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6 min read dbeh-update

DBEH update - 29 nov 2023

DBEH update - 29 nov 2023
dbmfwatch - DBEH | 2023-11-29 | changes found
descriptionsharesvaluepct1d chg1wk chg4wk chg13wk chg
BP - GBP FX CURR375K$476.3K1.4%0% | 0.5%0% | 1.3%100.0% | 109.0%20.0% | 20.6%
CD - CAD FX CURR500K$368.7K1.1%0% | 0.4%0% | 1.0%66.7% | 70.3%25.0% | 25.0%
DX - DOLLAR INDEX-23K$-2.4M-7.2%0% | 0.4%0% | 0.8%-109.1% | -101.5%-9.5% | -8.7%
EC - EUR FX CURR2.2M$2.5M7.5%0% | 0.3%0% | 0.7%100.0% | 107.5%20.0% | 21.3%
ED/SFR - 3MO EURDLR/SOFR6.5M$6.2M18.9%0% | 0.2%0% | 0.1%30.0% | 30.6%244.4% | 244.8%
FA - S+P MID 400 EMINI600.0$1.5M4.6%0% | -0.7%0% | 0.1%50.0% | 60.7%-33.3% | -35.8%
FF - FED FUND 30DAY1.3M$1.2M3.6%0% | 0%0% | 0%0% | 0.1%-
JY - JPN YEN CURR8.8K$595.4K1.8%0% | 0.8%0% | 0.5%133.3% | 138.9%40.0% | 38.5%
MES - MSCI EMG MKTS-350.0$-347.0K-1.1%0% | -0.8%0% | -0.3%-135.0% | -137.7%70.8% | 71.0%
MFS - MSCI EAFE1.1K$2.3M7.1%0% | 0%0% | 0.6%37.5% | 48.1%-24.1% | -24.0%
NQ - NASDAQ 100 EMINI160.0$2.6M7.8%0% | 0.2%0% | 0.4%60.0% | 77.2%-11.1% | -7.5%
RTY - RUSS 2000 EMINI600.0$1.1M3.3%0% | -0.4%0% | 0.5%100.0% | 115.4%-47.8% | -50.6%
TU - US 2YR NOTE6.2M$6.3M19.2%0% | 0.6%0% | 0.7%29.2% | 30.4%240.9% | 241.4%
US - US LONG BOND-1.4M$-1.6M-4.9%0% | -0.3%0% | -0.7%12.5% | 6.9%-182.4% | -179.1%
WN - US ULTRA BOND-1.3M$-1.6M-4.8%0% | -1.0%0% | -1.8%13.3% | 5.6%-181.2% | -177.4%
not investment advice - use at own risk - see terms - data by imgp funds
dbmfwatch - DBEH | 2023-11-29 | history
2023-11-29 2023-11-28 (1d)2023-11-22 (1wk)2023-11-01 (4wk)2023-08-30 (13wk)2023-05-31 (26wk)
symboldescriptionsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepct
-BP - GBP FX CURR375K$476.3K1.4%375K$473.8K1.4%375K$470.4K1.4%187.5K$227.9K0.7%312.5K$394.8K1.2%125K$155.0K0.6%
BPM3BP CURRENCY FUT JUN23---------------125K$155.0K0.6%
BPU3BP CURRENCY FUT SEP23------------312.5K$394.8K1.2%---
BPZ3BP CURRENCY FUT DEC23375K$476.3K1.4%375K$473.8K1.4%375K$470.4K1.4%187.5K$227.9K0.7%------
-CD - CAD FX CURR500K$368.7K1.1%500K$367.1K1.1%500K$365.1K1.1%300K$216.5K0.7%400K$294.9K0.9%100K$73.6K0.3%
CDM3CAD CURRENCY FUT JUN23---------------100K$73.6K0.3%
CDU3CAD CURRENCY FUT SEP23------------400K$294.9K0.9%---
CDZ3CAD CURRENCY FUT DEC23500K$368.7K1.1%500K$367.1K1.1%500K$365.1K1.1%300K$216.5K0.7%------
-DX - DOLLAR INDEX-23K$-2.4M-7.2%-23K$-2.4M-7.2%-23K$-2.4M-7.2%-11K$-1.2M-3.6%-21K$-2.2M-6.4%-7K$-728.5K-2.9%
DXM3DOLLAR INDEX JUN23----------------7K$-728.5K-2.9%
DXU3DOLLAR INDEX SEP23-------------21K$-2.2M-6.4%---
DXZ3DOLLAR INDEX DEC23-23K$-2.4M-7.2%-23K$-2.4M-7.2%-23K$-2.4M-7.2%-11K$-1.2M-3.6%------
-EC - EUR FX CURR2.2M$2.5M7.5%2.2M$2.5M7.5%2.2M$2.5M7.5%1.1M$1.2M3.7%1.9M$2.0M6.0%625K$670.8K2.6%
ECM3EURO FX CURR FUT JUN23---------------625K$670.8K2.6%
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$1.2M3.7%------
-ED/SFR - 3MO EURDLR/SOFR6.5M$6.2M18.9%6.5M$6.2M18.9%6.5M$6.2M19.0%5M$4.8M14.8%-4.5M$-4.3M-12.6%-7.2M$-7.0M-27.5%
SFRU43 MONTH SOFR FUT SEP24----------------7.2M$-7.0M-27.5%
SFRZ43 MONTH SOFR FUT DEC24-------------4.5M$-4.3M-12.6%---
SFRH53 MONTH SOFR FUT MAR256.5M$6.2M18.9%6.5M$6.2M18.9%6.5M$6.2M19.0%5M$4.8M14.8%------
-FA - S+P MID 400 EMINI600.0$1.5M4.6%600.0$1.5M4.7%600.0$1.5M4.6%400.0$950.0K2.9%900.0$2.4M7.0%700.0$1.7M6.7%
FAM3S+P MID 400 EMINI JUN23---------------700.0$1.7M6.7%
FAU3S+P MID 400 EMINI SEP23------------900.0$2.4M7.0%---
FAZ3S+P MID 400 EMINI DEC23600.0$1.5M4.6%600.0$1.5M4.7%600.0$1.5M4.6%400.0$950.0K2.9%------
FFF4FED FUND 30DAY JAN241.3M$1.2M3.6%1.3M$1.2M3.6%1.3M$1.2M3.6%1.3M$1.2M3.7%------
-JY - JPN YEN CURR8.8K$595.4K1.8%8.8K$590.7K1.8%8.8K$592.3K1.8%3.8K$249.2K0.8%6.2K$429.9K1.3%2.5K$179.3K0.7%
JYM3JPN YEN CURR FUT JUN23---------------2.5K$179.3K0.7%
JYU3JPN YEN CURR FUT SEP23------------6.2K$429.9K1.3%---
JYZ3JPN YEN CURR FUT DEC238.8K$595.4K1.8%8.8K$590.7K1.8%8.8K$592.3K1.8%3.8K$249.2K0.8%------
-MES - MSCI EMG MKTS-350.0$-347.0K-1.1%-350.0$-344.1K-1.0%-350.0$-346.1K-1.1%1K$919.2K2.8%-1.2K$-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$-347.0K-1.1%-350.0$-344.1K-1.0%-350.0$-346.1K-1.1%1K$919.2K2.8%------
-MFS - MSCI EAFE1.1K$2.3M7.1%1.1K$2.3M7.1%1.1K$2.3M7.1%800.0$1.6M4.9%1.4K$3.1M9.0%1.6K$3.4M13.5%
MFSM3MSCI EAFEJUN23---------------1.6K$3.4M13.5%
MFSU3MSCI EAFESEP23------------1.4K$3.1M9.0%---
MFSZ3MSCI EAFEDEC231.1K$2.3M7.1%1.1K$2.3M7.1%1.1K$2.3M7.1%800.0$1.6M4.9%------
-NQ - NASDAQ 100 EMINI160.0$2.6M7.8%160.0$2.6M7.8%160.0$2.6M7.8%100.0$1.4M4.5%180.0$2.8M8.1%140.0$2.0M7.9%
NQM3NASDAQ 100E-MINI JUN23---------------140.0$2.0M7.9%
NQU3NASDAQ 100E-MINI SEP23------------180.0$2.8M8.1%---
NQZ3NASDAQ 100E-MINI DEC23160.0$2.6M7.8%160.0$2.6M7.8%160.0$2.6M7.8%100.0$1.4M4.5%------
-RTY - RUSS 2000 EMINI600.0$1.1M3.3%600.0$1.1M3.3%600.0$1.1M3.3%300.0$500.5K1.6%1.1K$2.2M6.4%400.0$708.5K2.8%
RTYM3E-MINI RUSS 2000 JUN23---------------400.0$708.5K2.8%
RTYU3E-MINI RUSS 2000 SEP23------------1.1K$2.2M6.4%---
RTYZ3E-MINI RUSS 2000 DEC23600.0$1.1M3.3%600.0$1.1M3.3%600.0$1.1M3.3%300.0$500.5K1.6%------
-TU - US 2YR NOTE6.2M$6.3M19.2%6.2M$6.3M19.1%6.2M$6.3M19.2%4.8M$4.9M15.1%-4.4M$-4.5M-13.1%-6.8M$-7.0M-27.5%
TUU3US 2YR NOTE (CBT) SEP23----------------6.8M$-7.0M-27.5%
TUZ3US 2YR NOTE (CBT) DEC23---6.2M$6.3M19.1%6.2M$6.3M19.2%4.8M$4.9M15.1%-4.4M$-4.5M-13.1%---
TUH4US 2YR NOTE (CBT) MAR246.2M$6.3M19.2%---------------
-US - US LONG BOND-1.4M$-1.6M-4.9%-1.4M$-1.6M-4.9%-1.4M$-1.6M-4.9%-1.6M$-1.8M-5.4%1.7M$2.1M6.0%-900K$-1.1M-4.5%
USU3US LONG BOND(CBT) SEP23----------------900K$-1.1M-4.5%
USZ3US LONG BOND(CBT) DEC23----1.4M$-1.6M-4.9%-1.4M$-1.6M-4.9%-1.6M$-1.8M-5.4%1.7M$2.1M6.0%---
USH4US LONG BOND(CBT) MAR24-1.4M$-1.6M-4.9%---------------
-WN - US ULTRA BOND-1.3M$-1.6M-4.8%-1.3M$-1.6M-4.8%-1.3M$-1.6M-4.8%-1.5M$-1.7M-5.2%1.6M$2.1M6.0%-800K$-1.1M-4.3%
WNU3US ULTRA BOND CBT SEP23----------------800K$-1.1M-4.3%
WNZ3US ULTRA BOND CBT DEC23----1.3M$-1.6M-4.8%-1.3M$-1.6M-4.8%-1.5M$-1.7M-5.2%1.6M$2.1M6.0%---
WNH4US ULTRA BOND CBT MAR24-1.3M$-1.6M-4.8%---------------
not investment advice - use at own risk - see terms - data by imgp funds

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dbmfwatch

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