Sep 14, 2023 6 min read dbmf-update

DBMF update - 14 sep 2023

dbmfwatch - DBMF \| 2023-09-14 \| changes found
description	shares	value	pct	1d chg	1wk chg	4wk chg	13wk chg
CL - WTI CRUDE OIL	1.5M	$128.7M	17.0%	13.2% \| 12.9%	92.5% \| 94.9%	369.6% \| 422.2%	243.1% \| 283.6%
EC - EUR FX CURR	198.1M	$212.7M	28.1%	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 EMINI	19.6K	$88.8M	11.7%	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)
symbol	description	shares	value	pct	shares	value	pct	shares	value	pct	shares	value	pct	shares	value	pct	shares	value	pct

-	CL - WTI CRUDE OIL	1.5M	$128.7M	17.0%	1.3M	$114.1M	15.0%	761K	$66.0M	8.7%	312K	$24.7M	3.4%	-1.0M	$-70.1M	-10.1%	286K	$19.4M	2.4%
CLK3	WTI CRUDEFUTURE MAY23	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	286K	$19.4M	2.4%
CLQ3	WTI CRUDEFUTURE AUG23	-	-	-	-	-	-	-	-	-	-	-	-	-1.0M	$-70.1M	-10.1%	-	-	-
CLV3	WTI CRUDEFUTURE OCT23	-	-	-	-	-	-	-	-	-	312K	$24.7M	3.4%	-	-	-	-	-	-
CLX3	WTI CRUDEFUTURE NOV23	1.5M	$128.7M	17.0%	1.3M	$114.1M	15.0%	761K	$66.0M	8.7%	-	-	-	-	-	-	-	-	-

-	EC - EUR FX CURR	198.1M	$212.7M	28.1%	175M	$187.9M	24.8%	223.6M	$240.0M	31.8%	204.9M	$223.3M	30.4%	167.5M	$182.4M	26.4%	245.2M	$261.3M	31.8%
ECM3	EURO FX CURR FUT JUN23	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	245.2M	$261.3M	31.8%
ECU3	EURO FX CURR FUT SEP23	198.1M	$212.7M	28.1%	175M	$187.9M	24.8%	223.6M	$240.0M	31.8%	204.9M	$223.3M	30.4%	167.5M	$182.4M	26.4%	-	-	-

-	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%
SFRU4	3 MONTH SOFR FUT SEP24	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-419.9M	$-405.6M	-49.4%
SFRZ4	3 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 EMINI	19.6K	$88.8M	11.7%	17.4K	$78.3M	10.3%	16.6K	$74.5M	9.9%	27.4K	$121.1M	16.5%	32.9K	$145.4M	21.0%	-48.5K	$-190.6M	-23.2%
ESM3	S+P500 EMINI FUT JUN23	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-48.5K	$-190.6M	-23.2%
ESU3	S+P500 EMINI FUT SEP23	-	-	-	-	-	-	16.6K	$74.5M	9.9%	27.4K	$121.1M	16.5%	32.9K	$145.4M	21.0%	-	-	-
ESZ3	S+P500 EMINI FUT DEC23	19.6K	$88.8M	11.7%	17.4K	$78.3M	10.3%	-	-	-	-	-	-	-	-	-	-	-	-

-	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%	-	-	-
FFV3	FED FUND 30DAY OCT23	-	-	-	-	-	-	-153.8M	$-145.5M	-19.3%	-115.8M	$-109.6M	-14.9%	-77.5M	$-73.4M	-10.6%	-	-	-
FFF4	FED 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	$75.6M	10.9%	14.4K	$27.8M	3.4%
GCJ3	GOLD 100 OZ FUTR APR23	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	14.4K	$27.8M	3.4%
GCQ3	GOLD 100 OZ FUTR AUG23	-	-	-	-	-	-	-	-	-	-	-	-	38.4K	$75.6M	10.9%	-	-	-
GCZ3	GOLD 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%
JYM3	JPN YEN CURR FUT JUN23	-	-	-	-	-	-	-	-	-	-	-	-	-387.5K	$-27.8M	-4.0%	-5.2M	$-398.4M	-48.5%
JYU3	JPN 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	$7.5M	1.0%	29.9K	$28.9M	3.9%	-52.0K	$-53.4M	-7.7%	-185.4K	$-174.6M	-21.3%
MESM3	MSCI EMGMKT JUN23	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-185.4K	$-174.6M	-21.3%
MESU3	MSCI EMGMKT SEP23	-	-	-	-	-	-	7.7K	$7.5M	1.0%	29.9K	$28.9M	3.9%	-52.0K	$-53.4M	-7.7%	-	-	-
MESZ3	MSCI 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	$9.3M	1.2%	4.2K	$8.7M	1.2%	13.8K	$30.0M	4.3%	206.7K	$406.2M	49.5%
MFSM3	MSCI EAFEJUN23	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	206.7K	$406.2M	49.5%
MFSU3	MSCI EAFESEP23	-	-	-	-	-	-	4.5K	$9.3M	1.2%	4.2K	$8.7M	1.2%	13.8K	$30.0M	4.3%	-	-	-
MFSZ3	MSCI 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%
TUM3	US 2YR NOTE (CBT) JUN23	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-382.4M	$-395.9M	-48.2%
TUU3	US 2YR NOTE (CBT) SEP23	-	-	-	-	-	-	-	-	-	-292.8M	$-296.6M	-40.4%	-241.2M	$-246.4M	-35.6%	-	-	-
TUZ3	US 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	$75.7M	11.0%	-226.9M	$-261.2M	-31.8%
TYM3	US 10YR NOTE (CBT)JUN23	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-226.9M	$-261.2M	-31.8%
TYU3	US 10YR NOTE (CBT)SEP23	-	-	-	-	-	-	-	-	-	-99.9M	$-109.5M	-14.9%	67.1M	$75.7M	11.0%	-	-	-
TYZ3	US 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%
USM3	US LONG BOND(CBT) JUN23	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-40.7M	$-53.6M	-6.5%
USU3	US LONG BOND(CBT) SEP23	-	-	-	-	-	-	-	-	-	-26.2M	$-31.3M	-4.3%	-59.2M	$-75.2M	-10.9%	-	-	-
USZ3	US 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	$75.2M	10.9%	-214.5M	$-260.2M	-31.7%
UXYM3	US 10YR ULTRA FUT JUN23	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-214.5M	$-260.2M	-31.7%
UXYU3	US 10YR ULTRA FUT SEP23	-	-	-	-	-	-	-	-	-	-95.2M	$-108.6M	-14.8%	63.3M	$75.2M	10.9%	-	-	-
UXYZ3	US 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%
WNM3	US ULTRA BOND CBT JUN23	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-36.2M	$-51.5M	-6.3%
WNU3	US ULTRA BOND CBT SEP23	-	-	-	-	-	-	-	-	-	-24.4M	$-30.5M	-4.2%	-55M	$-74.8M	-10.8%	-	-	-
WNZ3	US 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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