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6 min read dbeh-update

DBEH update - 27 nov 2023

DBEH update - 27 nov 2023
dbmfwatch - DBEH | 2023-11-27 | no 1d changes
descriptionsharesvaluepct1d chg1wk chg4wk chg13wk chg
BP - GBP FX CURR375K$472.9K1.4%0% | 0.9%0% | 1.3%100.0% | 108.1%20.0% | 20.1%
CD - CAD FX CURR500K$367.5K1.1%0% | 0.7%0% | 0.8%66.7% | 69.9%25.0% | 24.9%
DX - DOLLAR INDEX-23K$-2.4M-7.2%0% | 0.5%0% | 0.5%-109.1% | -103.0%-9.5% | -8.8%
EC - EUR FX CURR2.2M$2.5M7.5%0% | 0.5%0% | 0.3%100.0% | 106.8%20.0% | 21.5%
ED/SFR - 3MO EURDLR/SOFR6.5M$6.2M18.9%0% | -0.1%0% | -0.1%30.0% | 30.2%244.4% | 244.7%
FA - S+P MID 400 EMINI600.0$1.5M4.7%0% | 0.4%0% | 0.9%50.0% | 64.7%-33.3% | -33.8%
FF - FED FUND 30DAY1.3M$1.2M3.6%0% | 0%0% | 0%0% | 0%-
JY - JPN YEN CURR8.8K$587.2K1.8%0% | 0%0% | 0%133.3% | 132.2%40.0% | 37.0%
MES - MSCI EMG MKTS-350.0$-345.5K-1.0%0% | 0%0% | -0.3%-135.0% | -137.7%70.8% | 70.4%
MFS - MSCI EAFE1.1K$2.3M7.1%0% | 0.8%0% | 0.9%37.5% | 51.0%-24.1% | -21.9%
NQ - NASDAQ 100 EMINI160.0$2.6M7.8%0% | -0.2%0% | 0.8%60.0% | 79.7%-11.1% | -4.9%
RTY - RUSS 2000 EMINI600.0$1.1M3.3%0% | 0.7%0% | 0.5%100.0% | 120.2%-47.8% | -49.1%
TU - US 2YR NOTE6.2M$6.3M19.1%0% | -0.1%0% | -0.1%29.2% | 29.3%240.9% | 241.2%
US - US LONG BOND-1.4M$-1.6M-4.9%0% | 0.9%0% | 0.5%12.5% | 8.2%-182.4% | -179.0%
WN - US ULTRA BOND-1.3M$-1.6M-4.7%0% | 1.1%0% | 0.3%13.3% | 7.7%-181.2% | -177.4%
not investment advice - use at own risk - see terms - data by imgp funds
dbmfwatch - DBEH | 2023-11-27 | history
2023-11-27 2023-11-24 (1d)2023-11-20 (1wk)2023-10-30 (4wk)2023-08-28 (13wk)2023-05-26 (26wk)
symboldescriptionsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepct
-BP - GBP FX CURR375K$472.9K1.4%375K$468.5K1.4%375K$466.9K1.4%187.5K$227.2K0.7%312.5K$393.7K1.2%125K$154.0K0.6%
BPM3BP CURRENCY FUT JUN23---------------125K$154.0K0.6%
BPU3BP CURRENCY FUT SEP23------------312.5K$393.7K1.2%---
BPZ3BP CURRENCY FUT DEC23375K$472.9K1.4%375K$468.5K1.4%375K$466.9K1.4%187.5K$227.2K0.7%------
-CD - CAD FX CURR500K$367.5K1.1%500K$365.0K1.1%500K$364.6K1.1%300K$216.3K0.6%400K$294.3K0.9%100K$73.4K0.3%
CDM3CAD CURRENCY FUT JUN23---------------100K$73.4K0.3%
CDU3CAD CURRENCY FUT SEP23------------400K$294.3K0.9%---
CDZ3CAD CURRENCY FUT DEC23500K$367.5K1.1%500K$365.0K1.1%500K$364.6K1.1%300K$216.3K0.6%------
-DX - DOLLAR INDEX-23K$-2.4M-7.2%-23K$-2.4M-7.3%-23K$-2.4M-7.3%-11K$-1.2M-3.4%-21K$-2.2M-6.5%-7K$-729.2K-2.9%
DXM3DOLLAR INDEX JUN23----------------7K$-729.2K-2.9%
DXU3DOLLAR INDEX SEP23-------------21K$-2.2M-6.5%---
DXZ3DOLLAR INDEX DEC23-23K$-2.4M-7.2%-23K$-2.4M-7.3%-23K$-2.4M-7.3%-11K$-1.2M-3.4%------
-EC - EUR FX CURR2.2M$2.5M7.5%2.2M$2.5M7.5%2.2M$2.5M7.5%1.1M$1.2M3.4%1.9M$2.0M6.0%625K$670.9K2.6%
ECM3EURO FX CURR FUT JUN23---------------625K$670.9K2.6%
ECU3EURO FX CURR FUT SEP23------------1.9M$2.0M6.0%---
ECZ3EURO FX CURR FUT DEC232.2M$2.5M7.5%2.2M$2.5M7.5%2.2M$2.5M7.5%1.1M$1.2M3.4%------
-ED/SFR - 3MO EURDLR/SOFR6.5M$6.2M18.9%6.5M$6.2M19.0%6.5M$6.2M19.0%5M$4.8M13.7%-4.5M$-4.3M-12.7%-7.2M$-7.0M-27.6%
SFRU43 MONTH SOFR FUT SEP24----------------7.2M$-7.0M-27.6%
SFRZ43 MONTH SOFR FUT DEC24-------------4.5M$-4.3M-12.7%---
SFRH53 MONTH SOFR FUT MAR256.5M$6.2M18.9%6.5M$6.2M19.0%6.5M$6.2M19.0%5M$4.8M13.7%------
-FA - S+P MID 400 EMINI600.0$1.5M4.7%600.0$1.5M4.7%600.0$1.5M4.6%400.0$934.3K2.7%900.0$2.3M6.9%700.0$1.7M6.7%
FAM3S+P MID 400 EMINI JUN23---------------700.0$1.7M6.7%
FAU3S+P MID 400 EMINI SEP23------------900.0$2.3M6.9%---
FAZ3S+P MID 400 EMINI DEC23600.0$1.5M4.7%600.0$1.5M4.7%600.0$1.5M4.6%400.0$934.3K2.7%------
FFF4FED FUND 30DAY JAN241.3M$1.2M3.6%1.3M$1.2M3.6%1.3M$1.2M3.6%1.3M$1.2M3.4%------
-JY - JPN YEN CURR8.8K$587.2K1.8%8.8K$587.0K1.8%8.8K$587.4K1.8%3.8K$252.8K0.7%6.2K$428.6K1.3%2.5K$179.2K0.7%
JYM3JPN YEN CURR FUT JUN23---------------2.5K$179.2K0.7%
JYU3JPN YEN CURR FUT SEP23------------6.2K$428.6K1.3%---
JYZ3JPN YEN CURR FUT DEC238.8K$587.2K1.8%8.8K$587.0K1.8%8.8K$587.4K1.8%3.8K$252.8K0.7%------
-MES - MSCI EMG MKTS-350.0$-345.5K-1.0%-350.0$-345.4K-1.1%-350.0$-344.4K-1.0%1K$915.2K2.6%-1.2K$-1.2M-3.5%1.6K$1.5M5.9%
MESM3MSCI EMGMKT JUN23---------------1.6K$1.5M5.9%
MESU3MSCI EMGMKT SEP23-------------1.2K$-1.2M-3.5%---
MESZ3MSCI EMGMKT DEC23-350.0$-345.5K-1.0%-350.0$-345.4K-1.1%-350.0$-344.4K-1.0%1K$915.2K2.6%------
-MFS - MSCI EAFE1.1K$2.3M7.1%1.1K$2.3M7.1%1.1K$2.3M7.1%800.0$1.6M4.5%1.4K$3.0M8.9%1.6K$3.4M13.5%
MFSM3MSCI EAFEJUN23---------------1.6K$3.4M13.5%
MFSU3MSCI EAFESEP23------------1.4K$3.0M8.9%---
MFSZ3MSCI EAFEDEC231.1K$2.3M7.1%1.1K$2.3M7.1%1.1K$2.3M7.1%800.0$1.6M4.5%------
-NQ - NASDAQ 100 EMINI160.0$2.6M7.8%160.0$2.6M7.8%160.0$2.5M7.7%100.0$1.4M4.1%180.0$2.7M8.0%140.0$2.0M7.7%
NQM3NASDAQ 100E-MINI JUN23---------------140.0$2.0M7.7%
NQU3NASDAQ 100E-MINI SEP23------------180.0$2.7M8.0%---
NQZ3NASDAQ 100E-MINI DEC23160.0$2.6M7.8%160.0$2.6M7.8%160.0$2.5M7.7%100.0$1.4M4.1%------
-RTY - RUSS 2000 EMINI600.0$1.1M3.3%600.0$1.1M3.3%600.0$1.1M3.3%300.0$493.5K1.4%1.1K$2.1M6.3%400.0$703.5K2.8%
RTYM3E-MINI RUSS 2000 JUN23---------------400.0$703.5K2.8%
RTYU3E-MINI RUSS 2000 SEP23------------1.1K$2.1M6.3%---
RTYZ3E-MINI RUSS 2000 DEC23600.0$1.1M3.3%600.0$1.1M3.3%600.0$1.1M3.3%300.0$493.5K1.4%------
-TU - US 2YR NOTE6.2M$6.3M19.1%6.2M$6.3M19.1%6.2M$6.3M19.2%4.8M$4.9M14.0%-4.4M$-4.5M-13.2%-6.8M$-6.9M-27.4%
TUM3US 2YR NOTE (CBT) JUN23----------------6.8M$-6.9M-27.4%
TUU3US 2YR NOTE (CBT) SEP23-------------4.4M$-4.5M-13.2%---
TUZ3US 2YR NOTE (CBT) DEC236.2M$6.3M19.1%6.2M$6.3M19.1%6.2M$6.3M19.2%4.8M$4.9M14.0%------
-US - US LONG BOND-1.4M$-1.6M-4.9%-1.4M$-1.6M-4.9%-1.4M$-1.6M-4.9%-1.6M$-1.8M-5.0%1.7M$2.0M6.0%-900K$-1.1M-4.5%
USM3US LONG BOND(CBT) JUN23----------------900K$-1.1M-4.5%
USU3US LONG BOND(CBT) SEP23------------1.7M$2.0M6.0%---
USZ3US LONG BOND(CBT) DEC23-1.4M$-1.6M-4.9%-1.4M$-1.6M-4.9%-1.4M$-1.6M-4.9%-1.6M$-1.8M-5.0%------
-WN - US ULTRA BOND-1.3M$-1.6M-4.7%-1.3M$-1.6M-4.8%-1.3M$-1.6M-4.8%-1.5M$-1.7M-4.8%1.6M$2.0M5.9%-800K$-1.1M-4.2%
WNM3US ULTRA BOND CBT JUN23----------------800K$-1.1M-4.2%
WNU3US ULTRA BOND CBT SEP23------------1.6M$2.0M5.9%---
WNZ3US ULTRA BOND CBT DEC23-1.3M$-1.6M-4.7%-1.3M$-1.6M-4.8%-1.3M$-1.6M-4.8%-1.5M$-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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