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6 min read dbeh-update

DBEH update - 28 jul 2023

DBEH update - 28 jul 2023
dbmfwatch - DBEH | 2023-07-28 | no 1d changes
descriptionsharesvaluepct1d chg1wk chg4wk chg13wk chg
BP - GBP FX CURR187.5K$240.1K0.8%0% | -1.2%0% | -0.4%-200.0% | 207.1%
CD - CAD FX CURR300K$226.9K0.7%0% | -0.3%0% | -0.4%--
DX - DOLLAR INDEX-12K$-1.2M-4.0%0% | -0.9%0% | -0.9%--500.0% | -501.7%
EC - EUR FX CURR1.1M$1.2M4.1%0% | -1.2%0% | -1.4%-350.0% | 347.7%
ED/SFR - 3MO EURDLR/SOFR250K$239.5K0.8%0% | -0.2%0% | -0.2%103.2% | 103.2%103.7% | 103.7%
FA - S+P MID 400 EMINI700.0$1.9M6.3%0% | -1.3%0% | -0.7%0% | 3.1%-22.2% | -15.0%
JY - JPN YEN CURR3.8K$271.3K0.9%0% | 0.4%0% | 0.5%-200.0% | 188.6%
MES - MSCI EMG MKTS150.0$154.5K0.5%0% | -1.3%0% | 1.3%-94.0% | -93.8%-92.3% | -91.9%
MFS - MSCI EAFE1.3K$2.9M9.4%0% | -0.2%0% | 0.1%-25.7% | -23.5%0% | 1.9%
NQ - NASDAQ 100 EMINI180.0$2.8M9.2%0% | -0.3%0% | -0.1%0% | 3.1%125.0% | 164.8%
RTY - RUSS 2000 EMINI950.0$1.9M6.2%0% | -1.3%0% | -0.7%216.7% | 228.0%18.8% | 32.7%
TU - US 2YR NOTE400K$405.7K1.3%0% | -0.2%0% | -0.3%105.4% | 105.4%106.5% | 106.4%
US - US LONG BOND400K$495.5K1.6%0% | -1.8%0% | -1.8%133.3% | 132.7%200.0% | 195.0%
WN - US ULTRA BOND400K$525.2K1.7%0% | -2.2%0% | -2.5%136.4% | 135.4%200.0% | 194.1%
not investment advice - use at own risk - see terms - data by imgp funds
dbmfwatch - DBEH | 2023-07-28 | history
2023-07-28 2023-07-27 (1d)2023-07-21 (1wk)2023-06-30 (4wk)2023-04-28 (13wk)2023-01-27 (26wk)
symboldescriptionsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepct
-BP - GBP FX CURR187.5K$240.1K0.8%187.5K$243K0.8%187.5K$241.1K0.8%---62.5K$78.2K0.3%62.5K$77.6K0.5%
BPH3BP CURRENCY FUT MAR23---------------62.5K$77.6K0.5%
BPM3BP CURRENCY FUT JUN23------------62.5K$78.2K0.3%---
BPU3BP CURRENCY FUT SEP23187.5K$240.1K0.8%187.5K$243K0.8%187.5K$241.1K0.8%---------
-CD - CAD FX CURR300K$226.9K0.7%300K$227.5K0.7%300K$227.8K0.8%------100K$75.0K0.5%
CDH3CAD CURRENCY FUT MAR23---------------100K$75.0K0.5%
CDU3CAD CURRENCY FUT SEP23300K$226.9K0.7%300K$227.5K0.7%300K$227.8K0.8%---------
-DX - DOLLAR INDEX-12K$-1.2M-4.0%-12K$-1.2M-4.0%-12K$-1.2M-4.1%----2K$-202.5K-0.8%-5K$-508.2K-3.1%
DXH3DOLLAR INDEX MAR23----------------5K$-508.2K-3.1%
DXM3DOLLAR INDEX JUN23-------------2K$-202.5K-0.8%---
DXU3DOLLAR INDEX SEP23-12K$-1.2M-4.0%-12K$-1.2M-4.0%-12K$-1.2M-4.1%---------
-EC - EUR FX CURR1.1M$1.2M4.1%1.1M$1.3M4.1%1.1M$1.3M4.2%---250K$276.4K1.1%500K$546.0K3.4%
ECH3EURO FX CURR FUT MAR23---------------500K$546.0K3.4%
ECM3EURO FX CURR FUT JUN23------------250K$276.4K1.1%---
ECU3EURO FX CURR FUT SEP231.1M$1.2M4.1%1.1M$1.3M4.1%1.1M$1.3M4.2%---------
-ED/SFR - 3MO EURDLR/SOFR250K$239.5K0.8%250K$239.9K0.8%250K$240.1K0.8%-7.8M$-7.4M-26.7%-6.8M$-6.5M-25.9%-5.8M$-5.6M-34.1%
SFRM43 MONTH SOFR FUT JUN24----------------5.8M$-5.6M-34.1%
SFRU43 MONTH SOFR FUT SEP24-------------6.8M$-6.5M-25.9%---
SFRZ43 MONTH SOFR FUT DEC24250K$239.5K0.8%250K$239.9K0.8%250K$240.1K0.8%-7.8M$-7.4M-26.7%------
-FA - S+P MID 400 EMINI700.0$1.9M6.3%700.0$1.9M6.3%700.0$1.9M6.4%700.0$1.8M6.6%900.0$2.2M8.8%600.0$1.6M9.7%
FAH3S+P MID 400 EMINI MAR23---------------600.0$1.6M9.7%
FAM3S+P MID 400 EMINI JUN23------------900.0$2.2M8.8%---
FAU3S+P MID 400 EMINI SEP23700.0$1.9M6.3%700.0$1.9M6.3%700.0$1.9M6.4%700.0$1.8M6.6%------
-FF - FED FUND 30DAY---------416.7K$394.4K1.4%----416.7K$-396.7K-2.4%
FFJ3FED FUND 30DAY APR23----------------416.7K$-396.7K-2.4%
FFV3FED FUND 30DAY OCT23---------416.7K$394.4K1.4%------
-JY - JPN YEN CURR3.8K$271.3K0.9%3.8K$270.1K0.9%3.8K$269.9K0.9%---1.2K$94K0.4%1.2K$96.5K0.6%
JYH3JPN YEN CURR FUT MAR23---------------1.2K$96.5K0.6%
JYM3JPN YEN CURR FUT JUN23------------1.2K$94K0.4%---
JYU3JPN YEN CURR FUT SEP233.8K$271.3K0.9%3.8K$270.1K0.9%3.8K$269.9K0.9%---------
-MES - MSCI EMG MKTS150.0$154.5K0.5%150.0$156.5K0.5%150.0$152.4K0.5%2.5K$2.5M8.9%1.9K$1.9M7.6%-1.6K$-1.7M-10.2%
MESH3MSCI EMGMKT MAR23----------------1.6K$-1.7M-10.2%
MESM3MSCI EMGMKT JUN23------------1.9K$1.9M7.6%---
MESU3MSCI EMGMKT SEP23150.0$154.5K0.5%150.0$156.5K0.5%150.0$152.4K0.5%2.5K$2.5M8.9%------
-MFS - MSCI EAFE1.3K$2.9M9.4%1.3K$2.9M9.4%1.3K$2.8M9.6%1.8K$3.7M13.4%1.3K$2.8M11.1%750.0$1.6M9.8%
MFSH3MSCI EAFEMAR23---------------750.0$1.6M9.8%
MFSM3MSCI EAFEJUN23------------1.3K$2.8M11.1%---
MFSU3MSCI EAFESEP231.3K$2.9M9.4%1.3K$2.9M9.4%1.3K$2.8M9.6%1.8K$3.7M13.4%------
-NQ - NASDAQ 100 EMINI180.0$2.8M9.2%180.0$2.8M9.2%180.0$2.8M9.4%180.0$2.7M9.7%80.0$1.1M4.2%60.0$726.4K4.5%
NQH3NASDAQ 100E-MINI MAR23---------------60.0$726.4K4.5%
NQM3NASDAQ 100E-MINI JUN23------------80.0$1.1M4.2%---
NQU3NASDAQ 100E-MINI SEP23180.0$2.8M9.2%180.0$2.8M9.2%180.0$2.8M9.4%180.0$2.7M9.7%------
-RTY - RUSS 2000 EMINI950.0$1.9M6.2%950.0$1.9M6.2%950.0$1.9M6.3%300.0$569.4K2.0%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$1.9M6.2%950.0$1.9M6.2%950.0$1.9M6.3%300.0$569.4K2.0%------
-TU - US 2YR NOTE400K$405.7K1.3%400K$406.6K1.3%400K$406.9K1.4%-7.4M$-7.5M-27.0%-6.2M$-6.4M-25.3%-5.2M$-5.4M-32.9%
TUH3US 2YR NOTE (CBT) MAR23----------------5.2M$-5.4M-32.9%
TUM3US 2YR NOTE (CBT) JUN23-------------6.2M$-6.4M-25.3%---
TUU3US 2YR NOTE (CBT) SEP23400K$405.7K1.3%400K$406.6K1.3%400K$406.9K1.4%-7.4M$-7.5M-27.0%------
-US - US LONG BOND400K$495.5K1.6%400K$504.8K1.7%400K$504.8K1.7%-1.2M$-1.5M-5.4%-400K$-521.6K-2.1%800K$1.0M6.4%
USH3US LONG BOND(CBT) MAR23---------------800K$1.0M6.4%
USM3US LONG BOND(CBT) JUN23-------------400K$-521.6K-2.1%---
USU3US LONG BOND(CBT) SEP23400K$495.5K1.6%400K$504.8K1.7%400K$504.8K1.7%-1.2M$-1.5M-5.4%------
-WN - US ULTRA BOND400K$525.2K1.7%400K$537.2K1.8%400K$538.8K1.8%-1.1M$-1.5M-5.3%-400K$-558K-2.2%700K$997.5K6.1%
WNH3US ULTRA BOND CBT MAR23---------------700K$997.5K6.1%
WNM3US ULTRA BOND CBT JUN23-------------400K$-558K-2.2%---
WNU3US ULTRA BOND CBT SEP23400K$525.2K1.7%400K$537.2K1.8%400K$538.8K1.8%-1.1M$-1.5M-5.3%------
not investment advice - use at own risk - see terms - data by imgp funds

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dbmfwatch

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