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6 min read dbmf-update

DBMF update - 12 sep 2023

DBMF update - 12 sep 2023
dbmfwatch - DBMF | 2023-09-12 | changes found
descriptionsharesvaluepct1d chg1wk chg4wk chg13wk chg
CL - WTI CRUDE OIL1.3M$112.1M14.9%70.0% | 69.7%131.5% | 136.7%314.7% | 338.7%226.4% | 262.7%
EC - EUR FX CURR175M$188.1M25.0%-21.7% | -21.4%-41.8% | -42.0%-14.6% | -15.9%4.5% | 4.4%
ED/SFR - 3MO EURDLR/SOFR-347M$-331.8M-44.0%-2.1% | -2.1%-30.7% | -30.4%-12.2% | -12.0%-35.4% | -34.7%
ES - S+P500 EMINI17.4K$78.8M10.4%4.2% | 4.9%54.2% | 54.8%-36.7% | -36.2%-47.3% | -45.4%
FF - FED FUND 30DAY-147.1M$-139.1M-18.4%4.3% | 4.3%-2.6% | -2.5%-27.0% | -26.9%-89.8% | -89.5%
GC - GOLD 100 OZ-65.2K$-127.0M-16.8%12.7% | 12.5%3.3% | 4.2%-13.0% | -13.2%-269.8% | -267.9%
JY - JPN YEN CURR-4.4M$-301.0M-39.9%-22.7% | -23.7%-47.9% | -47.4%-117.9% | -115.4%32.5% | 35.7%
MES - MSCI EMG MKTS-12.2K$-12.2M-1.6%-259.1% | -261.1%-142.6% | -142.6%-141.0% | -141.2%76.4% | 76.8%
MFS - MSCI EAFE-11.1K$-23.4M-3.1%-348.3% | -350.9%-267.4% | -268.0%-363.1% | -362.0%-180.1% | -179.0%
TU - US 2YR NOTE-327.4M$-332.7M-44.1%-2.2% | -2.2%-30.1% | -29.8%-11.8% | -12.1%-35.7% | -34.6%
TY - US 10YR NOTE-127.3M$-139.8M-18.5%8.0% | 8.1%-1.9% | -1.2%-27.4% | -27.2%-289.7% | -283.7%
US - US LONG BOND-35.7M$-42.5M-5.6%15.6% | 16.0%24.0% | 24.9%-36.3% | -34.4%39.7% | 43.5%
UX - US 10YR ULTRA-121.5M$-138.8M-18.4%8.0% | 8.2%-2.0% | -1.1%-27.6% | -27.1%-291.9% | -284.1%
WN - US ULTRA BOND-33M$-41.5M-5.5%16.0% | 16.6%25.3% | 26.5%-35.2% | -34.5%40.0% | 44.3%
not investment advice - use at own risk - see terms - data by imgp funds
dbmfwatch - DBMF | 2023-09-12 | history
2023-09-12 2023-09-11 (1d)2023-09-05 (1wk)2023-08-15 (4wk)2023-06-13 (13wk)2023-03-14 (26wk)
symboldescriptionsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepct
-CL - WTI CRUDE OIL1.3M$112.1M14.9%761K$66.1M8.8%559K$47.4M6.3%312K$25.6M3.5%-1.0M$-68.9M-10.0%307K$23.0M2.7%
CLK3WTI CRUDEFUTURE MAY23---------------307K$23.0M2.7%
CLQ3WTI CRUDEFUTURE AUG23-------------1.0M$-68.9M-10.0%---
CLV3WTI CRUDEFUTURE OCT23---------312K$25.6M3.5%------
CLX3WTI CRUDEFUTURE NOV231.3M$112.1M14.9%761K$66.1M8.8%559K$47.4M6.3%---------
-EC - EUR FX CURR175M$188.1M25.0%223.6M$239.3M31.8%300.9M$324.5M43.4%204.9M$223.8M30.4%167.5M$180.2M26.1%263M$284.1M33.5%
ECM3EURO FX CURR FUT JUN23------------167.5M$180.2M26.1%263M$284.1M33.5%
ECU3EURO FX CURR FUT SEP23175M$188.1M25.0%223.6M$239.3M31.8%300.9M$324.5M43.4%204.9M$223.8M30.4%------
-ED/SFR - 3MO EURDLR/SOFR-347M$-331.8M-44.0%-339.8M$-324.9M-43.1%-265.5M$-254.4M-34.0%-309.2M$-296.2M-40.3%-256.2M$-246.4M-35.7%-475.1M$-458.6M-54.1%
SFRM43 MONTH SOFR FUT JUN24----------------475.1M$-458.6M-54.1%
SFRU43 MONTH SOFR FUT SEP24-------------256.2M$-246.4M-35.7%---
SFRZ43 MONTH SOFR FUT DEC24-347M$-331.8M-44.0%-339.8M$-324.9M-43.1%-265.5M$-254.4M-34.0%-309.2M$-296.2M-40.3%------
-ES - S+P500 EMINI17.4K$78.8M10.4%16.6K$75.1M10.0%11.2K$50.9M6.8%27.4K$123.5M16.8%32.9K$144.4M20.9%-52.0K$-202.4M-23.9%
ESM3S+P500 EMINI FUT JUN23----------------52.0K$-202.4M-23.9%
ESU3S+P500 EMINI FUT SEP23------11.2K$50.9M6.8%27.4K$123.5M16.8%32.9K$144.4M20.9%---
ESZ3S+P500 EMINI FUT DEC2317.4K$78.8M10.4%16.6K$75.1M10.0%------------
-FF - FED FUND 30DAY-147.1M$-139.1M-18.4%-153.8M$-145.4M-19.3%-143.3M$-135.7M-18.2%-115.8M$-109.6M-14.9%-77.5M$-73.4M-10.6%---
FFV3FED FUND 30DAY OCT23-------143.3M$-135.7M-18.2%-115.8M$-109.6M-14.9%-77.5M$-73.4M-10.6%---
FFF4FED FUND 30DAY JAN24-147.1M$-139.1M-18.4%-153.8M$-145.4M-19.3%------------
-GC - GOLD 100 OZ-65.2K$-127.0M-16.8%-74.7K$-145.1M-19.3%-67.4K$-132.6M-17.7%-57.7K$-112.2M-15.3%38.4K$75.6M11.0%15.4K$29.5M3.5%
GCJ3GOLD 100 OZ FUTR APR23---------------15.4K$29.5M3.5%
GCQ3GOLD 100 OZ FUTR AUG23------------38.4K$75.6M11.0%---
GCZ3GOLD 100 OZ FUTR DEC23-65.2K$-127.0M-16.8%-74.7K$-145.1M-19.3%-67.4K$-132.6M-17.7%-57.7K$-112.2M-15.3%------
-JY - JPN YEN CURR-4.4M$-301.0M-39.9%-3.6M$-243.3M-32.3%-3.0M$-204.3M-27.3%-2.0M$-139.8M-19.0%-6.5M$-467.8M-67.8%-5.6M$-427.5M-50.4%
JYM3JPN YEN CURR FUT JUN23-------------6.5M$-467.8M-67.8%-5.6M$-427.5M-50.4%
JYU3JPN YEN CURR FUT SEP23-4.4M$-301.0M-39.9%-3.6M$-243.3M-32.3%-3.0M$-204.3M-27.3%-2.0M$-139.8M-19.0%------
-MES - MSCI EMG MKTS-12.2K$-12.2M-1.6%7.7K$7.5M1.0%28.8K$28.5M3.8%29.9K$29.5M4.0%-52.0K$-52.5M-7.6%-198.8K$-190.7M-22.5%
MESM3MSCI EMGMKT JUN23----------------198.8K$-190.7M-22.5%
MESU3MSCI EMGMKT SEP23------28.8K$28.5M3.8%29.9K$29.5M4.0%-52.0K$-52.5M-7.6%---
MESZ3MSCI EMGMKT DEC23-12.2K$-12.2M-1.6%7.7K$7.5M1.0%------------
-MFS - MSCI EAFE-11.1K$-23.4M-3.1%4.5K$9.3M1.2%6.6K$13.9M1.9%4.2K$8.9M1.2%13.8K$29.6M4.3%221.7K$443.8M52.3%
MFSM3MSCI EAFEJUN23---------------221.7K$443.8M52.3%
MFSU3MSCI EAFESEP23------6.6K$13.9M1.9%4.2K$8.9M1.2%13.8K$29.6M4.3%---
MFSZ3MSCI EAFEDEC23-11.1K$-23.4M-3.1%4.5K$9.3M1.2%------------
-TU - US 2YR NOTE-327.4M$-332.7M-44.1%-320.2M$-325.4M-43.2%-251.6M$-256.3M-34.3%-292.8M$-296.7M-40.4%-241.2M$-247.1M-35.8%-410M$-424.0M-50.0%
TUM3US 2YR NOTE (CBT) JUN23----------------410M$-424.0M-50.0%
TUU3US 2YR NOTE (CBT) SEP23----------292.8M$-296.7M-40.4%-241.2M$-247.1M-35.8%---
TUZ3US 2YR NOTE (CBT) DEC23-327.4M$-332.7M-44.1%-320.2M$-325.4M-43.2%-251.6M$-256.3M-34.3%---------
-TY - US 10YR NOTE-127.3M$-139.8M-18.5%-138.3M$-152.0M-20.2%-124.9M$-138.1M-18.5%-99.9M$-109.9M-15.0%67.1M$76.1M11.0%-243.3M$-279.0M-32.9%
TYM3US 10YR NOTE (CBT)JUN23----------------243.3M$-279.0M-32.9%
TYU3US 10YR NOTE (CBT)SEP23----------99.9M$-109.9M-15.0%67.1M$76.1M11.0%---
TYZ3US 10YR NOTE (CBT)DEC23-127.3M$-139.8M-18.5%-138.3M$-152.0M-20.2%-124.9M$-138.1M-18.5%---------
-US - US LONG BOND-35.7M$-42.5M-5.6%-42.3M$-50.6M-6.7%-47M$-56.6M-7.6%-26.2M$-31.6M-4.3%-59.2M$-75.3M-10.9%-43.6M$-57.3M-6.8%
USM3US LONG BOND(CBT) JUN23----------------43.6M$-57.3M-6.8%
USU3US LONG BOND(CBT) SEP23----------26.2M$-31.6M-4.3%-59.2M$-75.3M-10.9%---
USZ3US LONG BOND(CBT) DEC23-35.7M$-42.5M-5.6%-42.3M$-50.6M-6.7%-47M$-56.6M-7.6%---------
-UX - US 10YR ULTRA-121.5M$-138.8M-18.4%-132M$-151.2M-20.1%-119.1M$-137.3M-18.4%-95.2M$-109.3M-14.9%63.3M$75.4M10.9%-230M$-278.4M-32.8%
UXYM3US 10YR ULTRA FUT JUN23----------------230M$-278.4M-32.8%
UXYU3US 10YR ULTRA FUT SEP23----------95.2M$-109.3M-14.9%63.3M$75.4M10.9%---
UXYZ3US 10YR ULTRA FUT DEC23-121.5M$-138.8M-18.4%-132M$-151.2M-20.1%-119.1M$-137.3M-18.4%---------
-WN - US ULTRA BOND-33M$-41.5M-5.5%-39.3M$-49.8M-6.6%-44.2M$-56.5M-7.6%-24.4M$-30.9M-4.2%-55M$-74.6M-10.8%-38.8M$-55.2M-6.5%
WNM3US ULTRA BOND CBT JUN23----------------38.8M$-55.2M-6.5%
WNU3US ULTRA BOND CBT SEP23----------24.4M$-30.9M-4.2%-55M$-74.6M-10.8%---
WNZ3US ULTRA BOND CBT DEC23-33M$-41.5M-5.5%-39.3M$-49.8M-6.6%-44.2M$-56.5M-7.6%---------
not investment advice - use at own risk - see terms - data by imgp funds

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dbmfwatch

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