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7 min read dbeh-update

DBEH update - 9 feb 2024

DBEH update - 9 feb 2024
dbmfwatch - DBEH | 2024-02-09 | changes found
descriptionsharesvaluepct1d chg1wk chg4wk chg13wk chg
BP - GBP FX CURR437.5K$552.1K1.7%0% | -0.1%0% | -1.0%75.0% | 73.0%16.7% | 20.4%
CD - CAD FX CURR600K$446.1K1.4%0% | 0.1%0% | -0.5%100.0% | 99.0%20.0% | 23.2%
DX - DOLLAR INDEX-27K$-2.8M-8.6%3.6% | 3.5%0% | -1.1%-68.8% | -72.1%-17.4% | -15.5%
EC - EUR FX CURR2.5M$2.7M8.2%0% | 0%5.3% | 4.3%66.7% | 63.3%11.1% | 12.2%
ED/SFR - 3MO EURDLR/SOFR15.8M$15.2M46.4%103.2% | 103.1%110.0% | 109.2%65.8% | 65.2%142.3% | 143.9%
FA - S+P MID 400 EMINI1.1K$3.1M9.4%57.1% | 58.5%57.1% | 58.2%37.5% | 39.9%83.3% | 112.2%
FF - FED FUND 30DAY2.5M$2.4M7.2%--100.0% | 99.7%100.0% | 100.2%
JY - JPN YEN CURR10K$673.2K2.1%14.3% | 13.3%14.3% | 11.7%100.0% | 93.9%14.3% | 15.8%
MES - MSCI EMG MKTS-1.2K$-1.2M-3.7%-149.0% | -148.7%-150.0% | -150.7%-700.0% | -702.9%-242.9% | -261.1%
MFS - MSCI EAFE2.1K$4.8M14.6%65.4% | 65.1%72.0% | 70.3%65.4% | 65.3%95.5% | 115.1%
NQ - NASDAQ 100 EMINI280.0$5.0M15.3%40.0% | 40.2%40.0% | 43.5%75.0% | 84.3%75.0% | 105.0%
RTY - RUSS 2000 EMINI1.1K$2.1M6.4%40.0% | 42.2%50.0% | 50.4%23.5% | 24.7%75.0% | 105.5%
TU - US 2YR NOTE14.8M$15.1M46.3%100.0% | 99.9%105.6% | 104.5%64.4% | 63.6%138.7% | 141.2%
US - US LONG BOND-2.7M$-3.2M-9.9%-107.7% | -105.7%-107.7% | -100.4%-145.5% | -139.4%-92.9% | -104.3%
WN - US ULTRA BOND-2.5M$-3.1M-9.6%-108.3% | -106.1%-108.3% | -99.1%-150.0% | -142.3%-92.3% | -107.0%
not investment advice - use at own risk - see terms - data by imgp funds
dbmfwatch - DBEH | 2024-02-09 | history
2024-02-09 2024-02-08 (1d)2024-02-02 (1wk)2024-01-12 (4wk)2023-11-10 (13wk)2023-08-11 (26wk)2023-02-10 (52wk)
symboldescriptionsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepct
-BP - GBP FX CURR437.5K$552.1K1.7%437.5K$552.6K1.7%437.5K$557.9K1.7%250K$319.2K1.0%375K$458.4K1.4%312.5K$396.7K1.2%125K$151.6K0.8%
BPH3BP CURRENCY FUT MAR23------------------125K$151.6K0.8%
BPU3BP CURRENCY FUT SEP23---------------312.5K$396.7K1.2%---
BPZ3BP CURRENCY FUT DEC23------------375K$458.4K1.4%------
BPH4BP CURRENCY FUT MAR24437.5K$552.1K1.7%437.5K$552.6K1.7%437.5K$557.9K1.7%250K$319.2K1.0%---------
-CD - CAD FX CURR600K$446.1K1.4%600K$445.8K1.4%600K$448.5K1.4%300K$224.1K0.7%500K$362.2K1.1%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------------500K$362.2K1.1%------
CDH4CAD CURRENCY FUT MAR24600K$446.1K1.4%600K$445.8K1.4%600K$448.5K1.4%300K$224.1K0.7%---------
-DX - DOLLAR INDEX-27K$-2.8M-8.6%-28K$-2.9M-8.9%-27K$-2.8M-8.7%-16K$-1.6M-5.0%-23K$-2.4M-7.5%-20K$-2.0M-6.2%-6K$-618.6K-3.1%
DXH3DOLLAR INDEX MAR23-------------------6K$-618.6K-3.1%
DXU3DOLLAR INDEX SEP23----------------20K$-2.0M-6.2%---
DXZ3DOLLAR INDEX DEC23-------------23K$-2.4M-7.5%------
DXH4DOLLAR INDEX MAR24-27K$-2.8M-8.6%-28K$-2.9M-8.9%-27K$-2.8M-8.7%-16K$-1.6M-5.0%---------
-EC - EUR FX CURR2.5M$2.7M8.2%2.5M$2.7M8.3%2.4M$2.6M8.1%1.5M$1.7M5.1%2.2M$2.4M7.4%1.8M$1.9M5.9%625K$672.3K3.4%
ECH3EURO FX CURR FUT MAR23------------------625K$672.3K3.4%
ECU3EURO FX CURR FUT SEP23---------------1.8M$1.9M5.9%---
ECZ3EURO FX CURR FUT DEC23------------2.2M$2.4M7.4%------
ECH4EURO FX CURR FUT MAR242.5M$2.7M8.2%2.5M$2.7M8.3%2.4M$2.6M8.1%1.5M$1.7M5.1%---------
-ED/SFR - 3MO EURDLR/SOFR15.8M$15.2M46.4%7.8M$7.5M22.9%7.5M$7.3M22.7%9.5M$9.2M28.3%6.5M$6.2M19.2%-4.5M$-4.3M-13.2%-6.8M$-6.5M-33.0%
SFRM43 MONTH SOFR FUT JUN24-------------------6.8M$-6.5M-33.0%
SFRZ43 MONTH SOFR FUT DEC24----------------4.5M$-4.3M-13.2%---
SFRH53 MONTH SOFR FUT MAR25------------6.5M$6.2M19.2%------
SFRM53 MONTH SOFR FUT JUN2515.8M$15.2M46.4%7.8M$7.5M22.9%7.5M$7.3M22.7%9.5M$9.2M28.3%---------
-FA - S+P MID 400 EMINI1.1K$3.1M9.4%700.0$1.9M5.9%700.0$1.9M6.1%800.0$2.2M6.8%600.0$1.5M4.5%800.0$2.1M6.5%700.0$1.8M9.4%
FAH3S+P MID 400 EMINI MAR23------------------700.0$1.8M9.4%
FAU3S+P MID 400 EMINI SEP23---------------800.0$2.1M6.5%---
FAZ3S+P MID 400 EMINI DEC23------------600.0$1.5M4.5%------
FAH4S+P MID 400 EMINI MAR241.1K$3.1M9.4%700.0$1.9M5.9%700.0$1.9M6.1%800.0$2.2M6.8%---------
-FF - FED FUND 30DAY2.5M$2.4M7.2%------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 APR242.5M$2.4M7.2%------1.3M$1.2M3.6%---------
-JY - JPN YEN CURR10K$673.2K2.1%8.8K$594.4K1.8%8.8K$602.4K1.9%5K$347.2K1.1%8.8K$581.6K1.8%6.2K$434.3K1.3%2.5K$190.8K1.0%
JYH3JPN YEN CURR FUT MAR23------------------2.5K$190.8K1.0%
JYU3JPN YEN CURR FUT SEP23---------------6.2K$434.3K1.3%---
JYZ3JPN YEN CURR FUT DEC23------------8.8K$581.6K1.8%------
JYH4JPN YEN CURR FUT MAR2410K$673.2K2.1%8.8K$594.4K1.8%8.8K$602.4K1.9%5K$347.2K1.1%---------
-MES - MSCI EMG MKTS-1.2K$-1.2M-3.7%2.5K$2.5M7.6%2.4K$2.4M7.4%-150.0$-150.1K-0.5%-350.0$-333.7K-1.0%-1.1K$-1.2M-3.5%-1.9K$-1.9M-9.9%
MESH3MSCI EMGMKT MAR23-------------------1.9K$-1.9M-9.9%
MESU3MSCI EMGMKT SEP23----------------1.1K$-1.2M-3.5%---
MESZ3MSCI EMGMKT DEC23-------------350.0$-333.7K-1.0%------
MESH4MSCI EMGMKT MAR24-1.2K$-1.2M-3.7%2.5K$2.5M7.6%2.4K$2.4M7.4%-150.0$-150.1K-0.5%---------
-MFS - MSCI EAFE2.1K$4.8M14.6%1.3K$2.9M8.9%1.2K$2.8M8.8%1.3K$2.9M8.9%1.1K$2.2M6.9%1.4K$3.0M9.2%900.0$1.9M9.6%
MFSH3MSCI EAFEMAR23------------------900.0$1.9M9.6%
MFSU3MSCI EAFESEP23---------------1.4K$3.0M9.2%---
MFSZ3MSCI EAFEDEC23------------1.1K$2.2M6.9%------
MFSH4MSCI EAFEMAR242.1K$4.8M14.6%1.3K$2.9M8.9%1.2K$2.8M8.8%1.3K$2.9M8.9%---------
-NQ - NASDAQ 100 EMINI280.0$5.0M15.3%200.0$3.6M10.9%200.0$3.5M10.9%160.0$2.7M8.3%160.0$2.4M7.5%200.0$3.0M9.3%80.0$994.0K5.1%
NQH3NASDAQ 100E-MINI MAR23------------------80.0$994.0K5.1%
NQU3NASDAQ 100E-MINI SEP23---------------200.0$3.0M9.3%---
NQZ3NASDAQ 100E-MINI DEC23------------160.0$2.4M7.5%------
NQH4NASDAQ 100E-MINI MAR24280.0$5.0M15.3%200.0$3.6M10.9%200.0$3.5M10.9%160.0$2.7M8.3%---------
-RTY - RUSS 2000 EMINI1.1K$2.1M6.4%750.0$1.5M4.5%700.0$1.4M4.3%850.0$1.7M5.1%600.0$1.0M3.1%1.1K$2.0M6.2%700.0$1.3M6.8%
RTYH3E-MINI RUSS 2000 MAR23------------------700.0$1.3M6.8%
RTYU3E-MINI RUSS 2000 SEP23---------------1.1K$2.0M6.2%---
RTYZ3E-MINI RUSS 2000 DEC23------------600.0$1.0M3.1%------
RTYH4E-MINI RUSS 2000 MAR241.1K$2.1M6.4%750.0$1.5M4.5%700.0$1.4M4.3%850.0$1.7M5.1%---------
-TU - US 2YR NOTE14.8M$15.1M46.3%7.4M$7.6M23.2%7.2M$7.4M23.2%9M$9.3M28.5%6.2M$6.3M19.4%-4.2M$-4.3M-13.0%-6.4M$-6.5M-33.3%
TUH3US 2YR NOTE (CBT) MAR23-------------------6.4M$-6.5M-33.3%
TUU3US 2YR NOTE (CBT) SEP23----------------4.2M$-4.3M-13.0%---
TUZ3US 2YR NOTE (CBT) DEC23------------6.2M$6.3M19.4%------
TUH4US 2YR NOTE (CBT) MAR2414.8M$15.1M46.3%7.4M$7.6M23.2%7.2M$7.4M23.2%9M$9.3M28.5%---------
-US - US LONG BOND-2.7M$-3.2M-9.9%-1.3M$-1.6M-4.8%-1.3M$-1.6M-5.0%-1.1M$-1.3M-4.2%-1.4M$-1.6M-4.9%1.6M$1.9M5.9%900K$1.2M5.9%
USH3US LONG BOND(CBT) MAR23------------------900K$1.2M5.9%
USU3US LONG BOND(CBT) SEP23---------------1.6M$1.9M5.9%---
USZ3US LONG BOND(CBT) DEC23-------------1.4M$-1.6M-4.9%------
USH4US LONG BOND(CBT) MAR24-2.7M$-3.2M-9.9%-1.3M$-1.6M-4.8%-1.3M$-1.6M-5.0%-1.1M$-1.3M-4.2%---------
-WN - US ULTRA BOND-2.5M$-3.1M-9.6%-1.2M$-1.5M-4.7%-1.2M$-1.6M-4.9%-1M$-1.3M-4.0%-1.3M$-1.5M-4.7%1.5M$1.9M5.8%900K$1.3M6.4%
WNH3US ULTRA BOND CBT MAR23------------------900K$1.3M6.4%
WNU3US ULTRA BOND CBT SEP23---------------1.5M$1.9M5.8%---
WNZ3US ULTRA BOND CBT DEC23-------------1.3M$-1.5M-4.7%------
WNH4US ULTRA BOND CBT MAR24-2.5M$-3.1M-9.6%-1.2M$-1.5M-4.7%-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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dbmfwatch

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