8%-1.1M$-1.5M-5.5%------
not investment advice - use at own risk - see terms - data by imgp funds

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dbmfwatch

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