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7 min read dbmf-update

DBMF update - 16 feb 2024

DBMF update - 16 feb 2024
dbmfwatch - DBMF | 2024-02-16 | no 1d changes
descriptionsharesvaluepct1d chg1wk chg4wk chg13wk chg
BP - GBP FX CURR40M$39.4M5.3%0% | 0%0% | 0.1%--
CL - WTI CRUDE OIL801K$62.1M8.3%0% | 1.6%735.7% | 747.4%321.3% | 332.2%48.3% | 57.5%
EC - EUR FX CURR-297.9M$-321.2M-42.9%0% | -0.4%-83.0% | -82.9%-856.5% | -849.2%-256.7% | -253.9%
ED/SFR - 3MO EURDLR/SOFR-10.8M$-10.3M-1.4%0% | 0%-386.7% | -386.1%83.1% | 83.2%96.8% | 96.8%
ES - S+P500 EMINI88.3K$445.6M59.5%0% | 0.6%82.1% | 83.1%118.3% | 129.0%1.78K% | 2.00K%
GC - GOLD 100 OZ3.3K$6.6M0.9%0% | 0.5%-76.1% | -76.5%-87.4% | -87.4%105.4% | 105.4%
JY - JPN YEN CURR-5.9M$-397.4M-53.1%0% | -0.3%-36.2% | -35.5%-67.8% | -65.1%-40.5% | -41.1%
MES - MSCI EMG MKTS-92.5K$-94.1M-12.6%0% | -0.4%7.2% | 6.1%20.7% | 17.1%0.8% | -2.6%
MFS - MSCI EAFE118.1K$266.3M35.6%0% | 1.1%16.9% | 18.2%86.9% | 91.7%470.2% | 500.3%
TU - US 2YR NOTE-10.8M$-11.0M-1.5%0% | 0%-345.5% | -344.8%82.1% | 82.2%96.6% | 96.6%
TY - US 10YR NOTE400K$440.7K0.1%0% | 0.1%-94.7% | -94.7%101.2% | 101.2%100.3% | 100.3%
US - US LONG BOND35M$41.6M5.6%0% | 0.3%-29.6% | -30.1%-3.0% | -3.9%175.6% | 177.9%
UX - US 10YR ULTRA-300K$-342.4K0%0% | -0.2%-104.5% | -104.5%99.0% | 99.1%99.8% | 99.8%
WN - US ULTRA BOND32.1M$40.1M5.4%0% | 0.5%-30.1% | -30.6%-3.3% | -3.9%173.1% | 176.3%
not investment advice - use at own risk - see terms - data by imgp funds
dbmfwatch - DBMF | 2024-02-16 | history
2024-02-16 2024-02-15 (1d)2024-02-09 (1wk)2024-01-19 (4wk)2023-11-17 (13wk)2023-08-18 (26wk)2023-02-17 (52wk)
symboldescriptionsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepct
BP0VPK2TREASURY BILL40M$39.4M5.3%40M$39.4M5.3%40M$39.4M5.3%------------
-CL - WTI CRUDE OIL801K$62.1M8.3%801K$61.2M8.2%-126K$-9.6M-1.3%-362K$-26.8M-3.9%540K$39.5M4.7%312K$24.9M3.4%221K$17.4M2.0%
CLJ3WTI CRUDEFUTURE APR23------------------221K$17.4M2.0%
CLV3WTI CRUDEFUTURE OCT23---------------312K$24.9M3.4%---
CLF4WTI CRUDEFUTURE JAN24------------540K$39.5M4.7%------
CLH4WTI CRUDEFUTURE MAR24----------362K$-26.8M-3.9%---------
CLJ4WTI CRUDEFUTURE APR24801K$62.1M8.3%801K$61.2M8.2%-126K$-9.6M-1.3%------------
-EC - EUR FX CURR-297.9M$-321.2M-42.9%-297.9M$-320.0M-43.0%-162.8M$-175.6M-23.8%39.4M$42.9M6.2%-83.5M$-90.8M-10.9%204.9M$222.8M30.2%37.5M$40.1M4.5%
ECH3EURO FX CURR FUT MAR23------------------37.5M$40.1M4.5%
ECU3EURO FX CURR FUT SEP23---------------204.9M$222.8M30.2%---
ECZ3EURO FX CURR FUT DEC23-------------83.5M$-90.8M-10.9%------
ECH4EURO FX CURR FUT MAR24-297.9M$-321.2M-42.9%-297.9M$-320.0M-43.0%-162.8M$-175.6M-23.8%39.4M$42.9M6.2%---------
-ED/SFR - 3MO EURDLR/SOFR-10.8M$-10.3M-1.4%-10.8M$-10.3M-1.4%3.8M$3.6M0.5%-63.8M$-61.5M-8.9%-338.2M$-324.5M-38.9%-309.2M$-296.1M-40.1%-401.8M$-385.1M-43.3%
SFRM43 MONTH SOFR FUT JUN24-------------------401.8M$-385.1M-43.3%
SFRZ43 MONTH SOFR FUT DEC24----------------309.2M$-296.1M-40.1%---
SFRH53 MONTH SOFR FUT MAR25-------------338.2M$-324.5M-38.9%------
SFRM53 MONTH SOFR FUT JUN25-10.8M$-10.3M-1.4%-10.8M$-10.3M-1.4%3.8M$3.6M0.5%-63.8M$-61.5M-8.9%---------
-ES - S+P500 EMINI88.3K$445.6M59.5%88.3K$443.1M59.5%48.5K$243.4M33.0%40.5K$194.6M28.1%4.7K$21.3M2.5%27.4K$120.1M16.3%-13.7K$-56.2M-6.3%
ESH3S+P500 EMINI FUT MAR23-------------------13.7K$-56.2M-6.3%
ESU3S+P500 EMINI FUT SEP23---------------27.4K$120.1M16.3%---
ESZ3S+P500 EMINI FUT DEC23------------4.7K$21.3M2.5%------
ESH4S+P500 EMINI FUT MAR2488.3K$445.6M59.5%88.3K$443.1M59.5%48.5K$243.4M33.0%40.5K$194.6M28.1%---------
-FF - FED FUND 30DAY-------------173.3M$-164.1M-19.7%-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-19.7%------
-GC - GOLD 100 OZ3.3K$6.6M0.9%3.3K$6.6M0.9%13.8K$28.3M3.8%26.2K$53.0M7.7%-61.4K$-122.0M-14.6%-57.7K$-110.5M-15.0%-49.9K$-92.4M-10.4%
GCJ3GOLD 100 OZ FUTR APR23-------------------49.9K$-92.4M-10.4%
GCZ3GOLD 100 OZ FUTR DEC23-------------61.4K$-122.0M-14.6%-57.7K$-110.5M-15.0%---
GCG4GOLD 100 OZ FUTR FEB24---------26.2K$53.0M7.7%---------
GCJ4GOLD 100 OZ FUTR APR243.3K$6.6M0.9%3.3K$6.6M0.9%13.8K$28.3M3.8%------------
-JY - JPN YEN CURR-5.9M$-397.4M-53.1%-5.9M$-396.0M-53.2%-4.4M$-293.3M-39.8%-3.5M$-240.7M-34.8%-4.2M$-281.7M-33.8%-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$-281.7M-33.8%------
JYH4JPN YEN CURR FUT MAR24-5.9M$-397.4M-53.1%-5.9M$-396.0M-53.2%-4.4M$-293.3M-39.8%-3.5M$-240.7M-34.8%---------
-MES - MSCI EMG MKTS-92.5K$-94.1M-12.6%-92.5K$-93.7M-12.6%-99.8K$-100.2M-13.6%-116.7K$-113.4M-16.4%-93.3K$-91.7M-11.0%29.9K$29.0M3.9%52.2K$52.8M5.9%
MESH3MSCI EMGMKT MAR23------------------52.2K$52.8M5.9%
MESU3MSCI EMGMKT SEP23---------------29.9K$29.0M3.9%---
MESZ3MSCI EMGMKT DEC23-------------93.3K$-91.7M-11.0%------
MESH4MSCI EMGMKT MAR24-92.5K$-94.1M-12.6%-92.5K$-93.7M-12.6%-99.8K$-100.2M-13.6%-116.7K$-113.4M-16.4%---------
-MFS - MSCI EAFE118.1K$266.3M35.6%118.1K$263.5M35.4%101.0K$225.4M30.6%63.2K$138.9M20.1%-31.9K$-66.5M-8.0%4.2K$8.7M1.2%142.2K$297.8M33.5%
MFSH3MSCI EAFEMAR23------------------142.2K$297.8M33.5%
MFSU3MSCI EAFESEP23---------------4.2K$8.7M1.2%---
MFSZ3MSCI EAFEDEC23-------------31.9K$-66.5M-8.0%------
MFSH4MSCI EAFEMAR24118.1K$266.3M35.6%118.1K$263.5M35.4%101.0K$225.4M30.6%63.2K$138.9M20.1%---------
-TU - US 2YR NOTE-10.8M$-11.0M-1.5%-10.8M$-11.0M-1.5%4.4M$4.5M0.6%-60.4M$-62.0M-9.0%-320.4M$-325.6M-39.0%-292.8M$-296.8M-40.2%-377.4M$-385.0M-43.3%
TUH3US 2YR NOTE (CBT) MAR23-------------------377.4M$-385.0M-43.3%
TUU3US 2YR NOTE (CBT) SEP23----------------292.8M$-296.8M-40.2%---
TUZ3US 2YR NOTE (CBT) DEC23-------------320.4M$-325.6M-39.0%------
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$440.7K0.1%400K$440.1K0.1%7.5M$8.3M1.1%-33.2M$-36.9M-5.3%-147.5M$-160.6M-19.2%-99.9M$-109.2M-14.8%-118.4M$-132.5M-14.9%
TYH3US 10YR NOTE (CBT)MAR23-------------------118.4M$-132.5M-14.9%
TYU3US 10YR NOTE (CBT)SEP23----------------99.9M$-109.2M-14.8%---
TYZ3US 10YR NOTE (CBT)DEC23-------------147.5M$-160.6M-19.2%------
TYH4US 10YR NOTE (CBT)MAR24400K$440.7K0.1%400K$440.1K0.1%7.5M$8.3M1.1%-33.2M$-36.9M-5.3%---------
-US - US LONG BOND35M$41.6M5.6%35M$41.5M5.6%49.7M$59.5M8.1%36.1M$43.3M6.3%-46.3M$-53.4M-6.4%-26.2M$-31.1M-4.2%-16.4M$-20.6M-2.3%
USH3US LONG BOND(CBT) MAR23-------------------16.4M$-20.6M-2.3%
USU3US LONG BOND(CBT) SEP23----------------26.2M$-31.1M-4.2%---
USZ3US LONG BOND(CBT) DEC23-------------46.3M$-53.4M-6.4%------
USH4US LONG BOND(CBT) MAR2435M$41.6M5.6%35M$41.5M5.6%49.7M$59.5M8.1%36.1M$43.3M6.3%---------
-UX - US 10YR ULTRA-300K$-342.4K0%-300K$-341.7K0%6.6M$7.6M1.0%-31.3M$-36.1M-5.2%-142.3M$-160.0M-19.2%-95.2M$-108.1M-14.7%-111.4M$-131.4M-14.8%
UXYH3US 10YR ULTRA FUT MAR23-------------------111.4M$-131.4M-14.8%
UXYU3US 10YR ULTRA FUT SEP23----------------95.2M$-108.1M-14.7%---
UXYZ3US 10YR ULTRA FUT DEC23-------------142.3M$-160.0M-19.2%------
UXYH4US 10YR ULTRA FUT MAR24-300K$-342.4K0%-300K$-341.7K0%6.6M$7.6M1.0%-31.3M$-36.1M-5.2%---------
-WN - US ULTRA BOND32.1M$40.1M5.4%32.1M$39.9M5.4%45.9M$57.8M7.8%33.2M$41.7M6.0%-43.9M$-52.6M-6.3%-24.4M$-30.2M-4.1%-14.4M$-19.5M-2.2%
WNH3US ULTRA BOND CBT MAR23-------------------14.4M$-19.5M-2.2%
WNU3US ULTRA BOND CBT SEP23----------------24.4M$-30.2M-4.1%---
WNZ3US ULTRA BOND CBT DEC23-------------43.9M$-52.6M-6.3%------
WNH4US ULTRA BOND CBT MAR2432.1M$40.1M5.4%32.1M$39.9M5.4%45.9M$57.8M7.8%33.2M$41.7M6.0%---------
not investment advice - use at own risk - see terms - data by imgp funds

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