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6 min read dbmf-update

DBMF update - 10 may 2024

DBMF update - 10 may 2024
dbmfwatch - DBMF | 2024-05-10 | no 1d changes
descriptionsharesvaluepct1d chg1wk chg4wk chg13wk chg
CL - WTI CRUDE OIL1.8M$142.5M14.0%0% | 0.3%3.1% | 3.5%-19.1% | -24.6%1.53K% | 1.58K%
EC - EUR FX CURR-381.6M$-412.1M-40.5%0% | -0.3%27.0% | 26.7%37.1% | 36.8%-134.5% | -134.7%
ES - S+P500 EMINI-9.3K$-49.0M-4.8%0% | -0.5%51.6% | 50.2%-200.0% | -199.9%-119.3% | -120.1%
GC - GOLD 100 OZ71.3K$166.9M16.4%0% | 0.8%11.2% | 12.7%-13.2% | -14.3%416.7% | 490.4%
JY - JPN YEN CURR-9.4M$-605.7M-59.6%0% | -0.1%11.5% | 13.0%20.2% | 21.7%-114.9% | -106.5%
MES - MSCI EMG MKTS50.9K$54.7M5.4%0% | 0.3%-50.6% | -50.4%69.4% | 72.2%151.0% | 154.6%
MFS - MSCI EAFE113.7K$267.3M26.3%0% | 0.7%-35.1% | -33.5%-57.1% | -56.4%12.5% | 18.6%
TU - US 2YR NOTE-825.4M$-839.9M-82.6%0% | -0.1%2.0% | 1.9%9.3% | 9.1%-18.86K% | -18.75K%
TY - US 10YR NOTE-424.8M$-463.4M-45.6%0% | -0.2%7.9% | 7.3%-25.2% | -26.3%-5.76K% | -5.68K%
US - US LONG BOND-73.4M$-85.7M-8.4%0% | -0.3%-117.8% | -120.9%-366.9% | -370.4%-247.7% | -244.1%
not investment advice - use at own risk - see terms - data by imgp funds
dbmfwatch - DBMF | 2024-05-10 | history
2024-05-10 2024-05-09 (1d)2024-05-03 (1wk)2024-04-12 (4wk)2024-02-09 (13wk)2023-11-10 (26wk)2023-05-12 (52wk)
symboldescriptionsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepct
BP0VPK2TREASURY BILL------------40M$39.4M5.3%------
-CL - WTI CRUDE OIL1.8M$142.5M14.0%1.8M$142.0M14.0%1.8M$137.7M13.6%2.2M$188.8M19.2%-126K$-9.6M-1.3%505K$38.3M4.6%-163K$-11.6M-1.6%
CLN3WTI CRUDEFUTURE JUL23-------------------163K$-11.6M-1.6%
CLF4WTI CRUDEFUTURE JAN24---------------505K$38.3M4.6%---
CLJ4WTI CRUDEFUTURE APR24-------------126K$-9.6M-1.3%------
CLM4WTI CRUDEFUTURE JUN24---------2.2M$188.8M19.2%---------
CLN4WTI CRUDEFUTURE JUL241.8M$142.5M14.0%1.8M$142.0M14.0%1.8M$137.7M13.6%------------
-EC - EUR FX CURR-381.6M$-412.1M-40.5%-381.6M$-410.8M-40.4%-523.1M$-562.4M-55.4%-606.2M$-652.0M-66.4%-162.8M$-175.6M-23.8%-75.1M$-80.3M-9.6%110.1M$120.5M16.9%
ECM3EURO FX CURR FUT JUN23------------------110.1M$120.5M16.9%
ECZ3EURO FX CURR FUT DEC23----------------75.1M$-80.3M-9.6%---
ECH4EURO FX CURR FUT MAR24-------------162.8M$-175.6M-23.8%------
ECM4EURO FX CURR FUT JUN24-381.6M$-412.1M-40.5%-381.6M$-410.8M-40.4%-523.1M$-562.4M-55.4%-606.2M$-652.0M-66.4%---------
-ED/SFR - 3MO EURDLR/SOFR------------3.8M$3.6M0.5%-293.5M$-280.9M-33.6%-318.5M$-309.2M-43.3%
SFRU43 MONTH SOFR FUT SEP24-------------------318.5M$-309.2M-43.3%
SFRH53 MONTH SOFR FUT MAR25----------------293.5M$-280.9M-33.6%---
SFRM53 MONTH SOFR FUT JUN25------------3.8M$3.6M0.5%------
-ES - S+P500 EMINI-9.3K$-49.0M-4.8%-9.3K$-48.7M-4.8%-19.3K$-98.3M-9.7%9.3K$49.0M5.0%48.5K$243.4M33.0%-6.7K$-29.2M-3.5%-33.3K$-138.0M-19.3%
ESM3S+P500 EMINI FUT JUN23-------------------33.3K$-138.0M-19.3%
ESZ3S+P500 EMINI FUT DEC23----------------6.7K$-29.2M-3.5%---
ESH4S+P500 EMINI FUT MAR24------------48.5K$243.4M33.0%------
ESM4S+P500 EMINI FUT JUN24-9.3K$-49.0M-4.8%-9.3K$-48.7M-4.8%-19.3K$-98.3M-9.7%9.3K$49.0M5.0%---------
-FF - FED FUND 30DAY----------------170.8M$-161.7M-19.3%-110.4M$-104.8M-14.7%
FFN3FED FUND 30DAY JUL23-------------------110.4M$-104.8M-14.7%
FFF4FED FUND 30DAY JAN24----------------170.8M$-161.7M-19.3%---
-GC - GOLD 100 OZ71.3K$166.9M16.4%71.3K$165.6M16.3%64.1K$148.0M14.6%82.1K$194.8M19.8%13.8K$28.3M3.8%-16.9K$-33.3M-4.0%55.3K$111.7M15.7%
GCM3GOLD 100 OZ FUTR JUN23------------------55.3K$111.7M15.7%
GCZ3GOLD 100 OZ FUTR DEC23----------------16.9K$-33.3M-4.0%---
GCJ4GOLD 100 OZ FUTR APR24------------13.8K$28.3M3.8%------
GCM4GOLD 100 OZ FUTR JUN2471.3K$166.9M16.4%71.3K$165.6M16.3%64.1K$148.0M14.6%82.1K$194.8M19.8%---------
-JY - JPN YEN CURR-9.4M$-605.7M-59.6%-9.4M$-605.3M-59.5%-10.6M$-695.9M-68.6%-11.7M$-773.2M-78.8%-4.4M$-293.3M-39.8%-3.4M$-227.6M-27.2%-3.8M$-281.3M-39.4%
JYM3JPN YEN CURR FUT JUN23-------------------3.8M$-281.3M-39.4%
JYZ3JPN YEN CURR FUT DEC23----------------3.4M$-227.6M-27.2%---
JYH4JPN YEN CURR FUT MAR24-------------4.4M$-293.3M-39.8%------
JYM4JPN YEN CURR FUT JUN24-9.4M$-605.7M-59.6%-9.4M$-605.3M-59.5%-10.6M$-695.9M-68.6%-11.7M$-773.2M-78.8%---------
-MES - MSCI EMG MKTS50.9K$54.7M5.4%50.9K$54.6M5.4%103.0K$110.2M10.9%30.1K$31.8M3.2%-99.8K$-100.2M-13.6%-71.5K$-68.2M-8.1%-49.9K$-48.8M-6.8%
MESM3MSCI EMGMKT JUN23-------------------49.9K$-48.8M-6.8%
MESZ3MSCI EMGMKT DEC23----------------71.5K$-68.2M-8.1%---
MESH4MSCI EMGMKT MAR24-------------99.8K$-100.2M-13.6%------
MESM4MSCI EMGMKT JUN2450.9K$54.7M5.4%50.9K$54.6M5.4%103.0K$110.2M10.9%30.1K$31.8M3.2%---------
-MFS - MSCI EAFE113.7K$267.3M26.3%113.7K$265.4M26.1%175.2K$401.9M39.6%265.1K$613.2M62.5%101.0K$225.4M30.6%-25.1K$-50.8M-6.1%113.5K$242.2M33.9%
MFSM3MSCI EAFEJUN23------------------113.5K$242.2M33.9%
MFSZ3MSCI EAFEDEC23----------------25.1K$-50.8M-6.1%---
MFSH4MSCI EAFEMAR24------------101.0K$225.4M30.6%------
MFSM4MSCI EAFEJUN24113.7K$267.3M26.3%113.7K$265.4M26.1%175.2K$401.9M39.6%265.1K$613.2M62.5%---------
-TU - US 2YR NOTE-825.4M$-839.9M-82.6%-825.4M$-839.3M-82.6%-842.4M$-856.1M-84.4%-909.8M$-923.8M-94.1%4.4M$4.5M0.6%-277.8M$-281.4M-33.6%-299.6M$-309.6M-43.4%
TUM3US 2YR NOTE (CBT) JUN23-------------------299.6M$-309.6M-43.4%
TUZ3US 2YR NOTE (CBT) DEC23----------------277.8M$-281.4M-33.6%---
TUH4US 2YR NOTE (CBT) MAR24------------4.4M$4.5M0.6%------
TUM4US 2YR NOTE (CBT) JUN24-825.4M$-839.9M-82.6%-825.4M$-839.3M-82.6%-842.4M$-856.1M-84.4%-909.8M$-923.8M-94.1%---------
-TY - US 10YR NOTE-424.8M$-463.4M-45.6%-424.8M$-462.3M-45.5%-461.4M$-500.0M-49.3%-339.3M$-366.8M-37.4%7.5M$8.3M1.1%-137.6M$-148.0M-17.7%-16.8M$-19.5M-2.7%
TYM3US 10YR NOTE (CBT)JUN23-------------------16.8M$-19.5M-2.7%
TYZ3US 10YR NOTE (CBT)DEC23----------------137.6M$-148.0M-17.7%---
TYH4US 10YR NOTE (CBT)MAR24------------7.5M$8.3M1.1%------
TYM4US 10YR NOTE (CBT)JUN24-424.8M$-463.4M-45.6%-424.8M$-462.3M-45.5%-461.4M$-500.0M-49.3%-339.3M$-366.8M-37.4%---------
-US - US LONG BOND-73.4M$-85.7M-8.4%-73.4M$-85.4M-8.4%-33.7M$-38.8M-3.8%27.5M$31.7M3.2%49.7M$59.5M8.1%-66.4M$-75.0M-9.0%-38.7M$-50.9M-7.1%
USM3US LONG BOND(CBT) JUN23-------------------38.7M$-50.9M-7.1%
USZ3US LONG BOND(CBT) DEC23----------------66.4M$-75.0M-9.0%---
USH4US LONG BOND(CBT) MAR24------------49.7M$59.5M8.1%------
USM4US LONG BOND(CBT) JUN24-73.4M$-85.7M-8.4%-73.4M$-85.4M-8.4%-33.7M$-38.8M-3.8%27.5M$31.7M3.2%---------
-UX - US 10YR ULTRA------------6.6M$7.6M1.0%-132.9M$-147.2M-17.6%-15.4M$-18.8M-2.6%
UXYM3US 10YR ULTRA FUT JUN23-------------------15.4M$-18.8M-2.6%
UXYZ3US 10YR ULTRA FUT DEC23----------------132.9M$-147.2M-17.6%---
UXYH4US 10YR ULTRA FUT MAR24------------6.6M$7.6M1.0%------
-WN - US ULTRA BOND------------45.9M$57.8M7.8%-63.5M$-74.3M-8.9%-35.2M$-49.3M-6.9%
WNM3US ULTRA BOND CBT JUN23-------------------35.2M$-49.3M-6.9%
WNZ3US ULTRA BOND CBT DEC23----------------63.5M$-74.3M-8.9%---
WNH4US ULTRA BOND CBT MAR24------------45.9M$57.8M7.8%------
not investment advice - use at own risk - see terms - data by imgp funds

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