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6 min read dbmf-update

DBMF update - 11 may 2023

DBMF update - 11 may 2023
dbmfwatch - DBMF | 2023-05-11 | changes found
descriptionsharesvaluepct1d chg1wk chg4wk chg13wk chg
CL - WTI CRUDE OIL-163K$-11.8M-1.6%1.8% | 3.3%-22.6% | -29.7%-5.33K% | -4.64K%31.5% | 36.9%
EC - EUR FX CURR110.1M$121.2M16.7%-1.5% | -1.4%-2.1% | -2.9%323.6% | 322.9%23.4% | 26.3%
ED/SFR - 3MO EURDLR/SOFR-318.5M$-309.2M-42.6%1.4% | 1.2%11.8% | 11.7%13.0% | 12.9%18.2% | 17.4%
ES - S+P500 EMINI-33.3K$-138.3M-19.1%1.3% | 0.9%-37.6% | -39.1%-24.5% | -25.5%-8.22K% | -8.27K%
FF - FED FUND 30DAY-110.4M$-104.9M-14.4%1.5% | 1.4%4.7% | 4.6%-22.1% | -22.1%-13.7% | -13.5%
GC - GOLD 100 OZ55.3K$112.7M15.5%-1.4% | -1.7%-6.0% | -5.9%15.9% | 16.6%251.1% | 262.8%
JY - JPN YEN CURR-3.8M$-282.0M-38.8%1.4% | 0.8%10.8% | 10.1%-52.9% | -51.1%-733.7% | -721.0%
MES - MSCI EMG MKTS-49.9K$-49.1M-6.8%1.5% | 1.4%16.6% | 15.3%-815.6% | -807.8%-167.7% | -165.4%
MFS - MSCI EAFE113.5K$243.1M33.5%-1.4% | -1.6%-5.1% | -4.5%37.2% | 38.3%0.6% | 2.8%
TU - US 2YR NOTE-299.6M$-309.7M-42.7%1.4% | 1.2%11.8% | 11.8%12.3% | 12.4%18.0% | 17.2%
TY - US 10YR NOTE-16.8M$-19.5M-2.7%1.2% | 0.6%-5.7% | -5.7%72.7% | 72.6%84.1% | 83.7%
US - US LONG BOND-38.7M$-50.6M-7.0%1.5% | 0.8%16.2% | 17.0%44.7% | 45.3%-166.9% | -171.8%
UX - US 10YR ULTRA-15.4M$-18.7M-2.6%1.3% | 0.6%-6.2% | -5.9%73.3% | 73.4%84.4% | 84.2%
WN - US ULTRA BOND-35.2M$-48.9M-6.7%1.4% | 0.6%16.2% | 17.5%45.0% | 46.2%-179.4% | -176.4%
not investment advice - use at own risk - see terms - data by imgp funds
dbmfwatch - DBMF | 2023-05-11 | history
2023-05-11 2023-05-10 (1d)2023-05-04 (1wk)2023-04-13 (4wk)2023-02-09 (13wk)2022-11-10 (26wk)
symboldescriptionsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepct
-CL - WTI CRUDE OIL-163K$-11.8M-1.6%-166K$-12.2M-1.7%-133K$-9.1M-1.2%-3K$-249.3K0%-238K$-18.7M-2.1%655K$55.7M4.9%
CLF3WTI CRUDEFUTURE JAN23---------------655K$55.7M4.9%
CLJ3WTI CRUDEFUTURE APR23-------------238K$-18.7M-2.1%---
CLM3WTI CRUDEFUTURE JUN23----------3K$-249.3K0%------
CLN3WTI CRUDEFUTURE JUL23-163K$-11.8M-1.6%-166K$-12.2M-1.7%-133K$-9.1M-1.2%---------
-EC - EUR FX CURR110.1M$121.2M16.7%111.8M$122.8M16.7%112.5M$124.8M17.1%-49.2M$-54.4M-7.6%89.2M$95.9M11.0%-278M$-278.8M-24.7%
ECZ2EURO FX CURR FUT DEC22----------------278M$-278.8M-24.7%
ECH3EURO FX CURR FUT MAR23------------89.2M$95.9M11.0%---
ECM3EURO FX CURR FUT JUN23110.1M$121.2M16.7%111.8M$122.8M16.7%112.5M$124.8M17.1%-49.2M$-54.4M-7.6%------
-ED/SFR - 3MO EURDLR/SOFR-318.5M$-309.2M-42.6%-323M$-313.1M-42.6%-361M$-350.1M-47.9%-366.2M$-354.9M-49.4%-389.2M$-374.5M-42.9%-574M$-547.2M-48.5%
EDH490DAY EURFUTR MAR24----------------574M$-547.2M-48.5%
SFRM43 MONTH SOFR FUT JUN24-------------389.2M$-374.5M-42.9%---
SFRU43 MONTH SOFR FUT SEP24-318.5M$-309.2M-42.6%-323M$-313.1M-42.6%-361M$-350.1M-47.9%-366.2M$-354.9M-49.4%------
-ES - S+P500 EMINI-33.3K$-138.3M-19.1%-33.8K$-139.5M-19.0%-24.2K$-99.4M-13.6%-26.8K$-110.2M-15.4%-400.0$-1.7M-0.2%-17.4K$-65.5M-5.8%
ESZ2S+P500 EMINI FUT DEC22----------------17.4K$-65.5M-5.8%
ESH3S+P500 EMINI FUT MAR23-------------400.0$-1.7M-0.2%---
ESM3S+P500 EMINI FUT JUN23-33.3K$-138.3M-19.1%-33.8K$-139.5M-19.0%-24.2K$-99.4M-13.6%-26.8K$-110.2M-15.4%------
-FF - FED FUND 30DAY-110.4M$-104.9M-14.4%-112.1M$-106.4M-14.5%-115.8M$-110.0M-15.1%-90.4M$-85.9M-12.0%-97.1M$-92.4M-10.6%-176.7M$-168.9M-15.0%
FFF3FED FUND 30DAY JAN23----------------176.7M$-168.9M-15.0%
FFJ3FED FUND 30DAY APR23-------------97.1M$-92.4M-10.6%---
FFN3FED FUND 30DAY JUL23-110.4M$-104.9M-14.4%-112.1M$-106.4M-14.5%-115.8M$-110.0M-15.1%-90.4M$-85.9M-12.0%------
-GC - GOLD 100 OZ55.3K$112.7M15.5%56.1K$114.6M15.6%58.8K$119.8M16.4%47.7K$96.6M13.5%-36.6K$-69.2M-7.9%-68.5K$-117.4M-10.4%
GCZ2GOLD 100 OZ FUTR DEC22----------------68.5K$-117.4M-10.4%
GCJ3GOLD 100 OZ FUTR APR23-------------36.6K$-69.2M-7.9%---
GCM3GOLD 100 OZ FUTR JUN2355.3K$112.7M15.5%56.1K$114.6M15.6%58.8K$119.8M16.4%47.7K$96.6M13.5%------
-JY - JPN YEN CURR-3.8M$-282.0M-38.8%-3.8M$-284.2M-38.7%-4.2M$-313.5M-42.9%-2.5M$-186.6M-26.0%593.8K$45.4M5.2%-3.1M$-209.1M-18.5%
JYZ2JPN YEN CURR FUT DEC22----------------3.1M$-209.1M-18.5%
JYH3JPN YEN CURR FUT MAR23------------593.8K$45.4M5.2%---
JYM3JPN YEN CURR FUT JUN23-3.8M$-282.0M-38.8%-3.8M$-284.2M-38.7%-4.2M$-313.5M-42.9%-2.5M$-186.6M-26.0%------
-MES - MSCI EMG MKTS-49.9K$-49.1M-6.8%-50.6K$-49.8M-6.8%-59.9K$-58.0M-7.9%-5.5K$-5.4M-0.8%73.7K$75.1M8.6%-85.5K$-76.5M-6.8%
MESZ2MSCI EMGMKT DEC22----------------85.5K$-76.5M-6.8%
MESH3MSCI EMGMKT MAR23------------73.7K$75.1M8.6%---
MESM3MSCI EMGMKT JUN23-49.9K$-49.1M-6.8%-50.6K$-49.8M-6.8%-59.9K$-58.0M-7.9%-5.5K$-5.4M-0.8%------
-MFS - MSCI EAFE113.5K$243.1M33.5%115.1K$247.1M33.7%119.5K$254.6M34.9%82.7K$175.7M24.5%112.8K$236.4M27.1%-32.0K$-57.6M-5.1%
MFSZ2MSCI EAFEDEC22----------------32.0K$-57.6M-5.1%
MFSH3MSCI EAFEMAR23------------112.8K$236.4M27.1%---
MFSM3MSCI EAFEJUN23113.5K$243.1M33.5%115.1K$247.1M33.7%119.5K$254.6M34.9%82.7K$175.7M24.5%------
-TU - US 2YR NOTE-299.6M$-309.7M-42.7%-303.8M$-313.4M-42.7%-339.8M$-351.1M-48.1%-341.8M$-353.4M-49.2%-365.4M$-374.0M-42.9%-537.6M$-547.9M-48.6%
TUZ2US 2YR NOTE (CBT) DEC22----------------537.6M$-547.9M-48.6%
TUH3US 2YR NOTE (CBT) MAR23-------------365.4M$-374.0M-42.9%---
TUM3US 2YR NOTE (CBT) JUN23-299.6M$-309.7M-42.7%-303.8M$-313.4M-42.7%-339.8M$-351.1M-48.1%-341.8M$-353.4M-49.2%------
-TY - US 10YR NOTE-16.8M$-19.5M-2.7%-17M$-19.6M-2.7%-15.9M$-18.4M-2.5%-61.5M$-71.2M-9.9%-105.4M$-119.5M-13.7%-116M$-128.0M-11.3%
TYZ2US 10YR NOTE (CBT)DEC22----------------116M$-128.0M-11.3%
TYH3US 10YR NOTE (CBT)MAR23-------------105.4M$-119.5M-13.7%---
TYM3US 10YR NOTE (CBT)JUN23-16.8M$-19.5M-2.7%-17M$-19.6M-2.7%-15.9M$-18.4M-2.5%-61.5M$-71.2M-9.9%------
-US - US LONG BOND-38.7M$-50.6M-7.0%-39.3M$-51.0M-6.9%-46.2M$-60.9M-8.3%-70M$-92.5M-12.9%-14.5M$-18.6M-2.1%-151.2M$-180.9M-16.0%
USZ2US LONG BOND(CBT) DEC22----------------151.2M$-180.9M-16.0%
USH3US LONG BOND(CBT) MAR23-------------14.5M$-18.6M-2.1%---
USM3US LONG BOND(CBT) JUN23-38.7M$-50.6M-7.0%-39.3M$-51.0M-6.9%-46.2M$-60.9M-8.3%-70M$-92.5M-12.9%------
-UX - US 10YR ULTRA-15.4M$-18.7M-2.6%-15.6M$-18.8M-2.6%-14.5M$-17.7M-2.4%-57.7M$-70.3M-9.8%-98.8M$-118.5M-13.6%-109.7M$-126.5M-11.2%
UXYZ2US 10YR ULTRA FUT DEC22----------------109.7M$-126.5M-11.2%
UXYH3US 10YR ULTRA FUT MAR23-------------98.8M$-118.5M-13.6%---
UXYM3US 10YR ULTRA FUT JUN23-15.4M$-18.7M-2.6%-15.6M$-18.8M-2.6%-14.5M$-17.7M-2.4%-57.7M$-70.3M-9.8%------
-WN - US ULTRA BOND-35.2M$-48.9M-6.7%-35.7M$-49.2M-6.7%-42M$-59.2M-8.1%-64M$-90.9M-12.7%-12.6M$-17.7M-2.0%-141M$-177.3M-15.7%
WNZ2US ULTRA BOND CBT DEC22----------------141M$-177.3M-15.7%
WNH3US ULTRA BOND CBT MAR23-------------12.6M$-17.7M-2.0%---
WNM3US ULTRA BOND CBT JUN23-35.2M$-48.9M-6.7%-35.7M$-49.2M-6.7%-42M$-59.2M-8.1%-64M$-90.9M-12.7%------
not investment advice - use at own risk - see terms - data by imgp funds

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