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6 min read dbmf-update

DBMF update - 14 sep 2023

DBMF update - 14 sep 2023
dbmfwatch - DBMF | 2023-09-14 | changes found
descriptionsharesvaluepct1d chg1wk chg4wk chg13wk chg
CL - WTI CRUDE OIL1.5M$128.7M17.0%13.2% | 12.9%92.5% | 94.9%369.6% | 422.2%243.1% | 283.6%
EC - EUR FX CURR198.1M$212.7M28.1%13.2% | 13.2%-11.4% | -11.4%-3.3% | -4.7%18.3% | 16.6%
ED/SFR - 3MO EURDLR/SOFR-393M$-375.8M-49.6%-13.3% | -13.3%-15.7% | -15.7%-27.1% | -26.9%-53.4% | -52.3%
ES - S+P500 EMINI19.6K$88.8M11.7%13.3% | 13.4%18.0% | 19.2%-28.3% | -26.7%-40.3% | -38.9%
FF - FED FUND 30DAY-166.7M$-157.6M-20.8%-13.3% | -13.3%-8.4% | -8.3%-43.9% | -43.7%-115.1% | -114.7%
GC - GOLD 100 OZ-73.8K$-142.6M-18.8%-13.2% | -13.0%1.2% | 1.8%-27.9% | -28.2%-292.2% | -288.6%
JY - JPN YEN CURR-5.0M$-338.6M-44.7%-13.2% | -12.9%-38.9% | -39.0%-146.7% | -143.6%23.5% | 28.5%
MES - MSCI EMG MKTS-13.8K$-13.7M-1.8%-13.1% | -12.9%-279.9% | -281.6%-146.3% | -147.3%73.3% | 74.4%
MFS - MSCI EAFE-12.5K$-26.2M-3.5%-13.1% | -12.8%-380.9% | -382.9%-397.6% | -400.5%-190.6% | -187.6%
TU - US 2YR NOTE-370.6M$-376.6M-49.7%-13.2% | -13.2%-15.7% | -15.8%-26.6% | -26.9%-53.6% | -52.8%
TY - US 10YR NOTE-144.1M$-158.5M-20.9%-13.2% | -13.3%-4.2% | -4.5%-44.2% | -44.8%-314.8% | -309.3%
US - US LONG BOND-40.4M$-48.3M-6.4%-13.2% | -13.4%4.5% | 4.1%-54.2% | -54.6%31.8% | 35.7%
UX - US 10YR ULTRA-137.6M$-157.7M-20.8%-13.3% | -13.4%-4.2% | -4.6%-44.5% | -45.3%-317.4% | -309.7%
WN - US ULTRA BOND-37.4M$-47.4M-6.2%-13.3% | -13.5%4.8% | 4.5%-53.3% | -55.5%32.0% | 36.7%
not investment advice - use at own risk - see terms - data by imgp funds
dbmfwatch - DBMF | 2023-09-14 | history
2023-09-14 2023-09-13 (1d)2023-09-07 (1wk)2023-08-17 (4wk)2023-06-15 (13wk)2023-03-16 (26wk)
symboldescriptionsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepct
-CL - WTI CRUDE OIL1.5M$128.7M17.0%1.3M$114.1M15.0%761K$66.0M8.7%312K$24.7M3.4%-1.0M$-70.1M-10.1%286K$19.4M2.4%
CLK3WTI CRUDEFUTURE MAY23---------------286K$19.4M2.4%
CLQ3WTI CRUDEFUTURE AUG23-------------1.0M$-70.1M-10.1%---
CLV3WTI CRUDEFUTURE OCT23---------312K$24.7M3.4%------
CLX3WTI CRUDEFUTURE NOV231.5M$128.7M17.0%1.3M$114.1M15.0%761K$66.0M8.7%---------
-EC - EUR FX CURR198.1M$212.7M28.1%175M$187.9M24.8%223.6M$240.0M31.8%204.9M$223.3M30.4%167.5M$182.4M26.4%245.2M$261.3M31.8%
ECM3EURO FX CURR FUT JUN23---------------245.2M$261.3M31.8%
ECU3EURO FX CURR FUT SEP23198.1M$212.7M28.1%175M$187.9M24.8%223.6M$240.0M31.8%204.9M$223.3M30.4%167.5M$182.4M26.4%---
-ED/SFR - 3MO EURDLR/SOFR-393M$-375.8M-49.6%-347M$-331.7M-43.7%-339.8M$-324.8M-43.0%-309.2M$-296.0M-40.3%-256.2M$-246.7M-35.7%-419.9M$-405.6M-49.4%
SFRU43 MONTH SOFR FUT SEP24----------------419.9M$-405.6M-49.4%
SFRZ43 MONTH SOFR FUT DEC24-393M$-375.8M-49.6%-347M$-331.7M-43.7%-339.8M$-324.8M-43.0%-309.2M$-296.0M-40.3%-256.2M$-246.7M-35.7%---
-ES - S+P500 EMINI19.6K$88.8M11.7%17.4K$78.3M10.3%16.6K$74.5M9.9%27.4K$121.1M16.5%32.9K$145.4M21.0%-48.5K$-190.6M-23.2%
ESM3S+P500 EMINI FUT JUN23----------------48.5K$-190.6M-23.2%
ESU3S+P500 EMINI FUT SEP23------16.6K$74.5M9.9%27.4K$121.1M16.5%32.9K$145.4M21.0%---
ESZ3S+P500 EMINI FUT DEC2319.6K$88.8M11.7%17.4K$78.3M10.3%------------
-FF - FED FUND 30DAY-166.7M$-157.6M-20.8%-147.1M$-139.1M-18.3%-153.8M$-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$-73.4M-10.6%---
FFF4FED FUND 30DAY JAN24-166.7M$-157.6M-20.8%-147.1M$-139.1M-18.3%------------
-GC - GOLD 100 OZ-73.8K$-142.6M-18.8%-65.2K$-126.2M-16.6%-74.7K$-145.2M-19.2%-57.7K$-111.3M-15.2%38.4K$75.6M10.9%14.4K$27.8M3.4%
GCJ3GOLD 100 OZ FUTR APR23---------------14.4K$27.8M3.4%
GCQ3GOLD 100 OZ FUTR AUG23------------38.4K$75.6M10.9%---
GCZ3GOLD 100 OZ FUTR DEC23-73.8K$-142.6M-18.8%-65.2K$-126.2M-16.6%-74.7K$-145.2M-19.2%-57.7K$-111.3M-15.2%------
-JY - JPN YEN CURR-5.0M$-338.6M-44.7%-4.4M$-299.8M-39.5%-3.6M$-243.6M-32.3%-2.0M$-139.0M-18.9%-6.5M$-473.6M-68.5%-5.2M$-398.4M-48.5%
JYM3JPN YEN CURR FUT JUN23-------------387.5K$-27.8M-4.0%-5.2M$-398.4M-48.5%
JYU3JPN YEN CURR FUT SEP23-5.0M$-338.6M-44.7%-4.4M$-299.8M-39.5%-3.6M$-243.6M-32.3%-2.0M$-139.0M-18.9%-6.1M$-445.9M-64.5%---
-MES - MSCI EMG MKTS-13.8K$-13.7M-1.8%-12.2K$-12.1M-1.6%7.7K$7.5M1.0%29.9K$28.9M3.9%-52.0K$-53.4M-7.7%-185.4K$-174.6M-21.3%
MESM3MSCI EMGMKT JUN23----------------185.4K$-174.6M-21.3%
MESU3MSCI EMGMKT SEP23------7.7K$7.5M1.0%29.9K$28.9M3.9%-52.0K$-53.4M-7.7%---
MESZ3MSCI EMGMKT DEC23-13.8K$-13.7M-1.8%-12.2K$-12.1M-1.6%------------
-MFS - MSCI EAFE-12.5K$-26.2M-3.5%-11.1K$-23.3M-3.1%4.5K$9.3M1.2%4.2K$8.7M1.2%13.8K$30.0M4.3%206.7K$406.2M49.5%
MFSM3MSCI EAFEJUN23---------------206.7K$406.2M49.5%
MFSU3MSCI EAFESEP23------4.5K$9.3M1.2%4.2K$8.7M1.2%13.8K$30.0M4.3%---
MFSZ3MSCI EAFEDEC23-12.5K$-26.2M-3.5%-11.1K$-23.3M-3.1%------------
-TU - US 2YR NOTE-370.6M$-376.6M-49.7%-327.4M$-332.5M-43.9%-320.2M$-325.1M-43.1%-292.8M$-296.6M-40.4%-241.2M$-246.4M-35.6%-382.4M$-395.9M-48.2%
TUM3US 2YR NOTE (CBT) JUN23----------------382.4M$-395.9M-48.2%
TUU3US 2YR NOTE (CBT) SEP23----------292.8M$-296.6M-40.4%-241.2M$-246.4M-35.6%---
TUZ3US 2YR NOTE (CBT) DEC23-370.6M$-376.6M-49.7%-327.4M$-332.5M-43.9%-320.2M$-325.1M-43.1%---------
-TY - US 10YR NOTE-144.1M$-158.5M-20.9%-127.3M$-139.9M-18.4%-138.3M$-151.7M-20.1%-99.9M$-109.5M-14.9%67.1M$75.7M11.0%-226.9M$-261.2M-31.8%
TYM3US 10YR NOTE (CBT)JUN23----------------226.9M$-261.2M-31.8%
TYU3US 10YR NOTE (CBT)SEP23----------99.9M$-109.5M-14.9%67.1M$75.7M11.0%---
TYZ3US 10YR NOTE (CBT)DEC23-144.1M$-158.5M-20.9%-127.3M$-139.9M-18.4%-138.3M$-151.7M-20.1%---------
-US - US LONG BOND-40.4M$-48.3M-6.4%-35.7M$-42.6M-5.6%-42.3M$-50.4M-6.7%-26.2M$-31.3M-4.3%-59.2M$-75.2M-10.9%-40.7M$-53.6M-6.5%
USM3US LONG BOND(CBT) JUN23----------------40.7M$-53.6M-6.5%
USU3US LONG BOND(CBT) SEP23----------26.2M$-31.3M-4.3%-59.2M$-75.2M-10.9%---
USZ3US LONG BOND(CBT) DEC23-40.4M$-48.3M-6.4%-35.7M$-42.6M-5.6%-42.3M$-50.4M-6.7%---------
-UX - US 10YR ULTRA-137.6M$-157.7M-20.8%-121.5M$-139.1M-18.3%-132M$-150.8M-20.0%-95.2M$-108.6M-14.8%63.3M$75.2M10.9%-214.5M$-260.2M-31.7%
UXYM3US 10YR ULTRA FUT JUN23----------------214.5M$-260.2M-31.7%
UXYU3US 10YR ULTRA FUT SEP23----------95.2M$-108.6M-14.8%63.3M$75.2M10.9%---
UXYZ3US 10YR ULTRA FUT DEC23-137.6M$-157.7M-20.8%-121.5M$-139.1M-18.3%-132M$-150.8M-20.0%---------
-WN - US ULTRA BOND-37.4M$-47.4M-6.2%-33M$-41.7M-5.5%-39.3M$-49.6M-6.6%-24.4M$-30.5M-4.2%-55M$-74.8M-10.8%-36.2M$-51.5M-6.3%
WNM3US ULTRA BOND CBT JUN23----------------36.2M$-51.5M-6.3%
WNU3US ULTRA BOND CBT SEP23----------24.4M$-30.5M-4.2%-55M$-74.8M-10.8%---
WNZ3US ULTRA BOND CBT DEC23-37.4M$-47.4M-6.2%-33M$-41.7M-5.5%-39.3M$-49.6M-6.6%---------
not investment advice - use at own risk - see terms - data by imgp funds

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