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6 min read dbmf-update

DBMF update - 15 sep 2023

DBMF update - 15 sep 2023
dbmfwatch - DBMF | 2023-09-15 | changes found
descriptionsharesvaluepct1d chg1wk chg4wk chg13wk chg
CL - WTI CRUDE OIL1.5M$136.7M15.9%4.1% | 6.1%100.4% | 108.4%388.8% | 448.2%248.9% | 288.5%
EC - EUR FX CURR206.2M$220.2M25.7%4.1% | 3.5%-7.8% | -8.0%0.7% | -1.1%23.1% | 19.5%
ED/SFR - 3MO EURDLR/SOFR-409.2M$-392.3M-45.7%-4.1% | -4.4%-20.5% | -20.7%-32.3% | -32.5%-59.7% | -58.9%
ES - S+P500 EMINI20.4K$93.1M10.9%4.1% | 4.9%22.8% | 24.2%-25.4% | -22.5%-37.8% | -36.7%
FF - FED FUND 30DAY-173.3M$-163.9M-19.1%-4.0% | -4.0%-12.7% | -12.7%-49.6% | -49.5%-123.7% | -123.3%
GC - GOLD 100 OZ-76.8K$-148.4M-17.3%-4.1% | -4.1%-2.8% | -2.3%-33.1% | -34.3%-300.0% | -296.2%
JY - JPN YEN CURR-5.2M$-357.5M-41.7%-4.1% | -5.6%-44.6% | -46.3%-156.8% | -157.1%20.4% | 24.2%
MES - MSCI EMG MKTS-14.4K$-14.4M-1.7%-4.3% | -4.9%-287.7% | -290.6%-148.3% | -149.6%72.2% | 73.4%
MFS - MSCI EAFE-13K$-27.6M-3.2%-4.0% | -5.3%-392.1% | -396.0%-409.5% | -418.7%-194.2% | -191.3%
TU - US 2YR NOTE-385.8M$-391.8M-45.7%-4.1% | -4.0%-20.5% | -20.3%-31.8% | -32.0%-60.0% | -58.8%
TY - US 10YR NOTE-150.1M$-164.7M-19.2%-4.2% | -3.9%-8.5% | -8.3%-50.3% | -50.9%-323.7% | -316.4%
US - US LONG BOND-42M$-50.0M-5.8%-4.0% | -3.4%0.7% | 0.9%-60.3% | -60.9%29.1% | 33.9%
UX - US 10YR ULTRA-143.3M$-163.7M-19.1%-4.1% | -3.8%-8.6% | -8.3%-50.5% | -51.4%-326.4% | -316.5%
WN - US ULTRA BOND-39M$-49.0M-5.7%-4.3% | -3.4%0.8% | 1.3%-59.8% | -62.1%29.1% | 35.0%
not investment advice - use at own risk - see terms - data by imgp funds
dbmfwatch - DBMF | 2023-09-15 | history
2023-09-15 2023-09-14 (1d)2023-09-08 (1wk)2023-08-18 (4wk)2023-06-16 (13wk)2023-03-17 (26wk)
symboldescriptionsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepct
-CL - WTI CRUDE OIL1.5M$136.7M15.9%1.5M$128.7M17.0%761K$65.6M8.7%312K$24.9M3.4%-1.0M$-72.5M-10.4%286K$19.6M2.5%
CLK3WTI CRUDEFUTURE MAY23---------------286K$19.6M2.5%
CLQ3WTI CRUDEFUTURE AUG23-------------1.0M$-72.5M-10.4%---
CLV3WTI CRUDEFUTURE OCT23---------312K$24.9M3.4%------
CLX3WTI CRUDEFUTURE NOV231.5M$136.7M15.9%1.5M$128.7M17.0%761K$65.6M8.7%---------
-EC - EUR FX CURR206.2M$220.2M25.7%198.1M$212.7M28.1%223.6M$239.3M31.8%204.9M$222.8M30.2%167.5M$184.3M26.5%245.2M$261.7M33.0%
ECM3EURO FX CURR FUT JUN23---------------245.2M$261.7M33.0%
ECU3EURO FX CURR FUT SEP23---198.1M$212.7M28.1%223.6M$239.3M31.8%204.9M$222.8M30.2%167.5M$184.3M26.5%---
ECZ3EURO FX CURR FUT DEC23206.2M$220.2M25.7%---------------
-ED/SFR - 3MO EURDLR/SOFR-409.2M$-392.3M-45.7%-393M$-375.8M-49.6%-339.8M$-325.1M-43.3%-309.2M$-296.1M-40.1%-256.2M$-246.9M-35.6%-408M$-393.9M-49.7%
SFRU43 MONTH SOFR FUT SEP24----------------408M$-393.9M-49.7%
SFRZ43 MONTH SOFR FUT DEC24----393M$-375.8M-49.6%-339.8M$-325.1M-43.3%-309.2M$-296.1M-40.1%-256.2M$-246.9M-35.6%---
SFRH53 MONTH SOFR FUT MAR25-409.2M$-392.3M-45.7%---------------
-ES - S+P500 EMINI20.4K$93.1M10.9%19.6K$88.8M11.7%16.6K$75.0M10.0%27.4K$120.1M16.3%32.9K$147.1M21.2%-48.5K$-193.9M-24.5%
ESM3S+P500 EMINI FUT JUN23----------------48.5K$-193.9M-24.5%
ESU3S+P500 EMINI FUT SEP23---------27.4K$120.1M16.3%32.9K$147.1M21.2%---
ESZ3S+P500 EMINI FUT DEC2320.4K$93.1M10.9%19.6K$88.8M11.7%16.6K$75.0M10.0%---------
-FF - FED FUND 30DAY-173.3M$-163.9M-19.1%-166.7M$-157.6M-20.8%-153.8M$-145.4M-19.4%-115.8M$-109.6M-14.9%-77.5M$-73.4M-10.6%---
FFV3FED FUND 30DAY OCT23----------115.8M$-109.6M-14.9%-77.5M$-73.4M-10.6%---
FFF4FED FUND 30DAY JAN24-173.3M$-163.9M-19.1%-166.7M$-157.6M-20.8%-153.8M$-145.4M-19.4%---------
-GC - GOLD 100 OZ-76.8K$-148.4M-17.3%-73.8K$-142.6M-18.8%-74.7K$-145.1M-19.3%-57.7K$-110.5M-15.0%38.4K$75.7M10.9%14.4K$27.7M3.5%
GCJ3GOLD 100 OZ FUTR APR23---------------14.4K$27.7M3.5%
GCQ3GOLD 100 OZ FUTR AUG23------------38.4K$75.7M10.9%---
GCZ3GOLD 100 OZ FUTR DEC23-76.8K$-148.4M-17.3%-73.8K$-142.6M-18.8%-74.7K$-145.1M-19.3%-57.7K$-110.5M-15.0%------
-JY - JPN YEN CURR-5.2M$-357.5M-41.7%-5.0M$-338.6M-44.7%-3.6M$-244.4M-32.5%-2.0M$-139.0M-18.9%-6.5M$-471.7M-67.9%-5.2M$-397.8M-50.2%
JYM3JPN YEN CURR FUT JUN23----------------5.2M$-397.8M-50.2%
JYU3JPN YEN CURR FUT SEP23----5.0M$-338.6M-44.7%-3.6M$-244.4M-32.5%-2.0M$-139.0M-18.9%-6.5M$-471.7M-67.9%---
JYZ3JPN YEN CURR FUT DEC23-5.2M$-357.5M-41.7%---------------
-MES - MSCI EMG MKTS-14.4K$-14.4M-1.7%-13.8K$-13.7M-1.8%7.7K$7.5M1.0%29.9K$29.0M3.9%-52.0K$-53.9M-7.8%-185.4K$-177.4M-22.4%
MESM3MSCI EMGMKT JUN23----------------185.4K$-177.4M-22.4%
MESU3MSCI EMGMKT SEP23---------29.9K$29.0M3.9%-52.0K$-53.9M-7.8%---
MESZ3MSCI EMGMKT DEC23-14.4K$-14.4M-1.7%-13.8K$-13.7M-1.8%7.7K$7.5M1.0%---------
-MFS - MSCI EAFE-13K$-27.6M-3.2%-12.5K$-26.2M-3.5%4.5K$9.3M1.2%4.2K$8.7M1.2%13.8K$30.3M4.4%206.7K$412.8M52.1%
MFSM3MSCI EAFEJUN23---------------206.7K$412.8M52.1%
MFSU3MSCI EAFESEP23---------4.2K$8.7M1.2%13.8K$30.3M4.4%---
MFSZ3MSCI EAFEDEC23-13K$-27.6M-3.2%-12.5K$-26.2M-3.5%4.5K$9.3M1.2%---------
-TU - US 2YR NOTE-385.8M$-391.8M-45.7%-370.6M$-376.6M-49.7%-320.2M$-325.6M-43.3%-292.8M$-296.8M-40.2%-241.2M$-246.7M-35.5%-382.4M$-394.7M-49.8%
TUM3US 2YR NOTE (CBT) JUN23----------------382.4M$-394.7M-49.8%
TUU3US 2YR NOTE (CBT) SEP23----------292.8M$-296.8M-40.2%-241.2M$-246.7M-35.5%---
TUZ3US 2YR NOTE (CBT) DEC23-385.8M$-391.8M-45.7%-370.6M$-376.6M-49.7%-320.2M$-325.6M-43.3%---------
-TY - US 10YR NOTE-150.1M$-164.7M-19.2%-144.1M$-158.5M-20.9%-138.3M$-152.1M-20.2%-99.9M$-109.2M-14.8%67.1M$76.1M11.0%-226.9M$-259.1M-32.7%
TYM3US 10YR NOTE (CBT)JUN23----------------226.9M$-259.1M-32.7%
TYU3US 10YR NOTE (CBT)SEP23----------99.9M$-109.2M-14.8%67.1M$76.1M11.0%---
TYZ3US 10YR NOTE (CBT)DEC23-150.1M$-164.7M-19.2%-144.1M$-158.5M-20.9%-138.3M$-152.1M-20.2%---------
-US - US LONG BOND-42M$-50.0M-5.8%-40.4M$-48.3M-6.4%-42.3M$-50.5M-6.7%-26.2M$-31.1M-4.2%-59.2M$-75.6M-10.9%-40.7M$-53.2M-6.7%
USM3US LONG BOND(CBT) JUN23----------------40.7M$-53.2M-6.7%
USU3US LONG BOND(CBT) SEP23----------26.2M$-31.1M-4.2%-59.2M$-75.6M-10.9%---
USZ3US LONG BOND(CBT) DEC23-42M$-50.0M-5.8%-40.4M$-48.3M-6.4%-42.3M$-50.5M-6.7%---------
-UX - US 10YR ULTRA-143.3M$-163.7M-19.1%-137.6M$-157.7M-20.8%-132M$-151.1M-20.1%-95.2M$-108.1M-14.7%63.3M$75.6M10.9%-214.5M$-258.2M-32.6%
UXYM3US 10YR ULTRA FUT JUN23----------------214.5M$-258.2M-32.6%
UXYU3US 10YR ULTRA FUT SEP23----------95.2M$-108.1M-14.7%63.3M$75.6M10.9%---
UXYZ3US 10YR ULTRA FUT DEC23-143.3M$-163.7M-19.1%-137.6M$-157.7M-20.8%-132M$-151.1M-20.1%---------
-WN - US ULTRA BOND-39M$-49.0M-5.7%-37.4M$-47.4M-6.2%-39.3M$-49.6M-6.6%-24.4M$-30.2M-4.1%-55M$-75.3M-10.8%-36.2M$-51.0M-6.4%
WNM3US ULTRA BOND CBT JUN23----------------36.2M$-51.0M-6.4%
WNU3US ULTRA BOND CBT SEP23----------24.4M$-30.2M-4.1%-55M$-75.3M-10.8%---
WNZ3US ULTRA BOND CBT DEC23-39M$-49.0M-5.7%-37.4M$-47.4M-6.2%-39.3M$-49.6M-6.6%---------
not investment advice - use at own risk - see terms - data by imgp funds

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