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7 min read dbmf-update

DBMF update - 14 feb 2024

DBMF update - 14 feb 2024
dbmfwatch - DBMF | 2024-02-14 | no 1d changes
descriptionsharesvaluepct1d chg1wk chg4wk chg13wk chg
BP - GBP FX CURR40M$39.4M5.3%0% | 0%0% | 0.1%--
CL - WTI CRUDE OIL801K$62.1M8.4%0% | 1.0%735.7% | 772.0%321.3% | 336.6%47.8% | 46.6%
EC - EUR FX CURR-297.9M$-319.2M-43.1%0% | 0.6%-83.0% | -82.2%-856.5% | -843.7%-255.7% | -249.8%
ED/SFR - 3MO EURDLR/SOFR-10.8M$-10.3M-1.4%0% | 0.3%-386.7% | -385.6%83.1% | 83.3%96.8% | 96.8%
ES - S+P500 EMINI88.3K$439.0M59.3%0% | -1.4%82.1% | 81.9%118.3% | 126.2%1.78K% | 1.97K%
GC - GOLD 100 OZ3.3K$6.6M0.9%0% | -1.3%-76.1% | -76.6%-87.4% | -87.5%105.4% | 105.5%
JY - JPN YEN CURR-5.9M$-395.3M-53.4%0% | 1.0%-36.2% | -33.4%-67.8% | -63.1%-40.2% | -39.7%
MES - MSCI EMG MKTS-92.5K$-92.3M-12.5%0% | 2.0%7.2% | 8.5%20.7% | 19.2%1.0% | -0.2%
MFS - MSCI EAFE118.1K$260.6M35.2%0% | -1.6%16.9% | 15.3%86.9% | 87.3%469.1% | 489.1%
TU - US 2YR NOTE-10.8M$-11.0M-1.5%0% | 0.4%-345.5% | -344.2%82.1% | 82.3%96.6% | 96.6%
TY - US 10YR NOTE400K$438.5K0.1%0% | -1.0%-94.7% | -94.7%101.2% | 101.2%100.3% | 100.3%
US - US LONG BOND35M$41.3M5.6%0% | -1.6%-29.6% | -31.3%-3.0% | -5.5%175.4% | 177.1%
UX - US 10YR ULTRA-300K$-340.4K0%0% | 1.2%-104.5% | -104.5%99.0% | 99.1%99.8% | 99.8%
WN - US ULTRA BOND32.1M$39.8M5.4%0% | -1.7%-30.1% | -32.0%-3.3% | -5.7%173.0% | 175.4%
not investment advice - use at own risk - see terms - data by imgp funds
dbmfwatch - DBMF | 2024-02-14 | history
2024-02-14 2024-02-13 (1d)2024-02-07 (1wk)2024-01-17 (4wk)2023-11-15 (13wk)2023-08-16 (26wk)2023-02-15 (52wk)
symboldescriptionsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepct
BP0VPK2TREASURY BILL40M$39.4M5.3%40M$39.4M5.3%40M$39.4M5.5%------------
-CL - WTI CRUDE OIL801K$62.1M8.4%801K$61.5M8.3%-126K$-9.2M-1.3%-362K$-26.3M-3.8%542K$42.4M5.2%312K$25.1M3.4%221K$17.5M2.0%
CLJ3WTI CRUDEFUTURE APR23------------------221K$17.5M2.0%
CLV3WTI CRUDEFUTURE OCT23---------------312K$25.1M3.4%---
CLF4WTI CRUDEFUTURE JAN24------------542K$42.4M5.2%------
CLH4WTI CRUDEFUTURE MAR24----------362K$-26.3M-3.8%---------
CLJ4WTI CRUDEFUTURE APR24801K$62.1M8.4%801K$61.5M8.3%-126K$-9.2M-1.3%------------
-EC - EUR FX CURR-297.9M$-319.2M-43.1%-297.9M$-321.2M-43.4%-162.8M$-175.2M-24.3%39.4M$42.9M6.2%-83.8M$-91.3M-11.1%204.9M$223.8M30.5%37.5M$40.3M4.6%
ECH3EURO FX CURR FUT MAR23------------------37.5M$40.3M4.6%
ECU3EURO FX CURR FUT SEP23---------------204.9M$223.8M30.5%---
ECZ3EURO FX CURR FUT DEC23-------------83.8M$-91.3M-11.1%------
ECH4EURO FX CURR FUT MAR24-297.9M$-319.2M-43.1%-297.9M$-321.2M-43.4%-162.8M$-175.2M-24.3%39.4M$42.9M6.2%---------
-ED/SFR - 3MO EURDLR/SOFR-10.8M$-10.3M-1.4%-10.8M$-10.4M-1.4%3.8M$3.6M0.5%-63.8M$-61.7M-8.9%-339M$-325.3M-39.6%-309.2M$-296.2M-40.3%-401.8M$-385.1M-43.6%
SFRM43 MONTH SOFR FUT JUN24-------------------401.8M$-385.1M-43.6%
SFRZ43 MONTH SOFR FUT DEC24----------------309.2M$-296.2M-40.3%---
SFRH53 MONTH SOFR FUT MAR25-------------339M$-325.3M-39.6%------
SFRM53 MONTH SOFR FUT JUN25-10.8M$-10.3M-1.4%-10.8M$-10.4M-1.4%3.8M$3.6M0.5%-63.8M$-61.7M-8.9%---------
-ES - S+P500 EMINI88.3K$439.0M59.3%88.3K$445.1M60.1%48.5K$241.3M33.4%40.5K$194.1M28.1%4.7K$21.2M2.6%27.4K$122.0M16.6%-13.7K$-56.8M-6.4%
ESH3S+P500 EMINI FUT MAR23-------------------13.7K$-56.8M-6.4%
ESU3S+P500 EMINI FUT SEP23---------------27.4K$122.0M16.6%---
ESZ3S+P500 EMINI FUT DEC23------------4.7K$21.2M2.6%------
ESH4S+P500 EMINI FUT MAR2488.3K$439.0M59.3%88.3K$445.1M60.1%48.5K$241.3M33.4%40.5K$194.1M28.1%---------
-FF - FED FUND 30DAY-------------173.8M$-164.5M-20.0%-115.8M$-109.6M-14.9%-91.7M$-87.2M-9.9%
FFJ3FED FUND 30DAY APR23-------------------91.7M$-87.2M-9.9%
FFV3FED FUND 30DAY OCT23----------------115.8M$-109.6M-14.9%---
FFF4FED FUND 30DAY JAN24-------------173.8M$-164.5M-20.0%------
-GC - GOLD 100 OZ3.3K$6.6M0.9%3.3K$6.7M0.9%13.8K$28.3M3.9%26.2K$53.2M7.7%-61.6K$-121.1M-14.8%-57.7K$-111.7M-15.2%-49.9K$-93.1M-10.5%
GCJ3GOLD 100 OZ FUTR APR23-------------------49.9K$-93.1M-10.5%
GCZ3GOLD 100 OZ FUTR DEC23-------------61.6K$-121.1M-14.8%-57.7K$-111.7M-15.2%---
GCG4GOLD 100 OZ FUTR FEB24---------26.2K$53.2M7.7%---------
GCJ4GOLD 100 OZ FUTR APR243.3K$6.6M0.9%3.3K$6.7M0.9%13.8K$28.3M3.9%------------
-JY - JPN YEN CURR-5.9M$-395.3M-53.4%-5.9M$-399.1M-53.9%-4.4M$-296.3M-41.0%-3.5M$-242.4M-35.1%-4.2M$-282.9M-34.5%-2.0M$-139.6M-19.0%288.8K$21.8M2.5%
JYH3JPN YEN CURR FUT MAR23------------------288.8K$21.8M2.5%
JYU3JPN YEN CURR FUT SEP23----------------2.0M$-139.6M-19.0%---
JYZ3JPN YEN CURR FUT DEC23-------------4.2M$-282.9M-34.5%------
JYH4JPN YEN CURR FUT MAR24-5.9M$-395.3M-53.4%-5.9M$-399.1M-53.9%-4.4M$-296.3M-41.0%-3.5M$-242.4M-35.1%---------
-MES - MSCI EMG MKTS-92.5K$-92.3M-12.5%-92.5K$-94.1M-12.7%-99.8K$-100.8M-14.0%-116.7K$-114.2M-16.6%-93.5K$-92.1M-11.2%29.9K$29.2M4.0%52.2K$53.2M6.0%
MESH3MSCI EMGMKT MAR23------------------52.2K$53.2M6.0%
MESU3MSCI EMGMKT SEP23---------------29.9K$29.2M4.0%---
MESZ3MSCI EMGMKT DEC23-------------93.5K$-92.1M-11.2%------
MESH4MSCI EMGMKT MAR24-92.5K$-92.3M-12.5%-92.5K$-94.1M-12.7%-99.8K$-100.8M-14.0%-116.7K$-114.2M-16.6%---------
-MFS - MSCI EAFE118.1K$260.6M35.2%118.1K$264.7M35.8%101.0K$226.0M31.3%63.2K$139.1M20.2%-32K$-67.0M-8.2%4.2K$8.8M1.2%142.2K$300.7M34.1%
MFSH3MSCI EAFEMAR23------------------142.2K$300.7M34.1%
MFSU3MSCI EAFESEP23---------------4.2K$8.8M1.2%---
MFSZ3MSCI EAFEDEC23-------------32K$-67.0M-8.2%------
MFSH4MSCI EAFEMAR24118.1K$260.6M35.2%118.1K$264.7M35.8%101.0K$226.0M31.3%63.2K$139.1M20.2%---------
-TU - US 2YR NOTE-10.8M$-11.0M-1.5%-10.8M$-11.0M-1.5%4.4M$4.5M0.6%-60.4M$-62.2M-9.0%-321M$-326.4M-39.8%-292.8M$-296.8M-40.4%-377.4M$-384.9M-43.6%
TUH3US 2YR NOTE (CBT) MAR23-------------------377.4M$-384.9M-43.6%
TUU3US 2YR NOTE (CBT) SEP23----------------292.8M$-296.8M-40.4%---
TUZ3US 2YR NOTE (CBT) DEC23-------------321M$-326.4M-39.8%------
TUH4US 2YR NOTE (CBT) MAR24-10.8M$-11.0M-1.5%-10.8M$-11.0M-1.5%4.4M$4.5M0.6%-60.4M$-62.2M-9.0%---------
-TY - US 10YR NOTE400K$438.5K0.1%400K$442.9K0.1%7.5M$8.3M1.2%-33.2M$-37.1M-5.4%-147.9M$-161.1M-19.6%-99.9M$-109.7M-14.9%-118.4M$-133.0M-15.1%
TYH3US 10YR NOTE (CBT)MAR23-------------------118.4M$-133.0M-15.1%
TYU3US 10YR NOTE (CBT)SEP23----------------99.9M$-109.7M-14.9%---
TYZ3US 10YR NOTE (CBT)DEC23-------------147.9M$-161.1M-19.6%------
TYH4US 10YR NOTE (CBT)MAR24400K$438.5K0.1%400K$442.9K0.1%7.5M$8.3M1.2%-33.2M$-37.1M-5.4%---------
-US - US LONG BOND35M$41.3M5.6%35M$41.9M5.7%49.7M$60.1M8.3%36.1M$43.7M6.3%-46.4M$-53.6M-6.5%-26.2M$-31.5M-4.3%-16.5M$-20.9M-2.4%
USH3US LONG BOND(CBT) MAR23-------------------16.5M$-20.9M-2.4%
USU3US LONG BOND(CBT) SEP23----------------26.2M$-31.5M-4.3%---
USZ3US LONG BOND(CBT) DEC23-------------46.4M$-53.6M-6.5%------
USH4US LONG BOND(CBT) MAR2435M$41.3M5.6%35M$41.9M5.7%49.7M$60.1M8.3%36.1M$43.7M6.3%---------
-UX - US 10YR ULTRA-300K$-340.4K0%-300K$-344.3K0%6.6M$7.6M1.1%-31.3M$-36.3M-5.3%-142.6M$-160.3M-19.5%-95.2M$-108.9M-14.8%-111.4M$-132.3M-15.0%
UXYH3US 10YR ULTRA FUT MAR23-------------------111.4M$-132.3M-15.0%
UXYU3US 10YR ULTRA FUT SEP23----------------95.2M$-108.9M-14.8%---
UXYZ3US 10YR ULTRA FUT DEC23-------------142.6M$-160.3M-19.5%------
UXYH4US 10YR ULTRA FUT MAR24-300K$-340.4K0%-300K$-344.3K0%6.6M$7.6M1.1%-31.3M$-36.3M-5.3%---------
-WN - US ULTRA BOND32.1M$39.8M5.4%32.1M$40.5M5.5%45.9M$58.5M8.1%33.2M$42.2M6.1%-44M$-52.7M-6.4%-24.4M$-30.7M-4.2%-14.4M$-19.9M-2.3%
WNH3US ULTRA BOND CBT MAR23-------------------14.4M$-19.9M-2.3%
WNU3US ULTRA BOND CBT SEP23----------------24.4M$-30.7M-4.2%---
WNZ3US ULTRA BOND CBT DEC23-------------44M$-52.7M-6.4%------
WNH4US ULTRA BOND CBT MAR2432.1M$39.8M5.4%32.1M$40.5M5.5%45.9M$58.5M8.1%33.2M$42.2M6.1%---------
not investment advice - use at own risk - see terms - data by imgp funds

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