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7 min read dbmf-update

DBMF update - 15 feb 2024

DBMF update - 15 feb 2024
dbmfwatch - DBMF | 2024-02-15 | no 1d changes
descriptionsharesvaluepct1d chg1wk chg4wk chg13wk chg
BP - GBP FX CURR40M$39.4M5.3%0% | 0%0% | 0.1%--
CL - WTI CRUDE OIL801K$61.2M8.2%0% | -1.5%735.7% | 756.8%321.3% | 333.1%48.3% | 47.5%
EC - EUR FX CURR-297.9M$-320.0M-43.0%0% | -0.2%-83.0% | -82.2%-856.5% | -845.5%-256.7% | -252.8%
ED/SFR - 3MO EURDLR/SOFR-10.8M$-10.3M-1.4%0% | -0.1%-386.7% | -385.9%83.1% | 83.2%96.8% | 96.8%
ES - S+P500 EMINI88.3K$443.1M59.5%0% | 0.9%82.1% | 82.2%118.3% | 129.6%1.78K% | 1.99K%
GC - GOLD 100 OZ3.3K$6.6M0.9%0% | -0.1%-76.1% | -76.6%-87.4% | -87.4%105.4% | 105.5%
JY - JPN YEN CURR-5.9M$-396.0M-53.2%0% | -0.2%-36.2% | -33.8%-67.8% | -64.5%-40.5% | -41.2%
MES - MSCI EMG MKTS-92.5K$-93.7M-12.6%0% | -1.5%7.2% | 7.1%20.7% | 16.7%0.8% | -1.0%
MFS - MSCI EAFE118.1K$263.5M35.4%0% | 1.1%16.9% | 16.7%86.9% | 91.2%470.2% | 495.3%
TU - US 2YR NOTE-10.8M$-11.0M-1.5%0% | -0.1%-345.5% | -344.6%82.1% | 82.2%96.6% | 96.6%
TY - US 10YR NOTE400K$440.1K0.1%0% | 0.4%-94.7% | -94.7%101.2% | 101.2%100.3% | 100.3%
US - US LONG BOND35M$41.5M5.6%0% | 0.5%-29.6% | -30.9%-3.0% | -4.9%175.6% | 178.4%
UX - US 10YR ULTRA-300K$-341.7K0%0% | -0.4%-104.5% | -104.5%99.0% | 99.1%99.8% | 99.8%
WN - US ULTRA BOND32.1M$39.9M5.4%0% | 0.4%-30.1% | -31.6%-3.3% | -5.3%173.1% | 176.8%
not investment advice - use at own risk - see terms - data by imgp funds
dbmfwatch - DBMF | 2024-02-15 | history
2024-02-15 2024-02-14 (1d)2024-02-08 (1wk)2024-01-18 (4wk)2023-11-16 (13wk)2023-08-17 (26wk)2023-02-16 (52wk)
symboldescriptionsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepct
BP0VPK2TREASURY BILL40M$39.4M5.3%40M$39.4M5.3%40M$39.4M5.4%------------
-CL - WTI CRUDE OIL801K$61.2M8.2%801K$62.1M8.4%-126K$-9.3M-1.3%-362K$-26.2M-3.8%540K$41.5M5.0%312K$24.7M3.4%221K$17.4M2.0%
CLJ3WTI CRUDEFUTURE APR23------------------221K$17.4M2.0%
CLV3WTI CRUDEFUTURE OCT23---------------312K$24.7M3.4%---
CLF4WTI CRUDEFUTURE JAN24------------540K$41.5M5.0%------
CLH4WTI CRUDEFUTURE MAR24----------362K$-26.2M-3.8%---------
CLJ4WTI CRUDEFUTURE APR24801K$61.2M8.2%801K$62.1M8.4%-126K$-9.3M-1.3%------------
-EC - EUR FX CURR-297.9M$-320.0M-43.0%-297.9M$-319.2M-43.1%-162.8M$-175.6M-24.0%39.4M$42.9M6.2%-83.5M$-90.7M-11.0%204.9M$223.3M30.4%37.5M$40.1M4.5%
ECH3EURO FX CURR FUT MAR23------------------37.5M$40.1M4.5%
ECU3EURO FX CURR FUT SEP23---------------204.9M$223.3M30.4%---
ECZ3EURO FX CURR FUT DEC23-------------83.5M$-90.7M-11.0%------
ECH4EURO FX CURR FUT MAR24-297.9M$-320.0M-43.0%-297.9M$-319.2M-43.1%-162.8M$-175.6M-24.0%39.4M$42.9M6.2%---------
-ED/SFR - 3MO EURDLR/SOFR-10.8M$-10.3M-1.4%-10.8M$-10.3M-1.4%3.8M$3.6M0.5%-63.8M$-61.6M-8.9%-338.2M$-324.2M-39.2%-309.2M$-296.0M-40.3%-401.8M$-384.8M-43.3%
SFRM43 MONTH SOFR FUT JUN24-------------------401.8M$-384.8M-43.3%
SFRZ43 MONTH SOFR FUT DEC24----------------309.2M$-296.0M-40.3%---
SFRH53 MONTH SOFR FUT MAR25-------------338.2M$-324.2M-39.2%------
SFRM53 MONTH SOFR FUT JUN25-10.8M$-10.3M-1.4%-10.8M$-10.3M-1.4%3.8M$3.6M0.5%-63.8M$-61.6M-8.9%---------
-ES - S+P500 EMINI88.3K$443.1M59.5%88.3K$439.0M59.3%48.5K$243.2M33.2%40.5K$193.0M28.0%4.7K$21.2M2.6%27.4K$121.1M16.5%-13.7K$-57.0M-6.4%
ESH3S+P500 EMINI FUT MAR23-------------------13.7K$-57.0M-6.4%
ESU3S+P500 EMINI FUT SEP23---------------27.4K$121.1M16.5%---
ESZ3S+P500 EMINI FUT DEC23------------4.7K$21.2M2.6%------
ESH4S+P500 EMINI FUT MAR2488.3K$443.1M59.5%88.3K$439.0M59.3%48.5K$243.2M33.2%40.5K$193.0M28.0%---------
-FF - FED FUND 30DAY-------------173.3M$-164.1M-19.9%-115.8M$-109.6M-14.9%-91.7M$-87.2M-9.8%
FFJ3FED FUND 30DAY APR23-------------------91.7M$-87.2M-9.8%
FFV3FED FUND 30DAY OCT23----------------115.8M$-109.6M-14.9%---
FFF4FED FUND 30DAY JAN24-------------173.3M$-164.1M-19.9%------
-GC - GOLD 100 OZ3.3K$6.6M0.9%3.3K$6.6M0.9%13.8K$28.3M3.9%26.2K$52.6M7.6%-61.4K$-120.6M-14.6%-57.7K$-111.3M-15.2%-49.9K$-92.1M-10.4%
GCJ3GOLD 100 OZ FUTR APR23-------------------49.9K$-92.1M-10.4%
GCZ3GOLD 100 OZ FUTR DEC23-------------61.4K$-120.6M-14.6%-57.7K$-111.3M-15.2%---
GCG4GOLD 100 OZ FUTR FEB24---------26.2K$52.6M7.6%---------
GCJ4GOLD 100 OZ FUTR APR243.3K$6.6M0.9%3.3K$6.6M0.9%13.8K$28.3M3.9%------------
-JY - JPN YEN CURR-5.9M$-396.0M-53.2%-5.9M$-395.3M-53.4%-4.4M$-295.9M-40.4%-3.5M$-240.7M-34.9%-4.2M$-280.4M-33.9%-2.0M$-139.0M-18.9%288.8K$21.6M2.4%
JYH3JPN YEN CURR FUT MAR23------------------288.8K$21.6M2.4%
JYU3JPN YEN CURR FUT SEP23----------------2.0M$-139.0M-18.9%---
JYZ3JPN YEN CURR FUT DEC23-------------4.2M$-280.4M-33.9%------
JYH4JPN YEN CURR FUT MAR24-5.9M$-396.0M-53.2%-5.9M$-395.3M-53.4%-4.4M$-295.9M-40.4%-3.5M$-240.7M-34.9%---------
-MES - MSCI EMG MKTS-92.5K$-93.7M-12.6%-92.5K$-92.3M-12.5%-99.8K$-100.8M-13.8%-116.7K$-112.5M-16.3%-93.3K$-92.7M-11.2%29.9K$28.9M3.9%52.2K$52.8M5.9%
MESH3MSCI EMGMKT MAR23------------------52.2K$52.8M5.9%
MESU3MSCI EMGMKT SEP23---------------29.9K$28.9M3.9%---
MESZ3MSCI EMGMKT DEC23-------------93.3K$-92.7M-11.2%------
MESH4MSCI EMGMKT MAR24-92.5K$-93.7M-12.6%-92.5K$-92.3M-12.5%-99.8K$-100.8M-13.8%-116.7K$-112.5M-16.3%---------
-MFS - MSCI EAFE118.1K$263.5M35.4%118.1K$260.6M35.2%101.0K$225.8M30.8%63.2K$137.8M20.0%-31.9K$-66.6M-8.1%4.2K$8.7M1.2%142.2K$299.3M33.6%
MFSH3MSCI EAFEMAR23------------------142.2K$299.3M33.6%
MFSU3MSCI EAFESEP23---------------4.2K$8.7M1.2%---
MFSZ3MSCI EAFEDEC23-------------31.9K$-66.6M-8.1%------
MFSH4MSCI EAFEMAR24118.1K$263.5M35.4%118.1K$260.6M35.2%101.0K$225.8M30.8%63.2K$137.8M20.0%---------
-TU - US 2YR NOTE-10.8M$-11.0M-1.5%-10.8M$-11.0M-1.5%4.4M$4.5M0.6%-60.4M$-62.0M-9.0%-320.4M$-325.1M-39.3%-292.8M$-296.6M-40.4%-377.4M$-384.9M-43.3%
TUH3US 2YR NOTE (CBT) MAR23-------------------377.4M$-384.9M-43.3%
TUU3US 2YR NOTE (CBT) SEP23----------------292.8M$-296.6M-40.4%---
TUZ3US 2YR NOTE (CBT) DEC23-------------320.4M$-325.1M-39.3%------
TUH4US 2YR NOTE (CBT) MAR24-10.8M$-11.0M-1.5%-10.8M$-11.0M-1.5%4.4M$4.5M0.6%-60.4M$-62.0M-9.0%---------
-TY - US 10YR NOTE400K$440.1K0.1%400K$438.5K0.1%7.5M$8.3M1.1%-33.2M$-37.0M-5.4%-147.5M$-159.6M-19.3%-99.9M$-109.5M-14.9%-118.4M$-132.7M-14.9%
TYH3US 10YR NOTE (CBT)MAR23-------------------118.4M$-132.7M-14.9%
TYU3US 10YR NOTE (CBT)SEP23----------------99.9M$-109.5M-14.9%---
TYZ3US 10YR NOTE (CBT)DEC23-------------147.5M$-159.6M-19.3%------
TYH4US 10YR NOTE (CBT)MAR24400K$440.1K0.1%400K$438.5K0.1%7.5M$8.3M1.1%-33.2M$-37.0M-5.4%---------
-US - US LONG BOND35M$41.5M5.6%35M$41.3M5.6%49.7M$60.1M8.2%36.1M$43.6M6.3%-46.3M$-52.9M-6.4%-26.2M$-31.3M-4.3%-16.4M$-20.7M-2.3%
USH3US LONG BOND(CBT) MAR23-------------------16.4M$-20.7M-2.3%
USU3US LONG BOND(CBT) SEP23----------------26.2M$-31.3M-4.3%---
USZ3US LONG BOND(CBT) DEC23-------------46.3M$-52.9M-6.4%------
USH4US LONG BOND(CBT) MAR2435M$41.5M5.6%35M$41.3M5.6%49.7M$60.1M8.2%36.1M$43.6M6.3%---------
-UX - US 10YR ULTRA-300K$-341.7K0%-300K$-340.4K0%6.6M$7.6M1.0%-31.3M$-36.2M-5.2%-142.3M$-158.8M-19.2%-95.2M$-108.6M-14.8%-111.4M$-131.8M-14.8%
UXYH3US 10YR ULTRA FUT MAR23-------------------111.4M$-131.8M-14.8%
UXYU3US 10YR ULTRA FUT SEP23----------------95.2M$-108.6M-14.8%---
UXYZ3US 10YR ULTRA FUT DEC23-------------142.3M$-158.8M-19.2%------
UXYH4US 10YR ULTRA FUT MAR24-300K$-341.7K0%-300K$-340.4K0%6.6M$7.6M1.0%-31.3M$-36.2M-5.2%---------
-WN - US ULTRA BOND32.1M$39.9M5.4%32.1M$39.8M5.4%45.9M$58.4M8.0%33.2M$42.2M6.1%-43.9M$-52.0M-6.3%-24.4M$-30.5M-4.2%-14.4M$-19.8M-2.2%
WNH3US ULTRA BOND CBT MAR23-------------------14.4M$-19.8M-2.2%
WNU3US ULTRA BOND CBT SEP23----------------24.4M$-30.5M-4.2%---
WNZ3US ULTRA BOND CBT DEC23-------------43.9M$-52.0M-6.3%------
WNH4US ULTRA BOND CBT MAR2432.1M$39.9M5.4%32.1M$39.8M5.4%45.9M$58.4M8.0%33.2M$42.2M6.1%---------
not investment advice - use at own risk - see terms - data by imgp funds

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