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6 min read dbmf-update

DBMF update - 12 may 2023

DBMF update - 12 may 2023
dbmfwatch - DBMF | 2023-05-12 | no 1d changes
descriptionsharesvaluepct1d chg1wk chg4wk chg13wk chg
CL - WTI CRUDE OIL-163K$-11.6M-1.6%0% | 2.3%-22.6% | -26.8%-5.33K% | -4.59K%31.5% | 38.0%
EC - EUR FX CURR110.1M$120.5M16.9%0% | -0.5%-2.1% | -3.0%323.6% | 320.6%23.4% | 25.5%
ED/SFR - 3MO EURDLR/SOFR-318.5M$-309.2M-43.3%0% | 0%11.8% | 11.9%13.0% | 12.9%18.2% | 17.3%
ES - S+P500 EMINI-33.3K$-138.0M-19.3%0% | 0.2%-37.6% | -39.9%-24.5% | -23.6%-8.22K% | -8.33K%
FF - FED FUND 30DAY-110.4M$-104.8M-14.7%0% | 0%4.7% | 4.7%-22.1% | -22.0%-13.7% | -13.5%
GC - GOLD 100 OZ55.3K$111.7M15.7%0% | -0.8%-6.0% | -7.6%15.9% | 14.0%251.1% | 262.5%
JY - JPN YEN CURR-3.8M$-281.3M-39.4%0% | 0.2%10.8% | 11.2%-52.9% | -50.4%-733.7% | -720.8%
MES - MSCI EMG MKTS-49.9K$-48.8M-6.8%0% | 0.6%16.6% | 16.5%-815.6% | -789.4%-167.7% | -164.7%
MFS - MSCI EAFE113.5K$242.2M33.9%0% | -0.3%-5.1% | -4.6%37.2% | 36.1%-13.0% | -11.6%
TU - US 2YR NOTE-299.6M$-309.6M-43.4%0% | 0%11.8% | 12.2%12.3% | 12.4%18.0% | 17.1%
TY - US 10YR NOTE-16.8M$-19.5M-2.7%0% | -0.1%-5.7% | -5.2%72.7% | 72.5%84.1% | 83.6%
US - US LONG BOND-38.7M$-50.9M-7.1%0% | -0.6%16.2% | 16.6%44.7% | 44.8%-166.9% | -174.5%
UX - US 10YR ULTRA-15.4M$-18.8M-2.6%0% | -0.3%-6.2% | -5.7%73.3% | 73.2%84.4% | 84.1%
WN - US ULTRA BOND-35.2M$-49.3M-6.9%0% | -0.9%16.2% | 16.6%45.0% | 45.5%-179.4% | -180.4%
not investment advice - use at own risk - see terms - data by imgp funds
dbmfwatch - DBMF | 2023-05-12 | history
2023-05-12 2023-05-11 (1d)2023-05-05 (1wk)2023-04-14 (4wk)2023-02-10 (13wk)2022-11-11 (26wk)
symboldescriptionsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepct
-CL - WTI CRUDE OIL-163K$-11.6M-1.6%-163K$-11.8M-1.6%-133K$-9.1M-1.3%-3K$-246.1K0%-238K$-18.6M-2.1%655K$56.1M5.2%
CLF3WTI CRUDEFUTURE JAN23---------------655K$56.1M5.2%
CLJ3WTI CRUDEFUTURE APR23-------------238K$-18.6M-2.1%---
CLM3WTI CRUDEFUTURE JUN23----------3K$-246.1K0%------
CLN3WTI CRUDEFUTURE JUL23-163K$-11.6M-1.6%-163K$-11.8M-1.6%-133K$-9.1M-1.3%---------
-EC - EUR FX CURR110.1M$120.5M16.9%110.1M$121.2M16.7%112.5M$124.2M17.0%-49.2M$-54.6M-7.6%89.2M$96.0M11.0%-278M$-283.8M-26.3%
ECZ2EURO FX CURR FUT DEC22----------------278M$-283.8M-26.3%
ECH3EURO FX CURR FUT MAR23------------89.2M$96.0M11.0%---
ECM3EURO FX CURR FUT JUN23110.1M$120.5M16.9%110.1M$121.2M16.7%112.5M$124.2M17.0%-49.2M$-54.6M-7.6%------
-ED/SFR - 3MO EURDLR/SOFR-318.5M$-309.2M-43.3%-318.5M$-309.2M-42.6%-361M$-351.0M-48.2%-366.2M$-354.8M-49.3%-389.2M$-374.1M-42.7%-574M$-549.5M-50.9%
EDH490DAY EURFUTR MAR24----------------574M$-549.5M-50.9%
SFRM43 MONTH SOFR FUT JUN24-------------389.2M$-374.1M-42.7%---
SFRU43 MONTH SOFR FUT SEP24-318.5M$-309.2M-43.3%-318.5M$-309.2M-42.6%-361M$-351.0M-48.2%-366.2M$-354.8M-49.3%------
-ES - S+P500 EMINI-33.3K$-138.0M-19.3%-33.3K$-138.3M-19.1%-24.2K$-98.6M-13.5%-26.8K$-111.6M-15.5%-400.0$-1.6M-0.2%-17.4K$-69.1M-6.4%
ESZ2S+P500 EMINI FUT DEC22----------------17.4K$-69.1M-6.4%
ESH3S+P500 EMINI FUT MAR23-------------400.0$-1.6M-0.2%---
ESM3S+P500 EMINI FUT JUN23-33.3K$-138.0M-19.3%-33.3K$-138.3M-19.1%-24.2K$-98.6M-13.5%-26.8K$-111.6M-15.5%------
-FF - FED FUND 30DAY-110.4M$-104.8M-14.7%-110.4M$-104.9M-14.4%-115.8M$-110.1M-15.1%-90.4M$-85.9M-11.9%-97.1M$-92.4M-10.5%-176.7M$-169.0M-15.7%
FFF3FED FUND 30DAY JAN23----------------176.7M$-169.0M-15.7%
FFJ3FED FUND 30DAY APR23-------------97.1M$-92.4M-10.5%---
FFN3FED FUND 30DAY JUL23-110.4M$-104.8M-14.7%-110.4M$-104.9M-14.4%-115.8M$-110.1M-15.1%-90.4M$-85.9M-11.9%------
-GC - GOLD 100 OZ55.3K$111.7M15.7%55.3K$112.7M15.5%58.8K$120.9M16.6%47.7K$98.0M13.6%-36.6K$-68.8M-7.9%-68.5K$-120.1M-11.1%
GCZ2GOLD 100 OZ FUTR DEC22----------------68.5K$-120.1M-11.1%
GCJ3GOLD 100 OZ FUTR APR23-------------36.6K$-68.8M-7.9%---
GCM3GOLD 100 OZ FUTR JUN2355.3K$111.7M15.7%55.3K$112.7M15.5%58.8K$120.9M16.6%47.7K$98.0M13.6%------
-JY - JPN YEN CURR-3.8M$-281.3M-39.4%-3.8M$-282.0M-38.8%-4.2M$-316.6M-43.4%-2.5M$-187.1M-26.0%593.8K$45.3M5.2%-3.1M$-216.3M-20.0%
JYZ2JPN YEN CURR FUT DEC22----------------3.1M$-216.3M-20.0%
JYH3JPN YEN CURR FUT MAR23------------593.8K$45.3M5.2%---
JYM3JPN YEN CURR FUT JUN23-3.8M$-281.3M-39.4%-3.8M$-282.0M-38.8%-4.2M$-316.6M-43.4%-2.5M$-187.1M-26.0%------
-MES - MSCI EMG MKTS-49.9K$-48.8M-6.8%-49.9K$-49.1M-6.8%-59.9K$-58.5M-8.0%-5.5K$-5.5M-0.8%73.7K$75.4M8.6%-85.5K$-79.3M-7.4%
MESZ2MSCI EMGMKT DEC22----------------85.5K$-79.3M-7.4%
MESH3MSCI EMGMKT MAR23------------73.7K$75.4M8.6%---
MESM3MSCI EMGMKT JUN23-49.9K$-48.8M-6.8%-49.9K$-49.1M-6.8%-59.9K$-58.5M-8.0%-5.5K$-5.5M-0.8%------
-MFS - MSCI EAFE113.5K$242.2M33.9%113.5K$243.1M33.5%119.5K$254.0M34.8%82.7K$178.0M24.7%130.4K$273.9M31.3%-32.0K$-60.8M-5.6%
MFSZ2MSCI EAFEDEC22----------------32.0K$-60.8M-5.6%
MFSH3MSCI EAFEMAR23------------130.4K$273.9M31.3%---
MFSM3MSCI EAFEJUN23113.5K$242.2M33.9%113.5K$243.1M33.5%119.5K$254.0M34.8%82.7K$178.0M24.7%------
-TU - US 2YR NOTE-299.6M$-309.6M-43.4%-299.6M$-309.7M-42.7%-339.8M$-352.5M-48.4%-341.8M$-353.4M-49.1%-365.4M$-373.6M-42.7%-537.6M$-551.0M-51.1%
TUZ2US 2YR NOTE (CBT) DEC22----------------537.6M$-551.0M-51.1%
TUH3US 2YR NOTE (CBT) MAR23-------------365.4M$-373.6M-42.7%---
TUM3US 2YR NOTE (CBT) JUN23-299.6M$-309.6M-43.4%-299.6M$-309.7M-42.7%-339.8M$-352.5M-48.4%-341.8M$-353.4M-49.1%------
-TY - US 10YR NOTE-16.8M$-19.5M-2.7%-16.8M$-19.5M-2.7%-15.9M$-18.5M-2.5%-61.5M$-71.0M-9.9%-105.4M$-119.1M-13.6%-116M$-130.5M-12.1%
TYZ2US 10YR NOTE (CBT)DEC22----------------116M$-130.5M-12.1%
TYH3US 10YR NOTE (CBT)MAR23-------------105.4M$-119.1M-13.6%---
TYM3US 10YR NOTE (CBT)JUN23-16.8M$-19.5M-2.7%-16.8M$-19.5M-2.7%-15.9M$-18.5M-2.5%-61.5M$-71.0M-9.9%------
-US - US LONG BOND-38.7M$-50.9M-7.1%-38.7M$-50.6M-7.0%-46.2M$-61.0M-8.4%-70M$-92.3M-12.8%-14.5M$-18.5M-2.1%-151.2M$-187.7M-17.4%
USZ2US LONG BOND(CBT) DEC22----------------151.2M$-187.7M-17.4%
USH3US LONG BOND(CBT) MAR23-------------14.5M$-18.5M-2.1%---
USM3US LONG BOND(CBT) JUN23-38.7M$-50.9M-7.1%-38.7M$-50.6M-7.0%-46.2M$-61.0M-8.4%-70M$-92.3M-12.8%------
-UX - US 10YR ULTRA-15.4M$-18.8M-2.6%-15.4M$-18.7M-2.6%-14.5M$-17.8M-2.4%-57.7M$-70.1M-9.7%-98.8M$-118.1M-13.5%-109.7M$-129.8M-12.0%
UXYZ2US 10YR ULTRA FUT DEC22----------------109.7M$-129.8M-12.0%
UXYH3US 10YR ULTRA FUT MAR23-------------98.8M$-118.1M-13.5%---
UXYM3US 10YR ULTRA FUT JUN23-15.4M$-18.8M-2.6%-15.4M$-18.7M-2.6%-14.5M$-17.8M-2.4%-57.7M$-70.1M-9.7%------
-WN - US ULTRA BOND-35.2M$-49.3M-6.9%-35.2M$-48.9M-6.7%-42M$-59.2M-8.1%-64M$-90.5M-12.6%-12.6M$-17.6M-2.0%-141M$-184.5M-17.1%
WNZ2US ULTRA BOND CBT DEC22----------------141M$-184.5M-17.1%
WNH3US ULTRA BOND CBT MAR23-------------12.6M$-17.6M-2.0%---
WNM3US ULTRA BOND CBT JUN23-35.2M$-49.3M-6.9%-35.2M$-48.9M-6.7%-42M$-59.2M-8.1%-64M$-90.5M-12.6%------
not investment advice - use at own risk - see terms - data by imgp funds

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