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6 min read dbmf-update

DBMF update - 13 sep 2023

DBMF update - 13 sep 2023
dbmfwatch - DBMF | 2023-09-13 | no 1d changes
descriptionsharesvaluepct1d chg1wk chg4wk chg13wk chg
CL - WTI CRUDE OIL1.3M$114.1M15.0%0% | 1.7%70.0% | 74.3%314.7% | 354.2%226.4% | 260.1%
EC - EUR FX CURR175M$187.9M24.8%0% | -0.1%-21.7% | -21.7%-14.6% | -16.0%4.5% | 3.9%
ED/SFR - 3MO EURDLR/SOFR-347M$-331.7M-43.7%0% | 0%-2.1% | -2.0%-12.2% | -12.0%-35.4% | -34.5%
ES - S+P500 EMINI17.4K$78.3M10.3%0% | -0.6%4.2% | 4.5%-36.7% | -35.8%-47.3% | -46.1%
FF - FED FUND 30DAY-147.1M$-139.1M-18.3%0% | 0%4.3% | 4.4%-27.0% | -26.9%-89.8% | -89.4%
GC - GOLD 100 OZ-65.2K$-126.2M-16.6%0% | 0.6%12.7% | 13.5%-13.0% | -13.0%-269.8% | -267.8%
JY - JPN YEN CURR-4.4M$-299.8M-39.5%0% | 0.4%-22.7% | -23.1%-117.9% | -114.8%32.5% | 35.6%
MES - MSCI EMG MKTS-12.2K$-12.1M-1.6%0% | 0.3%-259.1% | -259.9%-141.0% | -141.5%76.4% | 77.1%
MFS - MSCI EAFE-11.1K$-23.3M-3.1%0% | 0.4%-348.3% | -350.2%-363.1% | -364.3%-180.1% | -177.9%
TU - US 2YR NOTE-327.4M$-332.5M-43.9%0% | 0%-2.2% | -2.2%-11.8% | -12.1%-35.7% | -34.9%
TY - US 10YR NOTE-127.3M$-139.9M-18.4%0% | -0.1%8.0% | 8.0%-27.4% | -27.6%-289.7% | -285.0%
US - US LONG BOND-35.7M$-42.6M-5.6%0% | -0.3%15.6% | 15.4%-36.3% | -35.5%39.7% | 42.9%
UX - US 10YR ULTRA-121.5M$-139.1M-18.3%0% | -0.2%8.0% | 8.0%-27.6% | -27.7%-291.9% | -285.6%
WN - US ULTRA BOND-33M$-41.7M-5.5%0% | -0.5%16.0% | 15.6%-35.2% | -35.9%40.0% | 43.7%
not investment advice - use at own risk - see terms - data by imgp funds
dbmfwatch - DBMF | 2023-09-13 | history
2023-09-13 2023-09-12 (1d)2023-09-06 (1wk)2023-08-16 (4wk)2023-06-14 (13wk)2023-03-15 (26wk)
symboldescriptionsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepct
-CL - WTI CRUDE OIL1.3M$114.1M15.0%1.3M$112.1M14.9%761K$65.5M8.7%312K$25.1M3.4%-1.0M$-71.2M-10.3%294K$21.0M2.5%
CLK3WTI CRUDEFUTURE MAY23---------------294K$21.0M2.5%
CLQ3WTI CRUDEFUTURE AUG23-------------1.0M$-71.2M-10.3%---
CLV3WTI CRUDEFUTURE OCT23---------312K$25.1M3.4%------
CLX3WTI CRUDEFUTURE NOV231.3M$114.1M15.0%1.3M$112.1M14.9%761K$65.5M8.7%---------
-EC - EUR FX CURR175M$187.9M24.8%175M$188.1M25.0%223.6M$239.9M31.9%204.9M$223.8M30.5%167.5M$180.8M26.1%252.5M$272.8M31.9%
ECM3EURO FX CURR FUT JUN23------------167.5M$180.8M26.1%252.5M$272.8M31.9%
ECU3EURO FX CURR FUT SEP23175M$187.9M24.8%175M$188.1M25.0%223.6M$239.9M31.9%204.9M$223.8M30.5%------
-ED/SFR - 3MO EURDLR/SOFR-347M$-331.7M-43.7%-347M$-331.8M-44.0%-339.8M$-325.1M-43.2%-309.2M$-296.2M-40.3%-256.2M$-246.7M-35.6%-437.3M$-421.0M-49.2%
SFRM43 MONTH SOFR FUT JUN24----------------433.1M$-416.9M-48.7%
SFRU43 MONTH SOFR FUT SEP24----------------4.2M$-4.1M-0.5%
SFRZ43 MONTH SOFR FUT DEC24-347M$-331.7M-43.7%-347M$-331.8M-44.0%-339.8M$-325.1M-43.2%-309.2M$-296.2M-40.3%-256.2M$-246.7M-35.6%---
-ES - S+P500 EMINI17.4K$78.3M10.3%17.4K$78.8M10.4%16.6K$75.0M10.0%27.4K$122.0M16.6%32.9K$145.3M21.0%-50K$-197.7M-23.1%
ESM3S+P500 EMINI FUT JUN23----------------50K$-197.7M-23.1%
ESU3S+P500 EMINI FUT SEP23------16.6K$75.0M10.0%27.4K$122.0M16.6%32.9K$145.3M21.0%---
ESZ3S+P500 EMINI FUT DEC2317.4K$78.3M10.3%17.4K$78.8M10.4%------------
-FF - FED FUND 30DAY-147.1M$-139.1M-18.3%-147.1M$-139.1M-18.4%-153.8M$-145.5M-19.3%-115.8M$-109.6M-14.9%-77.5M$-73.4M-10.6%---
FFV3FED FUND 30DAY OCT23-------153.8M$-145.5M-19.3%-115.8M$-109.6M-14.9%-77.5M$-73.4M-10.6%---
FFF4FED FUND 30DAY JAN24-147.1M$-139.1M-18.3%-147.1M$-139.1M-18.4%------------
-GC - GOLD 100 OZ-65.2K$-126.2M-16.6%-65.2K$-127.0M-16.8%-74.7K$-145.9M-19.4%-57.7K$-111.7M-15.2%38.4K$75.2M10.9%14.8K$28.3M3.3%
GCJ3GOLD 100 OZ FUTR APR23---------------14.8K$28.3M3.3%
GCQ3GOLD 100 OZ FUTR AUG23------------38.4K$75.2M10.9%---
GCZ3GOLD 100 OZ FUTR DEC23-65.2K$-126.2M-16.6%-65.2K$-127.0M-16.8%-74.7K$-145.9M-19.4%-57.7K$-111.7M-15.2%------
-JY - JPN YEN CURR-4.4M$-299.8M-39.5%-4.4M$-301.0M-39.9%-3.6M$-243.5M-32.3%-2.0M$-139.6M-19.0%-6.5M$-465.5M-67.3%-5.4M$-407.8M-47.6%
JYM3JPN YEN CURR FUT JUN23-------------6.5M$-465.5M-67.3%-5.4M$-407.8M-47.6%
JYU3JPN YEN CURR FUT SEP23-4.4M$-299.8M-39.5%-4.4M$-301.0M-39.9%-3.6M$-243.5M-32.3%-2.0M$-139.6M-19.0%------
-MES - MSCI EMG MKTS-12.2K$-12.1M-1.6%-12.2K$-12.2M-1.6%7.7K$7.6M1.0%29.9K$29.2M4.0%-52.0K$-53.0M-7.7%-190.8K$-183.2M-21.4%
MESM3MSCI EMGMKT JUN23----------------190.8K$-183.2M-21.4%
MESU3MSCI EMGMKT SEP23------7.7K$7.6M1.0%29.9K$29.2M4.0%-52.0K$-53.0M-7.7%---
MESZ3MSCI EMGMKT DEC23-12.2K$-12.1M-1.6%-12.2K$-12.2M-1.6%------------
-MFS - MSCI EAFE-11.1K$-23.3M-3.1%-11.1K$-23.4M-3.1%4.5K$9.3M1.2%4.2K$8.8M1.2%13.8K$29.9M4.3%212.8K$432.1M50.5%
MFSM3MSCI EAFEJUN23---------------212.8K$432.1M50.5%
MFSU3MSCI EAFESEP23------4.5K$9.3M1.2%4.2K$8.8M1.2%13.8K$29.9M4.3%---
MFSZ3MSCI EAFEDEC23-11.1K$-23.3M-3.1%-11.1K$-23.4M-3.1%------------
-TU - US 2YR NOTE-327.4M$-332.5M-43.9%-327.4M$-332.7M-44.1%-320.2M$-325.5M-43.2%-292.8M$-296.8M-40.4%-241.2M$-246.5M-35.6%-393.6M$-405.5M-47.4%
TUM3US 2YR NOTE (CBT) JUN23----------------393.6M$-405.5M-47.4%
TUU3US 2YR NOTE (CBT) SEP23----------292.8M$-296.8M-40.4%-241.2M$-246.5M-35.6%---
TUZ3US 2YR NOTE (CBT) DEC23-327.4M$-332.5M-43.9%-327.4M$-332.7M-44.1%-320.2M$-325.5M-43.2%---------
-TY - US 10YR NOTE-127.3M$-139.9M-18.4%-127.3M$-139.8M-18.5%-138.3M$-152.1M-20.2%-99.9M$-109.7M-14.9%67.1M$75.6M10.9%-233.6M$-266.0M-31.1%
TYM3US 10YR NOTE (CBT)JUN23----------------233.6M$-266.0M-31.1%
TYU3US 10YR NOTE (CBT)SEP23----------99.9M$-109.7M-14.9%67.1M$75.6M10.9%---
TYZ3US 10YR NOTE (CBT)DEC23-127.3M$-139.9M-18.4%-127.3M$-139.8M-18.5%-138.3M$-152.1M-20.2%---------
-US - US LONG BOND-35.7M$-42.6M-5.6%-35.7M$-42.5M-5.6%-42.3M$-50.4M-6.7%-26.2M$-31.5M-4.3%-59.2M$-74.7M-10.8%-41.8M$-54.3M-6.3%
USM3US LONG BOND(CBT) JUN23----------------41.8M$-54.3M-6.3%
USU3US LONG BOND(CBT) SEP23----------26.2M$-31.5M-4.3%-59.2M$-74.7M-10.8%---
USZ3US LONG BOND(CBT) DEC23-35.7M$-42.6M-5.6%-35.7M$-42.5M-5.6%-42.3M$-50.4M-6.7%---------
-UX - US 10YR ULTRA-121.5M$-139.1M-18.3%-121.5M$-138.8M-18.4%-132M$-151.1M-20.1%-95.2M$-108.9M-14.8%63.3M$74.9M10.8%-220.8M$-264.7M-30.9%
UXYM3US 10YR ULTRA FUT JUN23----------------220.8M$-264.7M-30.9%
UXYU3US 10YR ULTRA FUT SEP23----------95.2M$-108.9M-14.8%63.3M$74.9M10.8%---
UXYZ3US 10YR ULTRA FUT DEC23-121.5M$-139.1M-18.3%-121.5M$-138.8M-18.4%-132M$-151.1M-20.1%---------
-WN - US ULTRA BOND-33M$-41.7M-5.5%-33M$-41.5M-5.5%-39.3M$-49.5M-6.6%-24.4M$-30.7M-4.2%-55M$-74.1M-10.7%-37.3M$-52.2M-6.1%
WNM3US ULTRA BOND CBT JUN23----------------37.3M$-52.2M-6.1%
WNU3US ULTRA BOND CBT SEP23----------24.4M$-30.7M-4.2%-55M$-74.1M-10.7%---
WNZ3US ULTRA BOND CBT DEC23-33M$-41.7M-5.5%-33M$-41.5M-5.5%-39.3M$-49.5M-6.6%---------
not investment advice - use at own risk - see terms - data by imgp funds

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