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6 min read dbmf-update

DBMF update - 2 aug 2024

DBMF update - 2 aug 2024
dbmfwatch - DBMF | 2024-08-02 | no 1d changes
descriptionsharesvaluepct1d chg1wk chg4wk chg13wk chg
CL - WTI CRUDE OIL415K$31.3M3.0%0% | -1.9%-15.5% | -17.4%-50.4% | -54.9%-76.3% | -77.3%
EC - EUR FX CURR215.9M$233.3M22.3%0% | -0.4%-29.7% | -30.2%-19.3% | -19.4%141.3% | 141.5%
ES - S+P500 EMINI51.4K$281.7M26.9%0% | -1.4%166.3% | 168.2%267.4% | 264.1%366.3% | 386.7%
GC - GOLD 100 OZ85.1K$211.1M20.2%0% | 0.3%22.1% | 28.7%2.4% | 7.2%32.8% | 42.6%
JY - JPN YEN CURR-6.8M$-457.8M-43.7%0% | -0.6%12.9% | 10.6%39.6% | 35.1%35.7% | 34.2%
MES - MSCI EMG MKTS116.0K$124.9M11.9%0% | -1.8%-11.5% | -10.9%35.9% | 31.8%12.5% | 13.3%
MFS - MSCI EAFE79K$183.8M17.5%0% | -2.7%-16.3% | -16.6%-31.1% | -32.6%-54.9% | -54.3%
TU - US 2YR NOTE-844M$-869.6M-83.0%0% | -0.3%7.7% | 7.2%5.2% | 4.4%-0.2% | -1.6%
TY - US 10YR NOTE-367.1M$-413.8M-39.5%0% | -0.8%6.7% | 5.1%1.9% | -0.5%20.4% | 17.2%
US - US LONG BOND-155.7M$-190.8M-18.2%0% | -1.4%21.9% | 19.3%31.6% | 29.0%-362.0% | -391.7%
not investment advice - use at own risk - see terms - data by imgp funds
dbmfwatch - DBMF | 2024-08-02 | history
2024-08-02 2024-08-01 (1d)2024-07-26 (1wk)2024-07-05 (4wk)2024-05-03 (13wk)2024-02-02 (26wk)2023-08-04 (52wk)
symboldescriptionsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepct
BP0VPK2TREASURY BILL---------------40M$39.4M5.5%---
-CL - WTI CRUDE OIL415K$31.3M3.0%415K$31.9M3.0%491K$37.9M3.5%836K$69.4M6.3%1.8M$137.7M13.6%-69K$-5.1M-0.7%-143K$-11.6M-1.6%
CLV3WTI CRUDEFUTURE OCT23-------------------143K$-11.6M-1.6%
CLJ4WTI CRUDEFUTURE APR24----------------69K$-5.1M-0.7%---
CLN4WTI CRUDEFUTURE JUL24------------1.8M$137.7M13.6%------
CLU4WTI CRUDEFUTURE SEP24---------836K$69.4M6.3%---------
CLV4WTI CRUDEFUTURE OCT24415K$31.3M3.0%415K$31.9M3.0%491K$37.9M3.5%------------
-EC - EUR FX CURR215.9M$233.3M22.3%215.9M$234.2M21.8%307.2M$334.1M30.8%267.5M$289.4M26.4%-523.1M$-562.4M-55.4%-113.8M$-123.9M-17.2%164M$179.8M25.4%
ECU3EURO FX CURR FUT SEP23------------------164M$179.8M25.4%
ECH4EURO FX CURR FUT MAR24----------------113.8M$-123.9M-17.2%---
ECM4EURO FX CURR FUT JUN24-------------523.1M$-562.4M-55.4%------
ECU4EURO FX CURR FUT SEP24215.9M$233.3M22.3%215.9M$234.2M21.8%307.2M$334.1M30.8%267.5M$289.4M26.4%---------
-ED/SFR - 3MO EURDLR/SOFR----------------26.8M$-25.9M-3.6%-368.8M$-353.5M-49.9%
SFRZ43 MONTH SOFR FUT DEC24-------------------368.8M$-353.5M-49.9%
SFRM53 MONTH SOFR FUT JUN25----------------26.8M$-25.9M-3.6%---
-ES - S+P500 EMINI51.4K$281.7M26.9%51.4K$285.7M26.6%19.3K$105.0M9.7%-30.7K$-171.6M-15.6%-19.3K$-98.3M-9.7%68.8K$339.3M47.2%39.4K$177.9M25.1%
ESU3S+P500 EMINI FUT SEP23------------------39.4K$177.9M25.1%
ESH4S+P500 EMINI FUT MAR24---------------68.8K$339.3M47.2%---
ESM4S+P500 EMINI FUT JUN24-------------19.3K$-98.3M-9.7%------
ESU4S+P500 EMINI FUT SEP2451.4K$281.7M26.9%51.4K$285.7M26.6%19.3K$105.0M9.7%-30.7K$-171.6M-15.6%---------
FFV3FED FUND 30DAY OCT23-------------------85.8M$-81.2M-11.5%
-GC - GOLD 100 OZ85.1K$211.1M20.2%85.1K$210.5M19.6%69.7K$164.0M15.1%83.1K$196.9M17.9%64.1K$148.0M14.6%10.8K$22.4M3.1%-30K$-59.1M-8.3%
GCZ3GOLD 100 OZ FUTR DEC23-------------------30K$-59.1M-8.3%
GCJ4GOLD 100 OZ FUTR APR24---------------10.8K$22.4M3.1%---
GCM4GOLD 100 OZ FUTR JUN24------------64.1K$148.0M14.6%------
GCQ4GOLD 100 OZ FUTR AUG24------69.7K$164.0M15.1%83.1K$196.9M17.9%---------
GCZ4GOLD 100 OZ FUTR DEC2485.1K$211.1M20.2%85.1K$210.5M19.6%---------------
-JY - JPN YEN CURR-6.8M$-457.8M-43.7%-6.8M$-455.2M-42.3%-7.8M$-511.9M-47.1%-11.3M$-705.1M-64.3%-10.6M$-695.9M-68.6%-4.1M$-282.5M-39.3%-1.9M$-130.6M-18.4%
JYU3JPN YEN CURR FUT SEP23-------------------1.9M$-130.6M-18.4%
JYH4JPN YEN CURR FUT MAR24----------------4.1M$-282.5M-39.3%---
JYM4JPN YEN CURR FUT JUN24-------------10.6M$-695.9M-68.6%------
JYU4JPN YEN CURR FUT SEP24-6.8M$-457.8M-43.7%-6.8M$-455.2M-42.3%-7.8M$-511.9M-47.1%-11.3M$-705.1M-64.3%---------
-MES - MSCI EMG MKTS116.0K$124.9M11.9%116.0K$127.1M11.8%131.1K$140.2M12.9%85.3K$94.7M8.6%103.0K$110.2M10.9%-95.7K$-94.7M-13.2%21.4K$21.8M3.1%
MESU3MSCI EMGMKT SEP23------------------21.4K$21.8M3.1%
MESH4MSCI EMGMKT MAR24----------------95.7K$-94.7M-13.2%---
MESM4MSCI EMGMKT JUN24------------103.0K$110.2M10.9%------
MESU4MSCI EMGMKT SEP24116.0K$124.9M11.9%116.0K$127.1M11.8%131.1K$140.2M12.9%85.3K$94.7M8.6%---------
-MFS - MSCI EAFE79K$183.8M17.5%79K$188.8M17.6%94.4K$220.3M20.3%114.7K$272.7M24.9%175.2K$401.9M39.6%82.3K$185.6M25.8%-28.1K$-59.9M-8.5%
MFSU3MSCI EAFESEP23-------------------28.1K$-59.9M-8.5%
MFSH4MSCI EAFEMAR24---------------82.3K$185.6M25.8%---
MFSM4MSCI EAFEJUN24------------175.2K$401.9M39.6%------
MFSU4MSCI EAFESEP2479K$183.8M17.5%79K$188.8M17.6%94.4K$220.3M20.3%114.7K$272.7M24.9%---------
-TU - US 2YR NOTE-844M$-869.6M-83.0%-844M$-866.6M-80.6%-914.2M$-937.1M-86.3%-890.4M$-909.6M-82.9%-842.4M$-856.1M-84.4%-25.8M$-26.5M-3.7%-348.8M$-354.0M-50.0%
TUU3US 2YR NOTE (CBT) SEP23-------------------348.8M$-354.0M-50.0%
TUH4US 2YR NOTE (CBT) MAR24----------------25.8M$-26.5M-3.7%---
TUM4US 2YR NOTE (CBT) JUN24-------------842.4M$-856.1M-84.4%------
TUU4US 2YR NOTE (CBT) SEP24-844M$-869.6M-83.0%-844M$-866.6M-80.6%-914.2M$-937.1M-86.3%-890.4M$-909.6M-82.9%---------
-TY - US 10YR NOTE-367.1M$-413.8M-39.5%-367.1M$-410.5M-38.2%-393.6M$-436.1M-40.2%-374.3M$-411.9M-37.5%-461.4M$-500.0M-49.3%-14.8M$-16.7M-2.3%-79.3M$-87.4M-12.3%
TYU3US 10YR NOTE (CBT)SEP23-------------------79.3M$-87.4M-12.3%
TYH4US 10YR NOTE (CBT)MAR24----------------14.8M$-16.7M-2.3%---
TYM4US 10YR NOTE (CBT)JUN24-------------461.4M$-500.0M-49.3%------
TYU4US 10YR NOTE (CBT)SEP24-367.1M$-413.8M-39.5%-367.1M$-410.5M-38.2%-393.6M$-436.1M-40.2%-374.3M$-411.9M-37.5%---------
-US - US LONG BOND-155.7M$-190.8M-18.2%-155.7M$-188.1M-17.5%-199.4M$-236.5M-21.8%-227.7M$-268.7M-24.5%-33.7M$-38.8M-3.8%43.5M$54.0M7.5%-40.7M$-49.0M-6.9%
USU3US LONG BOND(CBT) SEP23-------------------40.7M$-49.0M-6.9%
USH4US LONG BOND(CBT) MAR24---------------43.5M$54.0M7.5%---
USM4US LONG BOND(CBT) JUN24-------------33.7M$-38.8M-3.8%------
USU4US LONG BOND(CBT) SEP24-155.7M$-190.8M-18.2%-155.7M$-188.1M-17.5%-199.4M$-236.5M-21.8%-227.7M$-268.7M-24.5%---------
-UX - US 10YR ULTRA----------------13.6M$-16.0M-2.2%-74.9M$-86.0M-12.1%
UXYU3US 10YR ULTRA FUT SEP23-------------------74.9M$-86.0M-12.1%
UXYH4US 10YR ULTRA FUT MAR24----------------13.6M$-16.0M-2.2%---
-WN - US ULTRA BOND---------------40.3M$53.1M7.4%-37.3M$-47.0M-6.6%
WNU3US ULTRA BOND CBT SEP23-------------------37.3M$-47.0M-6.6%
WNH4US ULTRA BOND CBT MAR24---------------40.3M$53.1M7.4%---
not investment advice - use at own risk - see terms - data by imgp funds

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