6 min read

DBEH update - 5 sep 2023

DBEH update - 5 sep 2023
dbmfwatch - DBEH | 2023-09-05 | no 1d changes
descriptionsharesvaluepct1d chg1wk chg4wk chg13wk chg
BP - GBP FX CURR312.5K$393.6K1.1%0% | -0.6%0% | -0.1%25.0% | 23.1%150.0% | 153.1%
CD - CAD FX CURR400K$294.2K0.8%0% | -0.6%0% | 0%33.3% | 31.0%300.0% | 295.2%
DX - DOLLAR INDEX-21K$-2.2M-6.3%0% | -0.6%0% | -0.2%-50.0% | -53.4%-200.0% | -200.7%
EC - EUR FX CURR1.9M$2.0M5.8%0% | -0.6%0% | -0.3%50.0% | 46.7%200.0% | 201.8%
ED/SFR - 3MO EURDLR/SOFR-4.5M$-4.3M-12.4%0% | 0%0% | -0.2%-1.90K% | -1.90K%40.0% | 40.4%
FA - S+P MID 400 EMINI900.0$2.4M6.9%0% | 0.9%0% | 2.5%12.5% | 10.8%12.5% | 21.2%
JY - JPN YEN CURR6.2K$428.6K1.2%0% | -0.5%0% | 0.2%25.0% | 21.3%150.0% | 138.9%
MES - MSCI EMG MKTS-1.2K$-1.2M-3.4%0% | -1.3%0% | -0.8%-900.0% | -880.9%-175.0% | -175.2%
MFS - MSCI EAFE1.4K$3.1M8.8%0% | 0%0% | 0.7%0% | -2.1%-17.1% | -16.8%
NQ - NASDAQ 100 EMINI180.0$2.8M8.0%0% | -0.1%0% | 2.8%-10.0% | -9.8%28.6% | 36.7%
RTY - RUSS 2000 EMINI1.1K$2.2M6.4%0% | 1.1%0% | 2.6%9.5% | 7.0%187.5% | 205.5%
TU - US 2YR NOTE-4.4M$-4.5M-12.9%0% | 0%0% | -0.7%-1.20K% | -1.20K%37.1% | 37.7%
US - US LONG BOND1.7M$2.0M5.9%0% | -1.1%0% | 0.3%240.0% | 236.6%288.9% | 277.7%
WN - US ULTRA BOND1.6M$2.0M5.9%0% | -1.3%0% | 1.6%300.0% | 301.8%300.0% | 287.8%
not investment advice - use at own risk - see terms - data by imgp funds
dbmfwatch - DBEH | 2023-09-05 | history
2023-09-05 2023-09-01 (1d)2023-08-29 (1wk)2023-08-08 (4wk)2023-06-06 (13wk)2023-03-07 (26wk)
symboldescriptionsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepct
-BP - GBP FX CURR312.5K$393.6K1.1%312.5K$395.8K1.1%312.5K$393.9K1.2%250K$319.7K1.0%125K$155.5K0.6%-62.5K$-75.1K-0.3%
BPH3BP CURRENCY FUT MAR23----------------62.5K$-75.1K-0.3%
BPM3BP CURRENCY FUT JUN23------------125K$155.5K0.6%---
BPU3BP CURRENCY FUT SEP23312.5K$393.6K1.1%312.5K$395.8K1.1%312.5K$393.9K1.2%250K$319.7K1.0%------
-CD - CAD FX CURR400K$294.2K0.8%400K$295.9K0.8%400K$294.1K0.9%300K$224.6K0.7%100K$74.4K0.3%---
CDM3CAD CURRENCY FUT JUN23------------100K$74.4K0.3%---
CDU3CAD CURRENCY FUT SEP23400K$294.2K0.8%400K$295.9K0.8%400K$294.1K0.9%300K$224.6K0.7%------
-DX - DOLLAR INDEX-21K$-2.2M-6.3%-21K$-2.2M-6.2%-21K$-2.2M-6.4%-14K$-1.4M-4.3%-7K$-727.6K-2.8%2K$208.7K0.8%
DXH3DOLLAR INDEX MAR23---------------2K$208.7K0.8%
DXM3DOLLAR INDEX JUN23-------------7K$-727.6K-2.8%---
DXU3DOLLAR INDEX SEP23-21K$-2.2M-6.3%-21K$-2.2M-6.2%-21K$-2.2M-6.4%-14K$-1.4M-4.3%------
-EC - EUR FX CURR1.9M$2.0M5.8%1.9M$2.0M5.8%1.9M$2.0M6.0%1.2M$1.4M4.2%625K$670.2K2.6%-250K$-267K-1.0%
ECH3EURO FX CURR FUT MAR23----------------250K$-267K-1.0%
ECM3EURO FX CURR FUT JUN23------------625K$670.2K2.6%---
ECU3EURO FX CURR FUT SEP231.9M$2.0M5.8%1.9M$2.0M5.8%1.9M$2.0M6.0%1.2M$1.4M4.2%------
-ED/SFR - 3MO EURDLR/SOFR-4.5M$-4.3M-12.4%-4.5M$-4.3M-12.4%-4.5M$-4.3M-12.7%250K$240.2K0.7%-7.5M$-7.2M-27.6%-10.2M$-9.8M-36.4%
SFRM43 MONTH SOFR FUT JUN24----------------10.2M$-9.8M-36.4%
SFRU43 MONTH SOFR FUT SEP24-------------7.5M$-7.2M-27.6%---
SFRZ43 MONTH SOFR FUT DEC24-4.5M$-4.3M-12.4%-4.5M$-4.3M-12.4%-4.5M$-4.3M-12.7%250K$240.2K0.7%------
-FA - S+P MID 400 EMINI900.0$2.4M6.9%900.0$2.4M6.8%900.0$2.3M6.9%800.0$2.2M6.6%800.0$2.0M7.6%1.2K$3.1M11.7%
FAH3S+P MID 400 EMINI MAR23---------------1.2K$3.1M11.7%
FAM3S+P MID 400 EMINI JUN23------------800.0$2.0M7.6%---
FAU3S+P MID 400 EMINI SEP23900.0$2.4M6.9%900.0$2.4M6.8%900.0$2.3M6.9%800.0$2.2M6.6%------
FFJ3FED FUND 30DAY APR23---------------416.7K$396.3K1.5%
-JY - JPN YEN CURR6.2K$428.6K1.2%6.2K$430.8K1.2%6.2K$427.9K1.3%5K$353.4K1.1%2.5K$179.4K0.7%-1.2K$-92.0K-0.3%
JYH3JPN YEN CURR FUT MAR23----------------1.2K$-92.0K-0.3%
JYM3JPN YEN CURR FUT JUN23------------2.5K$179.4K0.7%---
JYU3JPN YEN CURR FUT SEP236.2K$428.6K1.2%6.2K$430.8K1.2%6.2K$427.9K1.3%5K$353.4K1.1%------
-MES - MSCI EMG MKTS-1.2K$-1.2M-3.4%-1.2K$-1.2M-3.4%-1.2K$-1.2M-3.5%150.0$152.4K0.5%1.6K$1.6M6.0%-700.0$-694.9K-2.6%
MESH3MSCI EMGMKT MAR23----------------700.0$-694.9K-2.6%
MESM3MSCI EMGMKT JUN23------------1.6K$1.6M6.0%---
MESU3MSCI EMGMKT SEP23-1.2K$-1.2M-3.4%-1.2K$-1.2M-3.4%-1.2K$-1.2M-3.5%150.0$152.4K0.5%------
-MFS - MSCI EAFE1.4K$3.1M8.8%1.4K$3.1M8.8%1.4K$3.0M9.0%1.4K$3.1M9.5%1.8K$3.7M14.0%1.6K$3.4M12.8%
MFSH3MSCI EAFEMAR23---------------1.6K$3.4M12.8%
MFSM3MSCI EAFEJUN23------------1.8K$3.7M14.0%---
MFSU3MSCI EAFESEP231.4K$3.1M8.8%1.4K$3.1M8.8%1.4K$3.0M9.0%1.4K$3.1M9.5%------
-NQ - NASDAQ 100 EMINI180.0$2.8M8.0%180.0$2.8M8.0%180.0$2.7M8.0%200.0$3.1M9.4%140.0$2.0M7.8%120.0$1.5M5.5%
NQH3NASDAQ 100E-MINI MAR23---------------120.0$1.5M5.5%
NQM3NASDAQ 100E-MINI JUN23------------140.0$2.0M7.8%---
NQU3NASDAQ 100E-MINI SEP23180.0$2.8M8.0%180.0$2.8M8.0%180.0$2.7M8.0%200.0$3.1M9.4%------
-RTY - RUSS 2000 EMINI1.1K$2.2M6.4%1.1K$2.2M6.3%1.1K$2.2M6.4%1.1K$2.1M6.3%400.0$723.8K2.8%1.3K$2.5M9.2%
RTYH3E-MINI RUSS 2000 MAR23---------------1.3K$2.5M9.2%
RTYM3E-MINI RUSS 2000 JUN23------------400.0$723.8K2.8%---
RTYU3E-MINI RUSS 2000 SEP231.1K$2.2M6.4%1.1K$2.2M6.3%1.1K$2.2M6.4%1.1K$2.1M6.3%------
-TU - US 2YR NOTE-4.4M$-4.5M-12.9%-4.4M$-4.5M-12.9%-4.4M$-4.5M-13.1%400K$406.9K1.2%-7M$-7.2M-27.5%-9.6M$-9.8M-36.3%
TUM3US 2YR NOTE (CBT) JUN23----------------9.6M$-9.8M-36.3%
TUU3US 2YR NOTE (CBT) SEP23-------4.4M$-4.5M-13.1%400K$406.9K1.2%-7M$-7.2M-27.5%---
TUZ3US 2YR NOTE (CBT) DEC23-4.4M$-4.5M-12.9%-4.4M$-4.5M-12.9%------------
-US - US LONG BOND1.7M$2.0M5.9%1.7M$2.1M5.9%1.7M$2.0M6.0%500K$607.8K1.8%-900K$-1.2M-4.4%400K$498.5K1.9%
USM3US LONG BOND(CBT) JUN23---------------400K$498.5K1.9%
USU3US LONG BOND(CBT) SEP23------1.7M$2.0M6.0%500K$607.8K1.8%-900K$-1.2M-4.4%---
USZ3US LONG BOND(CBT) DEC231.7M$2.0M5.9%1.7M$2.1M5.9%------------
-WN - US ULTRA BOND1.6M$2.0M5.9%1.6M$2.1M5.9%1.6M$2.0M5.9%400K$508.9K1.5%-800K$-1.1M-4.2%400K$541K2.0%
WNM3US ULTRA BOND CBT JUN23---------------400K$541K2.0%
WNU3US ULTRA BOND CBT SEP23------1.6M$2.0M5.9%400K$508.9K1.5%-800K$-1.1M-4.2%---
WNZ3US ULTRA BOND CBT DEC231.6M$2.0M5.9%1.6M$2.1M5.9%------------
not investment advice - use at own risk - see terms - data by imgp funds