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6 min read dbmf-update

DBMF update - 2 aug 2023

DBMF update - 2 aug 2023
dbmfwatch - DBMF | 2023-08-02 | changes found
descriptionsharesvaluepct1d chg1wk chg4wk chg13wk chg
CL - WTI CRUDE OIL-143K$-11.6M-1.6%0% | 0.5%64.8% | 64.0%85.0% | 82.6%-7.5% | -21.6%
EC - EUR FX CURR164M$180.4M25.4%0.4% | 0.2%-13.6% | -14.2%-10.2% | -9.8%45.8% | 45.4%
ED/SFR - 3MO EURDLR/SOFR-368.8M$-353.3M-49.7%-0.4% | -0.4%-29.4% | -29.3%-134.5% | -134.3%-2.1% | -1.0%
ES - S+P500 EMINI39.4K$181.1M25.5%0.3% | 0%13.7% | 13.9%147.5% | 153.5%262.6% | 280.9%
FF - FED FUND 30DAY-85.8M$-81.2M-11.4%-0.5% | -0.5%-17.7% | -17.7%-1.0% | -0.9%25.9% | 26.2%
GC - GOLD 100 OZ-30K$-59.4M-8.4%-0.3% | 1.2%-385.7% | -387.9%-167.9% | -169.6%-151.0% | -149.9%
JY - JPN YEN CURR-1.9M$-130.0M-18.3%-0.4% | 0.4%20.1% | 21.5%64.4% | 64.3%56.1% | 58.1%
MES - MSCI EMG MKTS21.4K$22.2M3.1%0.2% | -1.1%48.8% | 49.3%172.7% | 175.0%135.7% | 138.2%
MFS - MSCI EAFE-28.1K$-61.3M-8.6%-0.4% | 0.8%27.6% | 28.0%-40.1% | -41.8%-123.5% | -124.1%
TU - US 2YR NOTE-348.8M$-353.8M-49.8%-0.3% | -0.3%-29.9% | -29.7%-134.1% | -133.8%-2.6% | -0.9%
TY - US 10YR NOTE-79.3M$-87.9M-12.4%-0.4% | 0.1%-28.9% | -28.1%-233.5% | -232.2%-398.7% | -378.5%
US - US LONG BOND-40.7M$-50.0M-7.0%-0.2% | 0.9%6.2% | 8.1%28.3% | 30.4%11.9% | 17.6%
UX - US 10YR ULTRA-74.9M$-87.0M-12.2%-0.4% | 0.3%-29.1% | -27.7%-234.2% | -232.0%-416.6% | -393.3%
WN - US ULTRA BOND-37.3M$-48.6M-6.8%-0.3% | 1.2%8.1% | 10.5%28.8% | 31.8%11.2% | 17.7%
not investment advice - use at own risk - see terms - data by imgp funds
dbmfwatch - DBMF | 2023-08-02 | history
2023-08-02 2023-08-01 (1d)2023-07-26 (1wk)2023-07-05 (4wk)2023-05-03 (13wk)2023-02-01 (26wk)
symboldescriptionsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepct
-CL - WTI CRUDE OIL-143K$-11.6M-1.6%-143K$-11.6M-1.7%-406K$-32.2M-4.6%-954K$-66.7M-9.4%-133K$-9.5M-1.3%525K$41.6M4.7%
CLJ3WTI CRUDEFUTURE APR23---------------525K$41.6M4.7%
CLN3WTI CRUDEFUTURE JUL23-------------133K$-9.5M-1.3%---
CLU3WTI CRUDEFUTURE SEP23----------954K$-66.7M-9.4%------
CLV3WTI CRUDEFUTURE OCT23-143K$-11.6M-1.6%-143K$-11.6M-1.7%-406K$-32.2M-4.6%---------
-EC - EUR FX CURR164M$180.4M25.4%163.4M$180.1M25.6%189.8M$210.1M30.0%182.6M$200.0M28.2%112.5M$124.1M17.2%51.9M$56.5M6.4%
ECH3EURO FX CURR FUT MAR23---------------51.9M$56.5M6.4%
ECM3EURO FX CURR FUT JUN23------------112.5M$124.1M17.2%---
ECU3EURO FX CURR FUT SEP23164M$180.4M25.4%163.4M$180.1M25.6%189.8M$210.1M30.0%182.6M$200.0M28.2%------
-ED/SFR - 3MO EURDLR/SOFR-368.8M$-353.3M-49.7%-367.2M$-352.1M-50.0%-285M$-273.3M-39.1%-157.2M$-150.8M-21.2%-361M$-349.9M-48.6%-397M$-383.1M-43.3%
SFRM43 MONTH SOFR FUT JUN24----------------397M$-383.1M-43.3%
SFRU43 MONTH SOFR FUT SEP24-------------361M$-349.9M-48.6%---
SFRZ43 MONTH SOFR FUT DEC24-368.8M$-353.3M-49.7%-367.2M$-352.1M-50.0%-285M$-273.3M-39.1%-157.2M$-150.8M-21.2%------
-ES - S+P500 EMINI39.4K$181.1M25.5%39.2K$181.1M25.7%34.6K$159.0M22.7%15.9K$71.4M10.1%-24.2K$-100.1M-13.9%-28.8K$-117.8M-13.3%
ESH3S+P500 EMINI FUT MAR23----------------28.8K$-117.8M-13.3%
ESM3S+P500 EMINI FUT JUN23-------------24.2K$-100.1M-13.9%---
ESU3S+P500 EMINI FUT SEP2339.4K$181.1M25.5%39.2K$181.1M25.7%34.6K$159.0M22.7%15.9K$71.4M10.1%------
-FF - FED FUND 30DAY-85.8M$-81.2M-11.4%-85.4M$-80.8M-11.5%-72.9M$-69.0M-9.9%-85.0M$-80.5M-11.3%-115.8M$-110.0M-15.3%-73.8M$-70.2M-7.9%
FFJ3FED FUND 30DAY APR23----------------73.8M$-70.2M-7.9%
FFN3FED FUND 30DAY JUL23-------------115.8M$-110.0M-15.3%---
FFV3FED FUND 30DAY OCT23-85.8M$-81.2M-11.4%-85.4M$-80.8M-11.5%-72.9M$-69.0M-9.9%-85.0M$-80.5M-11.3%------
-GC - GOLD 100 OZ-30K$-59.4M-8.4%-29.9K$-60.1M-8.5%10.5K$20.6M2.9%44.2K$85.3M12.0%58.8K$119.0M16.5%39.2K$76.3M8.6%
GCJ3GOLD 100 OZ FUTR APR23---------------39.2K$76.3M8.6%
GCM3GOLD 100 OZ FUTR JUN23------------58.8K$119.0M16.5%---
GCQ3GOLD 100 OZ FUTR AUG23------10.5K$20.6M2.9%44.2K$85.3M12.0%------
GCZ3GOLD 100 OZ FUTR DEC23-30K$-59.4M-8.4%-29.9K$-60.1M-8.5%------------
-JY - JPN YEN CURR-1.9M$-130.0M-18.3%-1.8M$-130.6M-18.6%-2.3M$-165.6M-23.7%-5.2M$-363.8M-51.3%-4.2M$-310.6M-43.1%-421.2K$-32.5M-3.7%
JYH3JPN YEN CURR FUT MAR23----------------421.2K$-32.5M-3.7%
JYM3JPN YEN CURR FUT JUN23-------------4.2M$-310.6M-43.1%---
JYU3JPN YEN CURR FUT SEP23-1.9M$-130.0M-18.3%-1.8M$-130.6M-18.6%-2.3M$-165.6M-23.7%-5.2M$-363.8M-51.3%------
-MES - MSCI EMG MKTS21.4K$22.2M3.1%21.3K$22.5M3.2%14.3K$14.9M2.1%-29.4K$-29.6M-4.2%-59.9K$-58.1M-8.1%86.2K$90.0M10.2%
MESH3MSCI EMGMKT MAR23---------------86.2K$90.0M10.2%
MESM3MSCI EMGMKT JUN23-------------59.9K$-58.1M-8.1%---
MESU3MSCI EMGMKT SEP2321.4K$22.2M3.1%21.3K$22.5M3.2%14.3K$14.9M2.1%-29.4K$-29.6M-4.2%------
-MFS - MSCI EAFE-28.1K$-61.3M-8.6%-28K$-61.8M-8.8%-38.8K$-85.1M-12.2%-20.1K$-43.2M-6.1%119.5K$254.0M35.3%30.8K$65.2M7.4%
MFSH3MSCI EAFEMAR23---------------30.8K$65.2M7.4%
MFSM3MSCI EAFEJUN23------------119.5K$254.0M35.3%---
MFSU3MSCI EAFESEP23-28.1K$-61.3M-8.6%-28K$-61.8M-8.8%-38.8K$-85.1M-12.2%-20.1K$-43.2M-6.1%------
-TU - US 2YR NOTE-348.8M$-353.8M-49.8%-347.6M$-352.9M-50.1%-268.6M$-272.7M-39.0%-149M$-151.3M-21.3%-339.8M$-350.8M-48.7%-372.4M$-382.9M-43.3%
TUH3US 2YR NOTE (CBT) MAR23----------------372.4M$-382.9M-43.3%
TUM3US 2YR NOTE (CBT) JUN23-------------339.8M$-350.8M-48.7%---
TUU3US 2YR NOTE (CBT) SEP23-348.8M$-353.8M-49.8%-347.6M$-352.9M-50.1%-268.6M$-272.7M-39.0%-149M$-151.3M-21.3%------
-TY - US 10YR NOTE-79.3M$-87.9M-12.4%-79M$-88.0M-12.5%-61.5M$-68.6M-9.8%59.4M$66.5M9.4%-15.9M$-18.4M-2.6%-92.6M$-106.0M-12.0%
TYH3US 10YR NOTE (CBT)MAR23----------------92.6M$-106.0M-12.0%
TYM3US 10YR NOTE (CBT)JUN23-------------15.9M$-18.4M-2.6%---
TYU3US 10YR NOTE (CBT)SEP23-79.3M$-87.9M-12.4%-79M$-88.0M-12.5%-61.5M$-68.6M-9.8%59.4M$66.5M9.4%------
-US - US LONG BOND-40.7M$-50.0M-7.0%-40.6M$-50.5M-7.2%-43.4M$-54.5M-7.8%-56.8M$-71.9M-10.1%-46.2M$-60.7M-8.4%-23.8M$-30.9M-3.5%
USH3US LONG BOND(CBT) MAR23----------------23.8M$-30.9M-3.5%
USM3US LONG BOND(CBT) JUN23-------------46.2M$-60.7M-8.4%---
USU3US LONG BOND(CBT) SEP23-40.7M$-50.0M-7.0%-40.6M$-50.5M-7.2%-43.4M$-54.5M-7.8%-56.8M$-71.9M-10.1%------
-UX - US 10YR ULTRA-74.9M$-87.0M-12.2%-74.6M$-87.3M-12.4%-58M$-68.1M-9.7%55.8M$65.9M9.3%-14.5M$-17.6M-2.4%-86.8M$-105.2M-11.9%
UXYH3US 10YR ULTRA FUT MAR23----------------86.8M$-105.2M-11.9%
UXYM3US 10YR ULTRA FUT JUN23-------------14.5M$-17.6M-2.4%---
UXYU3US 10YR ULTRA FUT SEP23-74.9M$-87.0M-12.2%-74.6M$-87.3M-12.4%-58M$-68.1M-9.7%55.8M$65.9M9.3%------
-WN - US ULTRA BOND-37.3M$-48.6M-6.8%-37.2M$-49.2M-7.0%-40.6M$-54.3M-7.8%-52.4M$-71.2M-10.0%-42M$-59.0M-8.2%-21.1M$-29.9M-3.4%
WNH3US ULTRA BOND CBT MAR23----------------21.1M$-29.9M-3.4%
WNM3US ULTRA BOND CBT JUN23-------------42M$-59.0M-8.2%---
WNU3US ULTRA BOND CBT SEP23-37.3M$-48.6M-6.8%-37.2M$-49.2M-7.0%-40.6M$-54.3M-7.8%-52.4M$-71.2M-10.0%------
not investment advice - use at own risk - see terms - data by imgp funds

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