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7 min read dbeh-update

DBEH update - 8 feb 2024

DBEH update - 8 feb 2024
dbmfwatch - DBEH | 2024-02-08 | no 1d changes
descriptionsharesvaluepct1d chg1wk chg4wk chg13wk chg
BP - GBP FX CURR437.5K$552.6K1.7%0% | 0.3%0% | -0.7%75.0% | 73.4%133.3% | 139.9%
CD - CAD FX CURR600K$445.8K1.4%0% | 0.1%0% | -0.5%100.0% | 98.6%100.0% | 105.0%
DX - DOLLAR INDEX-28K$-2.9M-8.9%0% | 0.1%-3.7% | -4.5%-75.0% | -78.1%-154.5% | -150.8%
EC - EUR FX CURR2.5M$2.7M8.3%0% | 0.2%5.3% | 4.6%66.7% | 63.5%122.2% | 123.7%
ED/SFR - 3MO EURDLR/SOFR7.8M$7.5M22.9%0% | 0%3.3% | 3.1%-18.4% | -18.6%55.0% | 55.9%
FA - S+P MID 400 EMINI700.0$1.9M5.9%0% | 0.5%0% | 1.1%-12.5% | -12.0%75.0% | 98.5%
JY - JPN YEN CURR8.8K$594.4K1.8%0% | -0.1%0% | -1.3%75.0% | 71.4%133.3% | 137.9%
MES - MSCI EMG MKTS2.5K$2.5M7.6%0% | 0%2.1% | 5.2%1.73K% | 1.76K%145.0% | 157.2%
MFS - MSCI EAFE1.3K$2.9M8.9%0% | -0.1%4.0% | 4.1%0% | 0.1%62.5% | 79.1%
NQ - NASDAQ 100 EMINI200.0$3.6M10.9%0% | 1.0%0% | 3.5%25.0% | 31.6%100.0% | 131.9%
RTY - RUSS 2000 EMINI750.0$1.5M4.5%0% | -0.2%7.1% | 7.2%-11.8% | -12.9%150.0% | 184.5%
TU - US 2YR NOTE7.4M$7.6M23.2%0% | 0%2.8% | 2.4%-17.8% | -18.0%54.2% | 55.7%
US - US LONG BOND-1.3M$-1.6M-4.8%0% | 0.1%0% | 1.2%-18.2% | -16.9%18.8% | 14.5%
WN - US ULTRA BOND-1.2M$-1.5M-4.7%0% | 0.2%0% | 1.5%-20.0% | -17.9%20.0% | 14.7%
not investment advice - use at own risk - see terms - data by imgp funds
dbmfwatch - DBEH | 2024-02-08 | history
2024-02-08 2024-02-07 (1d)2024-02-01 (1wk)2024-01-11 (4wk)2023-11-09 (13wk)2023-08-10 (26wk)2023-02-09 (52wk)
symboldescriptionsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepct
-BP - GBP FX CURR437.5K$552.6K1.7%437.5K$551.1K1.7%437.5K$556.3K1.7%250K$318.7K1.0%187.5K$230.4K0.7%312.5K$397.7K1.2%125K$151.0K0.8%
BPH3BP CURRENCY FUT MAR23------------------125K$151.0K0.8%
BPU3BP CURRENCY FUT SEP23---------------312.5K$397.7K1.2%---
BPZ3BP CURRENCY FUT DEC23------------187.5K$230.4K0.7%------
BPH4BP CURRENCY FUT MAR24437.5K$552.6K1.7%437.5K$551.1K1.7%437.5K$556.3K1.7%250K$318.7K1.0%---------
-CD - CAD FX CURR600K$445.8K1.4%600K$445.2K1.4%600K$448.0K1.4%300K$224.5K0.7%300K$217.5K0.7%400K$298.3K0.9%100K$74.4K0.4%
CDH3CAD CURRENCY FUT MAR23------------------100K$74.4K0.4%
CDU3CAD CURRENCY FUT SEP23---------------400K$298.3K0.9%---
CDZ3CAD CURRENCY FUT DEC23------------300K$217.5K0.7%------
CDH4CAD CURRENCY FUT MAR24600K$445.8K1.4%600K$445.2K1.4%600K$448.0K1.4%300K$224.5K0.7%---------
-DX - DOLLAR INDEX-28K$-2.9M-8.9%-28K$-2.9M-9.1%-27K$-2.8M-8.7%-16K$-1.6M-5.0%-11K$-1.2M-3.6%-20K$-2.0M-6.2%-6K$-619.6K-3.1%
DXH3DOLLAR INDEX MAR23-------------------6K$-619.6K-3.1%
DXU3DOLLAR INDEX SEP23----------------20K$-2.0M-6.2%---
DXZ3DOLLAR INDEX DEC23-------------11K$-1.2M-3.6%------
DXH4DOLLAR INDEX MAR24-28K$-2.9M-8.9%-28K$-2.9M-9.1%-27K$-2.8M-8.7%-16K$-1.6M-5.0%---------
-EC - EUR FX CURR2.5M$2.7M8.3%2.5M$2.7M8.4%2.4M$2.6M8.1%1.5M$1.7M5.1%1.1M$1.2M3.7%1.8M$1.9M5.9%625K$671.6K3.4%
ECH3EURO FX CURR FUT MAR23------------------625K$671.6K3.4%
ECU3EURO FX CURR FUT SEP23---------------1.8M$1.9M5.9%---
ECZ3EURO FX CURR FUT DEC23------------1.1M$1.2M3.7%------
ECH4EURO FX CURR FUT MAR242.5M$2.7M8.3%2.5M$2.7M8.4%2.4M$2.6M8.1%1.5M$1.7M5.1%---------
-ED/SFR - 3MO EURDLR/SOFR7.8M$7.5M22.9%7.8M$7.5M23.4%7.5M$7.2M22.8%9.5M$9.2M28.2%5M$4.8M14.8%-4.5M$-4.3M-13.2%-6.8M$-6.5M-32.9%
SFRM43 MONTH SOFR FUT JUN24-------------------6.8M$-6.5M-32.9%
SFRZ43 MONTH SOFR FUT DEC24----------------4.5M$-4.3M-13.2%---
SFRH53 MONTH SOFR FUT MAR25------------5M$4.8M14.8%------
SFRM53 MONTH SOFR FUT JUN257.8M$7.5M22.9%7.8M$7.5M23.4%7.5M$7.2M22.8%9.5M$9.2M28.2%---------
-FA - S+P MID 400 EMINI700.0$1.9M5.9%700.0$1.9M6.0%700.0$1.9M6.0%800.0$2.2M6.8%400.0$977.9K3.0%800.0$2.1M6.5%700.0$1.9M9.5%
FAH3S+P MID 400 EMINI MAR23------------------700.0$1.9M9.5%
FAU3S+P MID 400 EMINI SEP23---------------800.0$2.1M6.5%---
FAZ3S+P MID 400 EMINI DEC23------------400.0$977.9K3.0%------
FAH4S+P MID 400 EMINI MAR24700.0$1.9M5.9%700.0$1.9M6.0%700.0$1.9M6.0%800.0$2.2M6.8%---------
-FF - FED FUND 30DAY---------1.3M$1.2M3.6%1.3M$1.2M3.7%----416.7K$-396.5K-2.0%
FFJ3FED FUND 30DAY APR23-------------------416.7K$-396.5K-2.0%
FFF4FED FUND 30DAY JAN24------------1.3M$1.2M3.7%------
FFJ4FED FUND 30DAY APR24---------1.3M$1.2M3.6%---------
-JY - JPN YEN CURR8.8K$594.4K1.8%8.8K$595.2K1.9%8.8K$602.3K1.9%5K$346.9K1.1%3.8K$249.8K0.8%6.2K$437.5K1.3%2.5K$191.2K1.0%
JYH3JPN YEN CURR FUT MAR23------------------2.5K$191.2K1.0%
JYU3JPN YEN CURR FUT SEP23---------------6.2K$437.5K1.3%---
JYZ3JPN YEN CURR FUT DEC23------------3.8K$249.8K0.8%------
JYH4JPN YEN CURR FUT MAR248.8K$594.4K1.8%8.8K$595.2K1.9%8.8K$602.3K1.9%5K$346.9K1.1%---------
-MES - MSCI EMG MKTS2.5K$2.5M7.6%2.5K$2.5M7.7%2.4K$2.4M7.4%-150.0$-149.5K-0.5%1K$963K3.0%-1.1K$-1.2M-3.5%-1.9K$-1.9M-9.8%
MESH3MSCI EMGMKT MAR23-------------------1.9K$-1.9M-9.8%
MESU3MSCI EMGMKT SEP23----------------1.1K$-1.2M-3.5%---
MESZ3MSCI EMGMKT DEC23------------1K$963K3.0%------
MESH4MSCI EMGMKT MAR242.5K$2.5M7.6%2.5K$2.5M7.7%2.4K$2.4M7.4%-150.0$-149.5K-0.5%---------
-MFS - MSCI EAFE1.3K$2.9M8.9%1.3K$2.9M9.1%1.2K$2.8M8.8%1.3K$2.9M8.9%800.0$1.6M5.0%1.4K$3.0M9.1%900.0$1.9M9.6%
MFSH3MSCI EAFEMAR23------------------900.0$1.9M9.6%
MFSU3MSCI EAFESEP23---------------1.4K$3.0M9.1%---
MFSZ3MSCI EAFEDEC23------------800.0$1.6M5.0%------
MFSH4MSCI EAFEMAR241.3K$2.9M8.9%1.3K$2.9M9.1%1.2K$2.8M8.8%1.3K$2.9M8.9%---------
-NQ - NASDAQ 100 EMINI200.0$3.6M10.9%200.0$3.5M11.0%200.0$3.4M10.8%160.0$2.7M8.3%100.0$1.5M4.7%200.0$3.0M9.2%80.0$1.0M5.1%
NQH3NASDAQ 100E-MINI MAR23------------------80.0$1.0M5.1%
NQU3NASDAQ 100E-MINI SEP23---------------200.0$3.0M9.2%---
NQZ3NASDAQ 100E-MINI DEC23------------100.0$1.5M4.7%------
NQH4NASDAQ 100E-MINI MAR24200.0$3.6M10.9%200.0$3.5M11.0%200.0$3.4M10.8%160.0$2.7M8.3%---------
-RTY - RUSS 2000 EMINI750.0$1.5M4.5%750.0$1.5M4.6%700.0$1.4M4.3%850.0$1.7M5.2%300.0$516.1K1.6%1.1K$2.0M6.2%700.0$1.4M6.9%
RTYH3E-MINI RUSS 2000 MAR23------------------700.0$1.4M6.9%
RTYU3E-MINI RUSS 2000 SEP23---------------1.1K$2.0M6.2%---
RTYZ3E-MINI RUSS 2000 DEC23------------300.0$516.1K1.6%------
RTYH4E-MINI RUSS 2000 MAR24750.0$1.5M4.5%750.0$1.5M4.6%700.0$1.4M4.3%850.0$1.7M5.2%---------
-TU - US 2YR NOTE7.4M$7.6M23.2%7.4M$7.6M23.7%7.2M$7.4M23.3%9M$9.2M28.4%4.8M$4.9M15.0%-4.2M$-4.3M-13.0%-6.4M$-6.6M-33.2%
TUH3US 2YR NOTE (CBT) MAR23-------------------6.4M$-6.6M-33.2%
TUU3US 2YR NOTE (CBT) SEP23----------------4.2M$-4.3M-13.0%---
TUZ3US 2YR NOTE (CBT) DEC23------------4.8M$4.9M15.0%------
TUH4US 2YR NOTE (CBT) MAR247.4M$7.6M23.2%7.4M$7.6M23.7%7.2M$7.4M23.3%9M$9.2M28.4%---------
-US - US LONG BOND-1.3M$-1.6M-4.8%-1.3M$-1.6M-4.9%-1.3M$-1.6M-5.0%-1.1M$-1.3M-4.1%-1.6M$-1.8M-5.7%1.6M$2.0M6.0%900K$1.2M5.9%
USH3US LONG BOND(CBT) MAR23------------------900K$1.2M5.9%
USU3US LONG BOND(CBT) SEP23---------------1.6M$2.0M6.0%---
USZ3US LONG BOND(CBT) DEC23-------------1.6M$-1.8M-5.7%------
USH4US LONG BOND(CBT) MAR24-1.3M$-1.6M-4.8%-1.3M$-1.6M-4.9%-1.3M$-1.6M-5.0%-1.1M$-1.3M-4.1%---------
-WN - US ULTRA BOND-1.2M$-1.5M-4.7%-1.2M$-1.5M-4.8%-1.2M$-1.6M-4.9%-1M$-1.3M-4.0%-1.5M$-1.8M-5.5%1.5M$1.9M5.9%900K$1.3M6.4%
WNH3US ULTRA BOND CBT MAR23------------------900K$1.3M6.4%
WNU3US ULTRA BOND CBT SEP23---------------1.5M$1.9M5.9%---
WNZ3US ULTRA BOND CBT DEC23-------------1.5M$-1.8M-5.5%------
WNH4US ULTRA BOND CBT MAR24-1.2M$-1.5M-4.7%-1.2M$-1.5M-4.8%-1.2M$-1.6M-4.9%-1M$-1.3M-4.0%---------
not investment advice - use at own risk - see terms - data by imgp funds

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