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7 min read dbeh-update

DBEH update - 7 feb 2024

DBEH update - 7 feb 2024
dbmfwatch - DBEH | 2024-02-07 | changes found
descriptionsharesvaluepct1d chg1wk chg4wk chg13wk chg
BP - GBP FX CURR437.5K$551.1K1.7%0% | 0.5%0% | -0.8%75.0% | 73.5%133.3% | 139.0%
CD - CAD FX CURR600K$445.2K1.4%0% | 0.4%0% | -0.6%100.0% | 98.6%100.0% | 104.1%
DX - DOLLAR INDEX-28K$-2.9M-9.1%-3.7% | -3.5%-3.7% | -4.6%-75.0% | -78.1%-154.5% | -151.4%
EC - EUR FX CURR2.5M$2.7M8.4%5.3% | 5.3%5.3% | 4.3%66.7% | 63.8%122.2% | 123.3%
ED/SFR - 3MO EURDLR/SOFR7.8M$7.5M23.4%3.3% | 3.4%3.3% | 3.3%-18.4% | -18.5%55.0% | 55.9%
FA - S+P MID 400 EMINI700.0$1.9M6.0%0% | 0.5%0% | -1.3%-12.5% | -12.2%75.0% | 96.6%
JY - JPN YEN CURR8.8K$595.2K1.9%0% | 0.5%0% | -0.4%75.0% | 70.2%133.3% | 137.3%
MES - MSCI EMG MKTS2.5K$2.5M7.7%2.1% | 4.4%2.1% | 4.6%1.73K% | 1.75K%145.0% | 155.4%
MFS - MSCI EAFE1.3K$2.9M9.1%4.0% | 4.7%4.0% | 3.7%0% | 0.8%62.5% | 79.0%
NQ - NASDAQ 100 EMINI200.0$3.5M11.0%0% | -0.2%0% | 0.4%25.0% | 31.2%100.0% | 129.7%
RTY - RUSS 2000 EMINI750.0$1.5M4.6%7.1% | 8.1%7.1% | 4.7%-11.8% | -12.7%150.0% | 181.7%
TU - US 2YR NOTE7.4M$7.6M23.7%2.8% | 2.9%2.8% | 2.7%-17.8% | -18.0%54.2% | 55.6%
US - US LONG BOND-1.3M$-1.6M-4.9%0% | -0.7%0% | 0.2%-18.2% | -16.8%18.8% | 13.7%
WN - US ULTRA BOND-1.2M$-1.5M-4.8%0% | -0.8%0% | 0.3%-20.0% | -17.8%20.0% | 13.4%
not investment advice - use at own risk - see terms - data by imgp funds
dbmfwatch - DBEH | 2024-02-07 | history
2024-02-07 2024-02-06 (1d)2024-01-31 (1wk)2024-01-10 (4wk)2023-11-08 (13wk)2023-08-09 (26wk)2023-02-08 (52wk)
symboldescriptionsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepct
-BP - GBP FX CURR437.5K$551.1K1.7%437.5K$548.5K1.7%437.5K$555.6K1.7%250K$317.6K1.0%187.5K$230.6K0.7%250K$318.7K1.0%125K$150.5K0.8%
BPH3BP CURRENCY FUT MAR23------------------125K$150.5K0.8%
BPU3BP CURRENCY FUT SEP23---------------250K$318.7K1.0%---
BPZ3BP CURRENCY FUT DEC23------------187.5K$230.6K0.7%------
BPH4BP CURRENCY FUT MAR24437.5K$551.1K1.7%437.5K$548.5K1.7%437.5K$555.6K1.7%250K$317.6K1.0%---------
-CD - CAD FX CURR600K$445.2K1.4%600K$443.5K1.4%600K$448.1K1.4%300K$224.2K0.7%300K$218.1K0.7%300K$223.7K0.7%100K$74.6K0.4%
CDH3CAD CURRENCY FUT MAR23------------------100K$74.6K0.4%
CDU3CAD CURRENCY FUT SEP23---------------300K$223.7K0.7%---
CDZ3CAD CURRENCY FUT DEC23------------300K$218.1K0.7%------
CDH4CAD CURRENCY FUT MAR24600K$445.2K1.4%600K$443.5K1.4%600K$448.1K1.4%300K$224.2K0.7%---------
-DX - DOLLAR INDEX-28K$-2.9M-9.1%-27K$-2.8M-8.8%-27K$-2.8M-8.7%-16K$-1.6M-5.0%-11K$-1.2M-3.6%-14K$-1.4M-4.4%-6K$-619.8K-3.1%
DXH3DOLLAR INDEX MAR23-------------------6K$-619.8K-3.1%
DXU3DOLLAR INDEX SEP23----------------14K$-1.4M-4.4%---
DXZ3DOLLAR INDEX DEC23-------------11K$-1.2M-3.6%------
DXH4DOLLAR INDEX MAR24-28K$-2.9M-9.1%-27K$-2.8M-8.8%-27K$-2.8M-8.7%-16K$-1.6M-5.0%---------
-EC - EUR FX CURR2.5M$2.7M8.4%2.4M$2.6M8.0%2.4M$2.6M8.1%1.5M$1.6M5.1%1.1M$1.2M3.7%1.2M$1.4M4.2%625K$671.4K3.4%
ECH3EURO FX CURR FUT MAR23------------------625K$671.4K3.4%
ECU3EURO FX CURR FUT SEP23---------------1.2M$1.4M4.2%---
ECZ3EURO FX CURR FUT DEC23------------1.1M$1.2M3.7%------
ECH4EURO FX CURR FUT MAR242.5M$2.7M8.4%2.4M$2.6M8.0%2.4M$2.6M8.1%1.5M$1.6M5.1%---------
-ED/SFR - 3MO EURDLR/SOFR7.8M$7.5M23.4%7.5M$7.2M22.7%7.5M$7.2M22.6%9.5M$9.2M28.3%5M$4.8M14.8%250K$240.2K0.7%-6.8M$-6.5M-32.8%
SFRM43 MONTH SOFR FUT JUN24-------------------6.8M$-6.5M-32.8%
SFRZ43 MONTH SOFR FUT DEC24---------------250K$240.2K0.7%---
SFRH53 MONTH SOFR FUT MAR25------------5M$4.8M14.8%------
SFRM53 MONTH SOFR FUT JUN257.8M$7.5M23.4%7.5M$7.2M22.7%7.5M$7.2M22.6%9.5M$9.2M28.3%---------
-FA - S+P MID 400 EMINI700.0$1.9M6.0%700.0$1.9M6.0%700.0$2.0M6.1%800.0$2.2M6.8%400.0$982.4K3.0%800.0$2.2M6.5%700.0$1.9M9.6%
FAH3S+P MID 400 EMINI MAR23------------------700.0$1.9M9.6%
FAU3S+P MID 400 EMINI SEP23---------------800.0$2.2M6.5%---
FAZ3S+P MID 400 EMINI DEC23------------400.0$982.4K3.0%------
FAH4S+P MID 400 EMINI MAR24700.0$1.9M6.0%700.0$1.9M6.0%700.0$2.0M6.1%800.0$2.2M6.8%---------
-FF - FED FUND 30DAY---------1.3M$1.2M3.7%1.3M$1.2M3.6%----416.7K$-396.5K-2.0%
FFJ3FED FUND 30DAY APR23-------------------416.7K$-396.5K-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$595.2K1.9%8.8K$592.3K1.9%8.8K$597.3K1.9%5K$349.7K1.1%3.8K$250.9K0.8%5K$350.9K1.1%2.5K$191.6K1.0%
JYH3JPN YEN CURR FUT MAR23------------------2.5K$191.6K1.0%
JYU3JPN YEN CURR FUT SEP23---------------5K$350.9K1.1%---
JYZ3JPN YEN CURR FUT DEC23------------3.8K$250.9K0.8%------
JYH4JPN YEN CURR FUT MAR248.8K$595.2K1.9%8.8K$592.3K1.9%8.8K$597.3K1.9%5K$349.7K1.1%---------
-MES - MSCI EMG MKTS2.5K$2.5M7.7%2.4K$2.4M7.4%2.4K$2.4M7.4%-150.0$-149.8K-0.5%1K$969.7K3.0%150.0$150.5K0.5%-1.9K$-1.9M-9.8%
MESH3MSCI EMGMKT MAR23-------------------1.9K$-1.9M-9.8%
MESU3MSCI EMGMKT SEP23---------------150.0$150.5K0.5%---
MESZ3MSCI EMGMKT DEC23------------1K$969.7K3.0%------
MESH4MSCI EMGMKT MAR242.5K$2.5M7.7%2.4K$2.4M7.4%2.4K$2.4M7.4%-150.0$-149.8K-0.5%---------
-MFS - MSCI EAFE1.3K$2.9M9.1%1.2K$2.8M8.7%1.2K$2.8M8.8%1.3K$2.9M8.9%800.0$1.6M5.0%1.4K$3.1M9.4%900.0$1.9M9.6%
MFSH3MSCI EAFEMAR23------------------900.0$1.9M9.6%
MFSU3MSCI EAFESEP23---------------1.4K$3.1M9.4%---
MFSZ3MSCI EAFEDEC23------------800.0$1.6M5.0%------
MFSH4MSCI EAFEMAR241.3K$2.9M9.1%1.2K$2.8M8.7%1.2K$2.8M8.8%1.3K$2.9M8.9%---------
-NQ - NASDAQ 100 EMINI200.0$3.5M11.0%200.0$3.5M11.1%200.0$3.5M11.0%160.0$2.7M8.3%100.0$1.5M4.7%200.0$3.1M9.3%80.0$1.0M5.2%
NQH3NASDAQ 100E-MINI MAR23------------------80.0$1.0M5.2%
NQU3NASDAQ 100E-MINI SEP23---------------200.0$3.1M9.3%---
NQZ3NASDAQ 100E-MINI DEC23------------100.0$1.5M4.7%------
NQH4NASDAQ 100E-MINI MAR24200.0$3.5M11.0%200.0$3.5M11.1%200.0$3.5M11.0%160.0$2.7M8.3%---------
-RTY - RUSS 2000 EMINI750.0$1.5M4.6%700.0$1.4M4.3%700.0$1.4M4.4%850.0$1.7M5.2%300.0$522.0K1.6%1.1K$2.1M6.2%700.0$1.4M7.0%
RTYH3E-MINI RUSS 2000 MAR23------------------700.0$1.4M7.0%
RTYU3E-MINI RUSS 2000 SEP23---------------1.1K$2.1M6.2%---
RTYZ3E-MINI RUSS 2000 DEC23------------300.0$522.0K1.6%------
RTYH4E-MINI RUSS 2000 MAR24750.0$1.5M4.6%700.0$1.4M4.3%700.0$1.4M4.4%850.0$1.7M5.2%---------
-TU - US 2YR NOTE7.4M$7.6M23.7%7.2M$7.4M23.1%7.2M$7.4M23.1%9M$9.2M28.5%4.8M$4.9M15.0%400K$406.9K1.2%-6.4M$-6.5M-33.1%
TUH3US 2YR NOTE (CBT) MAR23-------------------6.4M$-6.5M-33.1%
TUU3US 2YR NOTE (CBT) SEP23---------------400K$406.9K1.2%---
TUZ3US 2YR NOTE (CBT) DEC23------------4.8M$4.9M15.0%------
TUH4US 2YR NOTE (CBT) MAR247.4M$7.6M23.7%7.2M$7.4M23.1%7.2M$7.4M23.1%9M$9.2M28.5%---------
-US - US LONG BOND-1.3M$-1.6M-4.9%-1.3M$-1.6M-4.9%-1.3M$-1.6M-4.9%-1.1M$-1.3M-4.2%-1.6M$-1.8M-5.6%500K$612.2K1.9%900K$1.2M5.8%
USH3US LONG BOND(CBT) MAR23------------------900K$1.2M5.8%
USU3US LONG BOND(CBT) SEP23---------------500K$612.2K1.9%---
USZ3US LONG BOND(CBT) DEC23-------------1.6M$-1.8M-5.6%------
USH4US LONG BOND(CBT) MAR24-1.3M$-1.6M-4.9%-1.3M$-1.6M-4.9%-1.3M$-1.6M-4.9%-1.1M$-1.3M-4.2%---------
-WN - US ULTRA BOND-1.2M$-1.5M-4.8%-1.2M$-1.5M-4.8%-1.2M$-1.5M-4.8%-1M$-1.3M-4.0%-1.5M$-1.8M-5.4%400K$513.2K1.6%900K$1.3M6.4%
WNH3US ULTRA BOND CBT MAR23------------------900K$1.3M6.4%
WNU3US ULTRA BOND CBT SEP23---------------400K$513.2K1.6%---
WNZ3US ULTRA BOND CBT DEC23-------------1.5M$-1.8M-5.4%------
WNH4US ULTRA BOND CBT MAR24-1.2M$-1.5M-4.8%-1.2M$-1.5M-4.8%-1.2M$-1.5M-4.8%-1M$-1.3M-4.0%---------
not investment advice - use at own risk - see terms - data by imgp funds

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