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7 min read dbeh-update

DBEH update - 6 feb 2024

DBEH update - 6 feb 2024
dbmfwatch - DBEH | 2024-02-06 | no 1d changes
descriptionsharesvaluepct1d chg1wk chg4wk chg13wk chg
BP - GBP FX CURR437.5K$548.5K1.7%0% | -0.8%0% | -1.3%75.0% | 71.9%133.3% | 136.8%
CD - CAD FX CURR600K$443.5K1.4%0% | -0.6%0% | -0.8%100.0% | 97.2%100.0% | 102.3%
DX - DOLLAR INDEX-27K$-2.8M-8.8%0% | -0.5%0% | -0.9%-68.8% | -72.7%-145.5% | -143.8%
EC - EUR FX CURR2.4M$2.6M8.0%0% | -0.5%0% | -0.7%58.3% | 55.0%111.1% | 111.5%
ED/SFR - 3MO EURDLR/SOFR7.5M$7.2M22.7%0% | -0.1%0% | -0.2%-21.1% | -21.3%50.0% | 50.9%
FA - S+P MID 400 EMINI700.0$1.9M6.0%0% | -1.2%0% | -2.0%-12.5% | -13.2%75.0% | 95.1%
JY - JPN YEN CURR8.8K$592.3K1.9%0% | -0.3%0% | -0.8%75.0% | 68.8%133.3% | 135.3%
MES - MSCI EMG MKTS2.4K$2.4M7.4%0% | 0.1%0% | -0.7%1.70K% | 1.66K%140.0% | 144.0%
MFS - MSCI EAFE1.2K$2.8M8.7%0% | -0.6%0% | -1.1%-3.8% | -4.5%56.2% | 69.8%
NQ - NASDAQ 100 EMINI200.0$3.5M11.1%0% | -0.2%0% | 0%25.0% | 31.7%100.0% | 132.4%
RTY - RUSS 2000 EMINI700.0$1.4M4.3%0% | -1.4%0% | -3.9%-17.6% | -20.1%133.3% | 159.8%
TU - US 2YR NOTE7.2M$7.4M23.1%0% | -0.2%0% | -0.3%-20.0% | -20.3%50.0% | 51.3%
US - US LONG BOND-1.3M$-1.6M-4.9%0% | 1.5%0% | 0.3%-18.2% | -15.9%18.8% | 13.2%
WN - US ULTRA BOND-1.2M$-1.5M-4.8%0% | 2.0%0% | 0.2%-20.0% | -16.5%20.0% | 12.8%
not investment advice - use at own risk - see terms - data by imgp funds
dbmfwatch - DBEH | 2024-02-06 | history
2024-02-06 2024-02-05 (1d)2024-01-30 (1wk)2024-01-09 (4wk)2023-11-07 (13wk)2023-08-08 (26wk)2023-02-07 (52wk)
symboldescriptionsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepct
-BP - GBP FX CURR437.5K$548.5K1.7%437.5K$553.1K1.7%437.5K$555.5K1.7%250K$319.1K1.0%187.5K$231.7K0.7%250K$319.7K1.0%125K$150.4K0.8%
BPH3BP CURRENCY FUT MAR23------------------125K$150.4K0.8%
BPU3BP CURRENCY FUT SEP23---------------250K$319.7K1.0%---
BPZ3BP CURRENCY FUT DEC23------------187.5K$231.7K0.7%------
BPH4BP CURRENCY FUT MAR24437.5K$548.5K1.7%437.5K$553.1K1.7%437.5K$555.5K1.7%250K$319.1K1.0%---------
-CD - CAD FX CURR600K$443.5K1.4%600K$446.0K1.4%600K$447K1.4%300K$224.9K0.7%300K$219.3K0.7%300K$224.6K0.7%100K$74.4K0.4%
CDH3CAD CURRENCY FUT MAR23------------------100K$74.4K0.4%
CDU3CAD CURRENCY FUT SEP23---------------300K$224.6K0.7%---
CDZ3CAD CURRENCY FUT DEC23------------300K$219.3K0.7%------
CDH4CAD CURRENCY FUT MAR24600K$443.5K1.4%600K$446.0K1.4%600K$447K1.4%300K$224.9K0.7%---------
-DX - DOLLAR INDEX-27K$-2.8M-8.8%-27K$-2.8M-8.8%-27K$-2.8M-8.5%-16K$-1.6M-5.0%-11K$-1.2M-3.6%-14K$-1.4M-4.3%-6K$-621.0K-3.1%
DXH3DOLLAR INDEX MAR23-------------------6K$-621.0K-3.1%
DXU3DOLLAR INDEX SEP23----------------14K$-1.4M-4.3%---
DXZ3DOLLAR INDEX DEC23-------------11K$-1.2M-3.6%------
DXH4DOLLAR INDEX MAR24-27K$-2.8M-8.8%-27K$-2.8M-8.8%-27K$-2.8M-8.5%-16K$-1.6M-5.0%---------
-EC - EUR FX CURR2.4M$2.6M8.0%2.4M$2.6M8.0%2.4M$2.6M7.9%1.5M$1.6M5.1%1.1M$1.2M3.7%1.2M$1.4M4.2%625K$671.7K3.4%
ECH3EURO FX CURR FUT MAR23------------------625K$671.7K3.4%
ECU3EURO FX CURR FUT SEP23---------------1.2M$1.4M4.2%---
ECZ3EURO FX CURR FUT DEC23------------1.1M$1.2M3.7%------
ECH4EURO FX CURR FUT MAR242.4M$2.6M8.0%2.4M$2.6M8.0%2.4M$2.6M7.9%1.5M$1.6M5.1%---------
-ED/SFR - 3MO EURDLR/SOFR7.5M$7.2M22.7%7.5M$7.2M22.7%7.5M$7.2M22.1%9.5M$9.2M28.2%5M$4.8M14.7%250K$240.2K0.7%-6.8M$-6.5M-32.9%
SFRM43 MONTH SOFR FUT JUN24-------------------6.8M$-6.5M-32.9%
SFRZ43 MONTH SOFR FUT DEC24---------------250K$240.2K0.7%---
SFRH53 MONTH SOFR FUT MAR25------------5M$4.8M14.7%------
SFRM53 MONTH SOFR FUT JUN257.5M$7.2M22.7%7.5M$7.2M22.7%7.5M$7.2M22.1%9.5M$9.2M28.2%---------
-FA - S+P MID 400 EMINI700.0$1.9M6.0%700.0$1.9M6.1%700.0$2.0M6.0%800.0$2.2M6.8%400.0$985.2K3.0%800.0$2.2M6.6%700.0$1.9M9.5%
FAH3S+P MID 400 EMINI MAR23------------------700.0$1.9M9.5%
FAU3S+P MID 400 EMINI SEP23---------------800.0$2.2M6.6%---
FAZ3S+P MID 400 EMINI DEC23------------400.0$985.2K3.0%------
FAH4S+P MID 400 EMINI MAR24700.0$1.9M6.0%700.0$1.9M6.1%700.0$2.0M6.0%800.0$2.2M6.8%---------
-FF - FED FUND 30DAY---------1.3M$1.2M3.6%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$1.2M3.6%---------
-JY - JPN YEN CURR8.8K$592.3K1.9%8.8K$593.9K1.9%8.8K$597.2K1.8%5K$350.8K1.1%3.8K$251.7K0.8%5K$353.4K1.1%2.5K$189.5K1.0%
JYH3JPN YEN CURR FUT MAR23------------------2.5K$189.5K1.0%
JYU3JPN YEN CURR FUT SEP23---------------5K$353.4K1.1%---
JYZ3JPN YEN CURR FUT DEC23------------3.8K$251.7K0.8%------
JYH4JPN YEN CURR FUT MAR248.8K$592.3K1.9%8.8K$593.9K1.9%8.8K$597.2K1.8%5K$350.8K1.1%---------
-MES - MSCI EMG MKTS2.4K$2.4M7.4%2.4K$2.4M7.4%2.4K$2.4M7.3%-150.0$-152.0K-0.5%1K$971.8K3.0%150.0$152.4K0.5%-1.9K$-1.9M-9.8%
MESH3MSCI EMGMKT MAR23-------------------1.9K$-1.9M-9.8%
MESU3MSCI EMGMKT SEP23---------------150.0$152.4K0.5%---
MESZ3MSCI EMGMKT DEC23------------1K$971.8K3.0%------
MESH4MSCI EMGMKT MAR242.4K$2.4M7.4%2.4K$2.4M7.4%2.4K$2.4M7.3%-150.0$-152.0K-0.5%---------
-MFS - MSCI EAFE1.2K$2.8M8.7%1.2K$2.8M8.7%1.2K$2.8M8.6%1.3K$2.9M8.9%800.0$1.6M5.0%1.4K$3.1M9.5%900.0$1.9M9.5%
MFSH3MSCI EAFEMAR23------------------900.0$1.9M9.5%
MFSU3MSCI EAFESEP23---------------1.4K$3.1M9.5%---
MFSZ3MSCI EAFEDEC23------------800.0$1.6M5.0%------
MFSH4MSCI EAFEMAR241.2K$2.8M8.7%1.2K$2.8M8.7%1.2K$2.8M8.6%1.3K$2.9M8.9%---------
-NQ - NASDAQ 100 EMINI200.0$3.5M11.1%200.0$3.5M11.1%200.0$3.5M10.8%160.0$2.7M8.3%100.0$1.5M4.7%200.0$3.1M9.4%80.0$1.0M5.1%
NQH3NASDAQ 100E-MINI MAR23------------------80.0$1.0M5.1%
NQU3NASDAQ 100E-MINI SEP23---------------200.0$3.1M9.4%---
NQZ3NASDAQ 100E-MINI DEC23------------100.0$1.5M4.7%------
NQH4NASDAQ 100E-MINI MAR24200.0$3.5M11.1%200.0$3.5M11.1%200.0$3.5M10.8%160.0$2.7M8.3%---------
-RTY - RUSS 2000 EMINI700.0$1.4M4.3%700.0$1.4M4.3%700.0$1.4M4.3%850.0$1.7M5.2%300.0$523.7K1.6%1.1K$2.1M6.3%700.0$1.4M7.0%
RTYH3E-MINI RUSS 2000 MAR23------------------700.0$1.4M7.0%
RTYU3E-MINI RUSS 2000 SEP23---------------1.1K$2.1M6.3%---
RTYZ3E-MINI RUSS 2000 DEC23------------300.0$523.7K1.6%------
RTYH4E-MINI RUSS 2000 MAR24700.0$1.4M4.3%700.0$1.4M4.3%700.0$1.4M4.3%850.0$1.7M5.2%---------
-TU - US 2YR NOTE7.2M$7.4M23.1%7.2M$7.4M23.1%7.2M$7.4M22.6%9M$9.2M28.4%4.8M$4.9M15.0%400K$406.9K1.2%-6.4M$-6.6M-33.2%
TUH3US 2YR NOTE (CBT) MAR23-------------------6.4M$-6.6M-33.2%
TUU3US 2YR NOTE (CBT) SEP23---------------400K$406.9K1.2%---
TUZ3US 2YR NOTE (CBT) DEC23------------4.8M$4.9M15.0%------
TUH4US 2YR NOTE (CBT) MAR247.2M$7.4M23.1%7.2M$7.4M23.1%7.2M$7.4M22.6%9M$9.2M28.4%---------
-US - US LONG BOND-1.3M$-1.6M-4.9%-1.3M$-1.6M-5.0%-1.3M$-1.6M-4.8%-1.1M$-1.3M-4.1%-1.6M$-1.8M-5.5%500K$607.8K1.8%900K$1.2M5.9%
USH3US LONG BOND(CBT) MAR23------------------900K$1.2M5.9%
USU3US LONG BOND(CBT) SEP23---------------500K$607.8K1.8%---
USZ3US LONG BOND(CBT) DEC23-------------1.6M$-1.8M-5.5%------
USH4US LONG BOND(CBT) MAR24-1.3M$-1.6M-4.9%-1.3M$-1.6M-5.0%-1.3M$-1.6M-4.8%-1.1M$-1.3M-4.1%---------
-WN - US ULTRA BOND-1.2M$-1.5M-4.8%-1.2M$-1.5M-4.8%-1.2M$-1.5M-4.6%-1M$-1.3M-4.0%-1.5M$-1.7M-5.3%400K$508.9K1.5%900K$1.3M6.5%
WNH3US ULTRA BOND CBT MAR23------------------900K$1.3M6.5%
WNU3US ULTRA BOND CBT SEP23---------------400K$508.9K1.5%---
WNZ3US ULTRA BOND CBT DEC23-------------1.5M$-1.7M-5.3%------
WNH4US ULTRA BOND CBT MAR24-1.2M$-1.5M-4.8%-1.2M$-1.5M-4.8%-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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