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7 min read dbeh-update

DBEH update - 5 feb 2024

DBEH update - 5 feb 2024
dbmfwatch - DBEH | 2024-02-05 | no 1d changes
descriptionsharesvaluepct1d chg1wk chg4wk chg13wk chg
BP - GBP FX CURR437.5K$553.1K1.7%0% | -0.9%0% | -0.5%75.0% | 73.8%133.3% | 138.2%
CD - CAD FX CURR600K$446.0K1.4%0% | -0.6%0% | -0.1%100.0% | 98.5%100.0% | 102.9%
DX - DOLLAR INDEX-27K$-2.8M-8.8%0% | -0.9%3.6% | 3.1%-68.8% | -71.5%-145.5% | -142.9%
EC - EUR FX CURR2.4M$2.6M8.0%0% | -0.7%-5.0% | -5.6%58.3% | 55.9%111.1% | 112.2%
ED/SFR - 3MO EURDLR/SOFR7.5M$7.2M22.7%0% | -0.2%-3.2% | -3.2%-21.1% | -21.1%50.0% | 50.9%
FA - S+P MID 400 EMINI700.0$1.9M6.1%0% | 0%0% | 0%-12.5% | -11.1%75.0% | 95.5%
JY - JPN YEN CURR8.8K$593.9K1.9%0% | -1.4%0% | -0.3%75.0% | 69.9%133.3% | 134.9%
MES - MSCI EMG MKTS2.4K$2.4M7.4%0% | -0.3%-2.0% | -2.8%1.70K% | 1.66K%140.0% | 145.9%
MFS - MSCI EAFE1.2K$2.8M8.7%0% | -0.8%-3.8% | -3.9%-3.8% | -3.0%56.2% | 70.0%
NQ - NASDAQ 100 EMINI200.0$3.5M11.1%0% | 1.7%0% | 1.2%25.0% | 34.7%100.0% | 133.7%
RTY - RUSS 2000 EMINI700.0$1.4M4.3%0% | -0.6%-6.7% | -7.5%-17.6% | -17.5%133.3% | 160.1%
TU - US 2YR NOTE7.2M$7.4M23.1%0% | -0.3%-2.7% | -2.7%-20.0% | -20.1%50.0% | 51.3%
US - US LONG BOND-1.3M$-1.6M-5.0%0% | 1.7%0% | -2.0%-18.2% | -18.1%18.8% | 12.9%
WN - US ULTRA BOND-1.2M$-1.5M-4.8%0% | 2.1%0% | -2.8%-20.0% | -19.5%20.0% | 12.3%
not investment advice - use at own risk - see terms - data by imgp funds
dbmfwatch - DBEH | 2024-02-05 | history
2024-02-05 2024-02-02 (1d)2024-01-29 (1wk)2024-01-08 (4wk)2023-11-06 (13wk)2023-08-07 (26wk)2023-02-06 (52wk)
symboldescriptionsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepct
-BP - GBP FX CURR437.5K$553.1K1.7%437.5K$557.9K1.7%437.5K$556.0K1.7%250K$318.2K1.0%187.5K$232.2K0.7%250K$318.9K1.1%125K$150.8K0.8%
BPH3BP CURRENCY FUT MAR23------------------125K$150.8K0.8%
BPU3BP CURRENCY FUT SEP23---------------250K$318.9K1.1%---
BPZ3BP CURRENCY FUT DEC23------------187.5K$232.2K0.7%------
BPH4BP CURRENCY FUT MAR24437.5K$553.1K1.7%437.5K$557.9K1.7%437.5K$556.0K1.7%250K$318.2K1.0%---------
-CD - CAD FX CURR600K$446.0K1.4%600K$448.5K1.4%600K$446.4K1.4%300K$224.7K0.7%300K$219.8K0.7%300K$224.3K0.7%100K$74.7K0.4%
CDH3CAD CURRENCY FUT MAR23------------------100K$74.7K0.4%
CDU3CAD CURRENCY FUT SEP23---------------300K$224.3K0.7%---
CDZ3CAD CURRENCY FUT DEC23------------300K$219.8K0.7%------
CDH4CAD CURRENCY FUT MAR24600K$446.0K1.4%600K$448.5K1.4%600K$446.4K1.4%300K$224.7K0.7%---------
-DX - DOLLAR INDEX-27K$-2.8M-8.8%-27K$-2.8M-8.7%-28K$-2.9M-8.8%-16K$-1.6M-5.1%-11K$-1.2M-3.5%-14K$-1.4M-4.7%-6K$-616.5K-3.1%
DXH3DOLLAR INDEX MAR23-------------------6K$-616.5K-3.1%
DXU3DOLLAR INDEX SEP23----------------14K$-1.4M-4.7%---
DXZ3DOLLAR INDEX DEC23-------------11K$-1.2M-3.5%------
DXH4DOLLAR INDEX MAR24-27K$-2.8M-8.8%-27K$-2.8M-8.7%-28K$-2.9M-8.8%-16K$-1.6M-5.1%---------
-EC - EUR FX CURR2.4M$2.6M8.0%2.4M$2.6M8.1%2.5M$2.7M8.3%1.5M$1.6M5.1%1.1M$1.2M3.7%1.2M$1.4M4.6%625K$676.8K3.4%
ECH3EURO FX CURR FUT MAR23------------------625K$676.8K3.4%
ECU3EURO FX CURR FUT SEP23---------------1.2M$1.4M4.6%---
ECZ3EURO FX CURR FUT DEC23------------1.1M$1.2M3.7%------
ECH4EURO FX CURR FUT MAR242.4M$2.6M8.0%2.4M$2.6M8.1%2.5M$2.7M8.3%1.5M$1.6M5.1%---------
-ED/SFR - 3MO EURDLR/SOFR7.5M$7.2M22.7%7.5M$7.3M22.7%7.8M$7.5M22.9%9.5M$9.2M28.4%5M$4.8M14.8%250K$240K0.8%-6.8M$-6.5M-32.9%
SFRM43 MONTH SOFR FUT JUN24-------------------6.8M$-6.5M-32.9%
SFRZ43 MONTH SOFR FUT DEC24---------------250K$240K0.8%---
SFRH53 MONTH SOFR FUT MAR25------------5M$4.8M14.8%------
SFRM53 MONTH SOFR FUT JUN257.5M$7.2M22.7%7.5M$7.3M22.7%7.8M$7.5M22.9%9.5M$9.2M28.4%---------
-FA - S+P MID 400 EMINI700.0$1.9M6.1%700.0$1.9M6.1%700.0$1.9M5.9%800.0$2.2M6.8%400.0$994.9K3.1%800.0$2.2M7.1%700.0$1.9M9.6%
FAH3S+P MID 400 EMINI MAR23------------------700.0$1.9M9.6%
FAU3S+P MID 400 EMINI SEP23---------------800.0$2.2M7.1%---
FAZ3S+P MID 400 EMINI DEC23------------400.0$994.9K3.1%------
FAH4S+P MID 400 EMINI MAR24700.0$1.9M6.1%700.0$1.9M6.1%700.0$1.9M5.9%800.0$2.2M6.8%---------
-FF - FED FUND 30DAY---------1.3M$1.2M3.7%1.3M$1.2M3.6%----416.7K$-396.6K-2.0%
FFJ3FED FUND 30DAY APR23-------------------416.7K$-396.6K-2.0%
FFF4FED FUND 30DAY JAN24------------1.3M$1.2M3.6%------
FFJ4FED FUND 30DAY APR24---------1.3M$1.2M3.7%---------
-JY - JPN YEN CURR8.8K$593.9K1.9%8.8K$602.4K1.9%8.8K$595.4K1.8%5K$349.5K1.1%3.8K$252.9K0.8%5K$354.9K1.2%2.5K$191.7K1.0%
JYH3JPN YEN CURR FUT MAR23------------------2.5K$191.7K1.0%
JYU3JPN YEN CURR FUT SEP23---------------5K$354.9K1.2%---
JYZ3JPN YEN CURR FUT DEC23------------3.8K$252.9K0.8%------
JYH4JPN YEN CURR FUT MAR248.8K$593.9K1.9%8.8K$602.4K1.9%8.8K$595.4K1.8%5K$349.5K1.1%---------
-MES - MSCI EMG MKTS2.4K$2.4M7.4%2.4K$2.4M7.4%2.5K$2.4M7.5%-150.0$-151.6K-0.5%1K$963.6K3.0%150.0$152.7K0.5%-1.9K$-2.0M-9.9%
MESH3MSCI EMGMKT MAR23-------------------1.9K$-2.0M-9.9%
MESU3MSCI EMGMKT SEP23---------------150.0$152.7K0.5%---
MESZ3MSCI EMGMKT DEC23------------1K$963.6K3.0%------
MESH4MSCI EMGMKT MAR242.4K$2.4M7.4%2.4K$2.4M7.4%2.5K$2.4M7.5%-150.0$-151.6K-0.5%---------
-MFS - MSCI EAFE1.2K$2.8M8.7%1.2K$2.8M8.8%1.3K$2.9M8.9%1.3K$2.9M8.9%800.0$1.6M5.1%1.4K$3.1M10.3%900.0$1.9M9.6%
MFSH3MSCI EAFEMAR23------------------900.0$1.9M9.6%
MFSU3MSCI EAFESEP23---------------1.4K$3.1M10.3%---
MFSZ3MSCI EAFEDEC23------------800.0$1.6M5.1%------
MFSH4MSCI EAFEMAR241.2K$2.8M8.7%1.2K$2.8M8.8%1.3K$2.9M8.9%1.3K$2.9M8.9%---------
-NQ - NASDAQ 100 EMINI200.0$3.5M11.1%200.0$3.5M10.9%200.0$3.5M10.7%160.0$2.6M8.1%100.0$1.5M4.7%200.0$3.1M10.2%80.0$1.0M5.1%
NQH3NASDAQ 100E-MINI MAR23------------------80.0$1.0M5.1%
NQU3NASDAQ 100E-MINI SEP23---------------200.0$3.1M10.2%---
NQZ3NASDAQ 100E-MINI DEC23------------100.0$1.5M4.7%------
NQH4NASDAQ 100E-MINI MAR24200.0$3.5M11.1%200.0$3.5M10.9%200.0$3.5M10.7%160.0$2.6M8.1%---------
-RTY - RUSS 2000 EMINI700.0$1.4M4.3%700.0$1.4M4.3%750.0$1.5M4.6%850.0$1.7M5.2%300.0$530.3K1.6%1.1K$2.1M6.8%700.0$1.4M7.1%
RTYH3E-MINI RUSS 2000 MAR23------------------700.0$1.4M7.1%
RTYU3E-MINI RUSS 2000 SEP23---------------1.1K$2.1M6.8%---
RTYZ3E-MINI RUSS 2000 DEC23------------300.0$530.3K1.6%------
RTYH4E-MINI RUSS 2000 MAR24700.0$1.4M4.3%700.0$1.4M4.3%750.0$1.5M4.6%850.0$1.7M5.2%---------
-TU - US 2YR NOTE7.2M$7.4M23.1%7.2M$7.4M23.2%7.4M$7.6M23.2%9M$9.2M28.6%4.8M$4.9M15.0%400K$406.7K1.3%-6.4M$-6.6M-33.2%
TUH3US 2YR NOTE (CBT) MAR23-------------------6.4M$-6.6M-33.2%
TUU3US 2YR NOTE (CBT) SEP23---------------400K$406.7K1.3%---
TUZ3US 2YR NOTE (CBT) DEC23------------4.8M$4.9M15.0%------
TUH4US 2YR NOTE (CBT) MAR247.2M$7.4M23.1%7.2M$7.4M23.2%7.4M$7.6M23.2%9M$9.2M28.6%---------
-US - US LONG BOND-1.3M$-1.6M-5.0%-1.3M$-1.6M-5.0%-1.3M$-1.6M-4.8%-1.1M$-1.3M-4.1%-1.6M$-1.8M-5.6%500K$610K2.0%900K$1.2M5.9%
USH3US LONG BOND(CBT) MAR23------------------900K$1.2M5.9%
USU3US LONG BOND(CBT) SEP23---------------500K$610K2.0%---
USZ3US LONG BOND(CBT) DEC23-------------1.6M$-1.8M-5.6%------
USH4US LONG BOND(CBT) MAR24-1.3M$-1.6M-5.0%-1.3M$-1.6M-5.0%-1.3M$-1.6M-4.8%-1.1M$-1.3M-4.1%---------
-WN - US ULTRA BOND-1.2M$-1.5M-4.8%-1.2M$-1.6M-4.9%-1.2M$-1.5M-4.6%-1M$-1.3M-4.0%-1.5M$-1.8M-5.4%400K$512.2K1.7%900K$1.3M6.5%
WNH3US ULTRA BOND CBT MAR23------------------900K$1.3M6.5%
WNU3US ULTRA BOND CBT SEP23---------------400K$512.2K1.7%---
WNZ3US ULTRA BOND CBT DEC23-------------1.5M$-1.8M-5.4%------
WNH4US ULTRA BOND CBT MAR24-1.2M$-1.5M-4.8%-1.2M$-1.6M-4.9%-1.2M$-1.5M-4.6%-1M$-1.3M-4.0%---------
not investment advice - use at own risk - see terms - data by imgp funds

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dbmfwatch

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