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7 min read dbmf-update

DBMF update - 13 feb 2024

DBMF update - 13 feb 2024
dbmfwatch - DBMF | 2024-02-13 | changes found
descriptionsharesvaluepct1d chg1wk chg4wk chg13wk chg
BP - GBP FX CURR40M$39.4M5.3%0% | 0%0% | 0.1%--
CL - WTI CRUDE OIL801K$61.5M8.3%735.7% | 736.1%740.8% | 775.7%280.0% | 290.0%47.8% | 45.2%
EC - EUR FX CURR-297.9M$-321.2M-43.4%-83.0% | -82.8%-84.4% | -84.8%-401.3% | -395.8%-255.7% | -257.9%
ED/SFR - 3MO EURDLR/SOFR-10.8M$-10.4M-1.4%-386.7% | -386.7%-386.7% | -386.6%92.3% | 92.3%96.8% | 96.8%
ES - S+P500 EMINI88.3K$445.1M60.1%82.1% | 82.0%83.6% | 86.5%141.3% | 152.5%1.78K% | 2.04K%
GC - GOLD 100 OZ3.3K$6.7M0.9%-76.1% | -76.2%-75.9% | -76.0%-51.5% | -51.9%105.4% | 105.6%
JY - JPN YEN CURR-5.9M$-399.1M-53.9%-36.2% | -36.1%-37.2% | -36.4%-104.7% | -97.6%-40.2% | -42.2%
MES - MSCI EMG MKTS-92.5K$-94.1M-12.7%7.2% | 6.5%6.5% | 3.7%28.0% | 27.1%1.0% | -4.9%
MFS - MSCI EAFE118.1K$264.7M35.8%16.9% | 17.1%17.7% | 18.8%222.2% | 222.6%469.1% | 505.3%
TU - US 2YR NOTE-10.8M$-11.0M-1.5%-345.5% | -345.5%-345.5% | -345.4%91.8% | 91.9%96.6% | 96.6%
TY - US 10YR NOTE400K$442.9K0.1%-94.7% | -94.7%-94.7% | -94.7%100.6% | 100.6%100.3% | 100.3%
US - US LONG BOND35M$41.9M5.7%-29.6% | -29.4%-29.0% | -29.2%22.8% | 19.8%175.4% | 179.8%
UX - US 10YR ULTRA-300K$-344.3K0%-104.5% | -104.6%-104.5% | -104.5%99.5% | 99.5%99.8% | 99.8%
WN - US ULTRA BOND32.1M$40.5M5.5%-30.1% | -30.0%-29.5% | -29.7%24.4% | 21.0%173.0% | 178.4%
not investment advice - use at own risk - see terms - data by imgp funds
dbmfwatch - DBMF | 2024-02-13 | history
2024-02-13 2024-02-12 (1d)2024-02-06 (1wk)2024-01-16 (4wk)2023-11-14 (13wk)2023-08-15 (26wk)2023-02-14 (52wk)
symboldescriptionsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepct
BP0VPK2TREASURY BILL40M$39.4M5.3%40M$39.4M5.3%40M$39.4M5.4%------------
-CL - WTI CRUDE OIL801K$61.5M8.3%-126K$-9.7M-1.3%-125K$-9.1M-1.3%-445K$-32.4M-4.7%542K$42.4M5.1%312K$25.6M3.5%219K$17.6M2.0%
CLJ3WTI CRUDEFUTURE APR23------------------219K$17.6M2.0%
CLV3WTI CRUDEFUTURE OCT23---------------312K$25.6M3.5%---
CLF4WTI CRUDEFUTURE JAN24------------542K$42.4M5.1%------
CLH4WTI CRUDEFUTURE MAR24----------445K$-32.4M-4.7%---------
CLJ4WTI CRUDEFUTURE APR24801K$61.5M8.3%-126K$-9.7M-1.3%-125K$-9.1M-1.3%------------
-EC - EUR FX CURR-297.9M$-321.2M-43.4%-162.8M$-175.7M-23.7%-161.5M$-173.8M-24.0%98.9M$108.6M15.8%-83.8M$-89.8M-10.7%204.9M$223.8M30.4%37M$39.7M4.5%
ECH3EURO FX CURR FUT MAR23------------------37M$39.7M4.5%
ECU3EURO FX CURR FUT SEP23---------------204.9M$223.8M30.4%---
ECZ3EURO FX CURR FUT DEC23-------------83.8M$-89.8M-10.7%------
ECH4EURO FX CURR FUT MAR24-297.9M$-321.2M-43.4%-162.8M$-175.7M-23.7%-161.5M$-173.8M-24.0%98.9M$108.6M15.8%---------
-ED/SFR - 3MO EURDLR/SOFR-10.8M$-10.4M-1.4%3.8M$3.6M0.5%3.8M$3.6M0.5%-139.8M$-135.3M-19.7%-339M$-324.4M-38.7%-309.2M$-296.2M-40.3%-397M$-381.3M-43.3%
SFRM43 MONTH SOFR FUT JUN24-------------------397M$-381.3M-43.3%
SFRZ43 MONTH SOFR FUT DEC24----------------309.2M$-296.2M-40.3%---
SFRH53 MONTH SOFR FUT MAR25-------------339M$-324.4M-38.7%------
SFRM53 MONTH SOFR FUT JUN25-10.8M$-10.4M-1.4%3.8M$3.6M0.5%3.8M$3.6M0.5%-139.8M$-135.3M-19.7%---------
-ES - S+P500 EMINI88.3K$445.1M60.1%48.5K$244.6M33.0%48.1K$238.7M33.0%36.6K$176.3M25.7%4.7K$20.8M2.5%27.4K$123.5M16.8%-13.6K$-56.2M-6.4%
ESH3S+P500 EMINI FUT MAR23-------------------13.6K$-56.2M-6.4%
ESU3S+P500 EMINI FUT SEP23---------------27.4K$123.5M16.8%---
ESZ3S+P500 EMINI FUT DEC23------------4.7K$20.8M2.5%------
ESH4S+P500 EMINI FUT MAR2488.3K$445.1M60.1%48.5K$244.6M33.0%48.1K$238.7M33.0%36.6K$176.3M25.7%---------
-FF - FED FUND 30DAY-------------173.8M$-164.4M-19.6%-115.8M$-109.6M-14.9%-90.8M$-86.4M-9.8%
FFJ3FED FUND 30DAY APR23-------------------90.8M$-86.4M-9.8%
FFV3FED FUND 30DAY OCT23----------------115.8M$-109.6M-14.9%---
FFF4FED FUND 30DAY JAN24-------------173.8M$-164.4M-19.6%------
-GC - GOLD 100 OZ3.3K$6.7M0.9%13.8K$28.1M3.8%13.7K$28.0M3.9%6.8K$14.0M2.0%-61.6K$-120.1M-14.3%-57.7K$-112.2M-15.3%-49.3K$-91.9M-10.4%
GCJ3GOLD 100 OZ FUTR APR23-------------------49.3K$-91.9M-10.4%
GCZ3GOLD 100 OZ FUTR DEC23-------------61.6K$-120.1M-14.3%-57.7K$-112.2M-15.3%---
GCG4GOLD 100 OZ FUTR FEB24---------6.8K$14.0M2.0%---------
GCJ4GOLD 100 OZ FUTR APR243.3K$6.7M0.9%13.8K$28.1M3.8%13.7K$28.0M3.9%------------
-JY - JPN YEN CURR-5.9M$-399.1M-53.9%-4.4M$-293.3M-39.6%-4.3M$-292.7M-40.5%-2.9M$-202.0M-29.5%-4.2M$-280.6M-33.5%-2.0M$-139.8M-19.0%286.2K$21.7M2.5%
JYH3JPN YEN CURR FUT MAR23------------------286.2K$21.7M2.5%
JYU3JPN YEN CURR FUT SEP23----------------2.0M$-139.8M-19.0%---
JYZ3JPN YEN CURR FUT DEC23-------------4.2M$-280.6M-33.5%------
JYH4JPN YEN CURR FUT MAR24-5.9M$-399.1M-53.9%-4.4M$-293.3M-39.6%-4.3M$-292.7M-40.5%-2.9M$-202.0M-29.5%---------
-MES - MSCI EMG MKTS-92.5K$-94.1M-12.7%-99.8K$-100.7M-13.6%-99K$-97.8M-13.5%-128.6K$-129.1M-18.8%-93.5K$-89.7M-10.7%29.9K$29.5M4.0%51.6K$52.8M6.0%
MESH3MSCI EMGMKT MAR23------------------51.6K$52.8M6.0%
MESU3MSCI EMGMKT SEP23---------------29.9K$29.5M4.0%---
MESZ3MSCI EMGMKT DEC23-------------93.5K$-89.7M-10.7%------
MESH4MSCI EMGMKT MAR24-92.5K$-94.1M-12.7%-99.8K$-100.7M-13.6%-99K$-97.8M-13.5%-128.6K$-129.1M-18.8%---------
-MFS - MSCI EAFE118.1K$264.7M35.8%101.0K$226.2M30.6%100.3K$222.9M30.8%36.6K$82.1M12.0%-32K$-65.3M-7.8%4.2K$8.9M1.2%140.6K$296.6M33.7%
MFSH3MSCI EAFEMAR23------------------140.6K$296.6M33.7%
MFSU3MSCI EAFESEP23---------------4.2K$8.9M1.2%---
MFSZ3MSCI EAFEDEC23-------------32K$-65.3M-7.8%------
MFSH4MSCI EAFEMAR24118.1K$264.7M35.8%101.0K$226.2M30.6%100.3K$222.9M30.8%36.6K$82.1M12.0%---------
-TU - US 2YR NOTE-10.8M$-11.0M-1.5%4.4M$4.5M0.6%4.4M$4.5M0.6%-132.2M$-136.3M-19.9%-321M$-325.0M-38.8%-292.8M$-296.7M-40.4%-373M$-381.1M-43.3%
TUH3US 2YR NOTE (CBT) MAR23-------------------373M$-381.1M-43.3%
TUU3US 2YR NOTE (CBT) SEP23----------------292.8M$-296.7M-40.4%---
TUZ3US 2YR NOTE (CBT) DEC23-------------321M$-325.0M-38.8%------
TUH4US 2YR NOTE (CBT) MAR24-10.8M$-11.0M-1.5%4.4M$4.5M0.6%4.4M$4.5M0.6%-132.2M$-136.3M-19.9%---------
-TY - US 10YR NOTE400K$442.9K0.1%7.5M$8.3M1.1%7.5M$8.3M1.1%-67.3M$-75.8M-11.1%-147.9M$-158.9M-19.0%-99.9M$-109.9M-15.0%-117M$-132.0M-15.0%
TYH3US 10YR NOTE (CBT)MAR23-------------------117M$-132.0M-15.0%
TYU3US 10YR NOTE (CBT)SEP23----------------99.9M$-109.9M-15.0%---
TYZ3US 10YR NOTE (CBT)DEC23-------------147.9M$-158.9M-19.0%------
TYH4US 10YR NOTE (CBT)MAR24400K$442.9K0.1%7.5M$8.3M1.1%7.5M$8.3M1.1%-67.3M$-75.8M-11.1%---------
-US - US LONG BOND35M$41.9M5.7%49.7M$59.5M8.0%49.3M$59.2M8.2%28.5M$35.0M5.1%-46.4M$-52.6M-6.3%-26.2M$-31.6M-4.3%-16.2M$-20.6M-2.3%
USH3US LONG BOND(CBT) MAR23-------------------16.2M$-20.6M-2.3%
USU3US LONG BOND(CBT) SEP23----------------26.2M$-31.6M-4.3%---
USZ3US LONG BOND(CBT) DEC23-------------46.4M$-52.6M-6.3%------
USH4US LONG BOND(CBT) MAR2435M$41.9M5.7%49.7M$59.5M8.0%49.3M$59.2M8.2%28.5M$35.0M5.1%---------
-UX - US 10YR ULTRA-300K$-344.3K0%6.6M$7.6M1.0%6.6M$7.6M1.1%-64.1M$-75.0M-10.9%-142.6M$-157.9M-18.8%-95.2M$-109.3M-14.9%-110.1M$-131.2M-14.9%
UXYH3US 10YR ULTRA FUT MAR23-------------------110.1M$-131.2M-14.9%
UXYU3US 10YR ULTRA FUT SEP23----------------95.2M$-109.3M-14.9%---
UXYZ3US 10YR ULTRA FUT DEC23-------------142.6M$-157.9M-18.8%------
UXYH4US 10YR ULTRA FUT MAR24-300K$-344.3K0%6.6M$7.6M1.0%6.6M$7.6M1.1%-64.1M$-75.0M-10.9%---------
-WN - US ULTRA BOND32.1M$40.5M5.5%45.9M$57.8M7.8%45.5M$57.5M8.0%25.8M$33.4M4.9%-44M$-51.6M-6.2%-24.4M$-30.9M-4.2%-14.2M$-19.7M-2.2%
WNH3US ULTRA BOND CBT MAR23-------------------14.2M$-19.7M-2.2%
WNU3US ULTRA BOND CBT SEP23----------------24.4M$-30.9M-4.2%---
WNZ3US ULTRA BOND CBT DEC23-------------44M$-51.6M-6.2%------
WNH4US ULTRA BOND CBT MAR2432.1M$40.5M5.5%45.9M$57.8M7.8%45.5M$57.5M8.0%25.8M$33.4M4.9%---------
not investment advice - use at own risk - see terms - data by imgp funds

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