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6 min read dbmf-update

DBMF update - 1 aug 2023

DBMF update - 1 aug 2023
dbmfwatch - DBMF | 2023-08-01 | changes found
descriptionsharesvaluepct1d chg1wk chg4wk chg13wk chg
CL - WTI CRUDE OIL-143K$-11.6M-1.7%64.8% | 64.3%64.8% | 63.5%85.0% | 82.8%-10.0% | -18.5%
EC - EUR FX CURR163.4M$180.1M25.6%-13.9% | -14.1%-13.9% | -14.5%-10.5% | -10.0%48.4% | 48.7%
ED/SFR - 3MO EURDLR/SOFR-367.2M$-352.1M-50.0%-28.9% | -28.9%-28.9% | -28.8%-133.5% | -133.3%-4.0% | -3.0%
ES - S+P500 EMINI39.2K$181.1M25.7%13.4% | 13.6%13.4% | 14.2%146.9% | 153.8%266.0% | 283.0%
FF - FED FUND 30DAY-85.4M$-80.8M-11.5%-17.1% | -17.1%-17.1% | -17.1%-0.5% | -0.5%24.6% | 24.8%
GC - GOLD 100 OZ-29.9K$-60.1M-8.5%-384.8% | -386.1%-384.8% | -391.6%-167.6% | -170.4%-152.0% | -152.4%
JY - JPN YEN CURR-1.8M$-130.6M-18.6%20.4% | 21.1%20.4% | 21.0%64.6% | 64.2%55.3% | 56.8%
MES - MSCI EMG MKTS21.3K$22.5M3.2%48.4% | 48.4%48.4% | 52.1%172.6% | 176.7%136.3% | 139.1%
MFS - MSCI EAFE-28K$-61.8M-8.8%27.8% | 27.9%27.8% | 27.3%-39.7% | -42.9%-123.9% | -124.6%
TU - US 2YR NOTE-347.6M$-352.9M-50.1%-29.4% | -29.5%-29.4% | -29.3%-133.3% | -132.9%-4.5% | -3.1%
TY - US 10YR NOTE-79M$-88.0M-12.5%-28.5% | -28.5%-28.5% | -27.7%-233.0% | -232.0%-406.4% | -392.7%
US - US LONG BOND-40.6M$-50.5M-7.2%6.5% | 6.3%6.5% | 7.7%28.5% | 29.9%10.2% | 13.8%
UX - US 10YR ULTRA-74.6M$-87.3M-12.4%-28.6% | -28.7%-28.6% | -27.5%-233.7% | -232.1%-425.4% | -410.8%
WN - US ULTRA BOND-37.2M$-49.2M-7.0%8.4% | 8.2%8.4% | 9.9%29.0% | 31.1%9.5% | 13.5%
not investment advice - use at own risk - see terms - data by imgp funds
dbmfwatch - DBMF | 2023-08-01 | history
2023-08-01 2023-07-31 (1d)2023-07-25 (1wk)2023-07-03 (4wk)2023-05-02 (13wk)2023-01-31 (26wk)
symboldescriptionsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepct
-CL - WTI CRUDE OIL-143K$-11.6M-1.7%-406K$-32.6M-4.6%-406K$-31.8M-4.6%-954K$-67.5M-9.5%-130K$-9.8M-1.4%525K$41.0M4.7%
CLJ3WTI CRUDEFUTURE APR23---------------525K$41.0M4.7%
CLN3WTI CRUDEFUTURE JUL23-------------130K$-9.8M-1.4%---
CLU3WTI CRUDEFUTURE SEP23----------954K$-67.5M-9.5%------
CLV3WTI CRUDEFUTURE OCT23-143K$-11.6M-1.7%-406K$-32.6M-4.6%-406K$-31.8M-4.6%---------
-EC - EUR FX CURR163.4M$180.1M25.6%189.8M$209.7M29.8%189.8M$210.7M30.2%182.6M$200.0M28.3%110.1M$121.1M17.1%51.9M$56.4M6.4%
ECH3EURO FX CURR FUT MAR23---------------51.9M$56.4M6.4%
ECM3EURO FX CURR FUT JUN23------------110.1M$121.1M17.1%---
ECU3EURO FX CURR FUT SEP23163.4M$180.1M25.6%189.8M$209.7M29.8%189.8M$210.7M30.2%182.6M$200.0M28.3%------
-ED/SFR - 3MO EURDLR/SOFR-367.2M$-352.1M-50.0%-285M$-273.1M-38.8%-285M$-273.5M-39.2%-157.2M$-150.9M-21.3%-353.2M$-341.7M-48.1%-397M$-382.8M-43.8%
SFRM43 MONTH SOFR FUT JUN24----------------397M$-382.8M-43.8%
SFRU43 MONTH SOFR FUT SEP24-------------353.2M$-341.7M-48.1%---
SFRZ43 MONTH SOFR FUT DEC24-367.2M$-352.1M-50.0%-285M$-273.1M-38.8%-285M$-273.5M-39.2%-157.2M$-150.9M-21.3%------
-ES - S+P500 EMINI39.2K$181.1M25.7%34.6K$159.4M22.7%34.6K$158.6M22.7%15.9K$71.4M10.1%-23.6K$-99.0M-13.9%-28.8K$-116.1M-13.3%
ESH3S+P500 EMINI FUT MAR23----------------28.8K$-116.1M-13.3%
ESM3S+P500 EMINI FUT JUN23-------------23.6K$-99.0M-13.9%---
ESU3S+P500 EMINI FUT SEP2339.2K$181.1M25.7%34.6K$159.4M22.7%34.6K$158.6M22.7%15.9K$71.4M10.1%------
-FF - FED FUND 30DAY-85.4M$-80.8M-11.5%-72.9M$-69.0M-9.8%-72.9M$-69.0M-9.9%-85.0M$-80.5M-11.4%-113.3M$-107.5M-15.1%-73.8M$-70.2M-8.0%
FFJ3FED FUND 30DAY APR23----------------73.8M$-70.2M-8.0%
FFN3FED FUND 30DAY JUL23-------------113.3M$-107.5M-15.1%---
FFV3FED FUND 30DAY OCT23-85.4M$-80.8M-11.5%-72.9M$-69.0M-9.8%-72.9M$-69.0M-9.9%-85.0M$-80.5M-11.4%------
-GC - GOLD 100 OZ-29.9K$-60.1M-8.5%10.5K$21.0M3.0%10.5K$20.6M3.0%44.2K$85.3M12.1%57.5K$114.6M16.1%39.2K$76.0M8.7%
GCJ3GOLD 100 OZ FUTR APR23---------------39.2K$76.0M8.7%
GCM3GOLD 100 OZ FUTR JUN23------------57.5K$114.6M16.1%---
GCQ3GOLD 100 OZ FUTR AUG23------10.5K$20.6M3.0%44.2K$85.3M12.1%------
GCZ3GOLD 100 OZ FUTR DEC23-29.9K$-60.1M-8.5%10.5K$21.0M3.0%------------
-JY - JPN YEN CURR-1.8M$-130.6M-18.6%-2.3M$-165.6M-23.5%-2.3M$-165.2M-23.7%-5.2M$-364.9M-51.6%-4.1M$-302.2M-42.5%-421.2K$-32.5M-3.7%
JYH3JPN YEN CURR FUT MAR23----------------421.2K$-32.5M-3.7%
JYM3JPN YEN CURR FUT JUN23-------------4.1M$-302.2M-42.5%---
JYU3JPN YEN CURR FUT SEP23-1.8M$-130.6M-18.6%-2.3M$-165.6M-23.5%-2.3M$-165.2M-23.7%-5.2M$-364.9M-51.6%------
-MES - MSCI EMG MKTS21.3K$22.5M3.2%14.3K$15.1M2.2%14.3K$14.8M2.1%-29.4K$-29.3M-4.1%-58.6K$-57.4M-8.1%86.2K$90.2M10.3%
MESH3MSCI EMGMKT MAR23---------------86.2K$90.2M10.3%
MESM3MSCI EMGMKT JUN23-------------58.6K$-57.4M-8.1%---
MESU3MSCI EMGMKT SEP2321.3K$22.5M3.2%14.3K$15.1M2.2%14.3K$14.8M2.1%-29.4K$-29.3M-4.1%------
-MFS - MSCI EAFE-28K$-61.8M-8.8%-38.8K$-85.7M-12.2%-38.8K$-84.9M-12.2%-20.1K$-43.2M-6.1%117.0K$251.3M35.4%30.8K$64.8M7.4%
MFSH3MSCI EAFEMAR23---------------30.8K$64.8M7.4%
MFSM3MSCI EAFEJUN23------------117.0K$251.3M35.4%---
MFSU3MSCI EAFESEP23-28K$-61.8M-8.8%-38.8K$-85.7M-12.2%-38.8K$-84.9M-12.2%-20.1K$-43.2M-6.1%------
-TU - US 2YR NOTE-347.6M$-352.9M-50.1%-268.6M$-272.6M-38.8%-268.6M$-273.0M-39.1%-149M$-151.5M-21.4%-332.6M$-342.4M-48.2%-372.4M$-382.6M-43.7%
TUH3US 2YR NOTE (CBT) MAR23----------------372.4M$-382.6M-43.7%
TUM3US 2YR NOTE (CBT) JUN23-------------332.6M$-342.4M-48.2%---
TUU3US 2YR NOTE (CBT) SEP23-347.6M$-352.9M-50.1%-268.6M$-272.6M-38.8%-268.6M$-273.0M-39.1%-149M$-151.5M-21.4%------
-TY - US 10YR NOTE-79M$-88.0M-12.5%-61.5M$-68.5M-9.7%-61.5M$-68.9M-9.9%59.4M$66.7M9.4%-15.6M$-17.9M-2.5%-92.6M$-105.8M-12.1%
TYH3US 10YR NOTE (CBT)MAR23----------------92.6M$-105.8M-12.1%
TYM3US 10YR NOTE (CBT)JUN23-------------15.6M$-17.9M-2.5%---
TYU3US 10YR NOTE (CBT)SEP23-79M$-88.0M-12.5%-61.5M$-68.5M-9.7%-61.5M$-68.9M-9.9%59.4M$66.7M9.4%------
-US - US LONG BOND-40.6M$-50.5M-7.2%-43.4M$-53.9M-7.7%-43.4M$-54.8M-7.9%-56.8M$-72.1M-10.2%-45.2M$-58.6M-8.3%-23.8M$-30.9M-3.5%
USH3US LONG BOND(CBT) MAR23----------------23.8M$-30.9M-3.5%
USM3US LONG BOND(CBT) JUN23-------------45.2M$-58.6M-8.3%---
USU3US LONG BOND(CBT) SEP23-40.6M$-50.5M-7.2%-43.4M$-53.9M-7.7%-43.4M$-54.8M-7.9%-56.8M$-72.1M-10.2%------
-UX - US 10YR ULTRA-74.6M$-87.3M-12.4%-58M$-67.8M-9.6%-58M$-68.4M-9.8%55.8M$66.1M9.3%-14.2M$-17.1M-2.4%-86.8M$-105.0M-12.0%
UXYH3US 10YR ULTRA FUT MAR23----------------86.8M$-105.0M-12.0%
UXYM3US 10YR ULTRA FUT JUN23-------------14.2M$-17.1M-2.4%---
UXYU3US 10YR ULTRA FUT SEP23-74.6M$-87.3M-12.4%-58M$-67.8M-9.6%-58M$-68.4M-9.8%55.8M$66.1M9.3%------
-WN - US ULTRA BOND-37.2M$-49.2M-7.0%-40.6M$-53.6M-7.6%-40.6M$-54.6M-7.8%-52.4M$-71.4M-10.1%-41.1M$-56.9M-8.0%-21.1M$-29.9M-3.4%
WNH3US ULTRA BOND CBT MAR23----------------21.1M$-29.9M-3.4%
WNM3US ULTRA BOND CBT JUN23-------------41.1M$-56.9M-8.0%---
WNU3US ULTRA BOND CBT SEP23-37.2M$-49.2M-7.0%-40.6M$-53.6M-7.6%-40.6M$-54.6M-7.8%-52.4M$-71.4M-10.1%------
not investment advice - use at own risk - see terms - data by imgp funds

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dbmfwatch

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