7 min read

DBMF update - 2 jan 2024

DBMF update - 2 jan 2024
dbmfwatch - DBMF | 2024-01-02 | no 1d changes
descriptionsharesvaluepct1d chg1wk chg4wk chg13wk chg
CL - WTI CRUDE OIL-215K$-15.4M-2.2%0% | 0.2%31.7% | 33.5%-74.8% | -71.3%-112.4% | -110.3%
EC - EUR FX CURR54.5M$60.4M8.7%0% | -0.2%71.0% | 71.3%21.4% | 24.2%-73.2% | -71.8%
ED/SFR - 3MO EURDLR/SOFR-148.8M$-144.0M-20.9%0% | 0%12.1% | 12.0%36.2% | 35.8%70.9% | 70.6%
ES - S+P500 EMINI41.7K$201.0M29.1%0% | -0.3%-14.7% | -14.5%-4.7% | 0.4%694.3% | 785.3%
GC - GOLD 100 OZ4.4K$9.1M1.3%0% | -0.6%37.5% | 37.7%-94.0% | -93.9%104.2% | 104.7%
JY - JPN YEN CURR-2.1M$-152.5M-22.1%0% | -0.3%-42.7% | -44.0%40.6% | 37.4%63.7% | 61.5%
MES - MSCI EMG MKTS-144.3K$-149.2M-21.6%0% | -0.1%19.1% | 17.3%12.3% | 7.4%-140.8% | -161.9%
MFS - MSCI EAFE8.3K$18.8M2.7%0% | 0.1%1.57K% | 1.58K%194.4% | 199.7%-83.9% | -82.0%
TU - US 2YR NOTE-140.6M$-144.8M-21.0%0% | -0.1%12.0% | 12.0%36.0% | 35.6%71.0% | 70.5%
TY - US 10YR NOTE-74.6M$-84.2M-12.2%0% | 0%8.7% | 8.4%30.2% | 28.5%60.1% | 58.0%
US - US LONG BOND15.9M$19.9M2.9%0% | -0.1%54.4% | 55.8%132.8% | 134.8%116.4% | 118.2%
UX - US 10YR ULTRA-70.8M$-83.6M-12.1%0% | 0.1%8.8% | 8.4%30.9% | 28.5%60.7% | 58.0%
WN - US ULTRA BOND13.8M$18.4M2.7%0% | -0.4%62.4% | 63.7%130.9% | 133.2%115.1% | 117.2%
not investment advice - use at own risk - see terms - data by imgp funds
dbmfwatch - DBMF | 2024-01-02 | history
2024-01-02 2023-12-29 (1d)2023-12-26 (1wk)2023-12-05 (4wk)2023-10-03 (13wk)2023-07-03 (26wk)2023-01-03 (52wk)
symboldescriptionsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepct
-CL - WTI CRUDE OIL-215K$-15.4M-2.2%-215K$-15.5M-2.2%-315K$-23.2M-3.2%-123K$-9.0M-1.1%1.7M$150.5M15.8%-954K$-67.5M-9.5%206K$16.6M1.8%
CLH3WTI CRUDEFUTURE MAR23------------------206K$16.6M1.8%
CLU3WTI CRUDEFUTURE SEP23----------------954K$-67.5M-9.5%---
CLZ3WTI CRUDEFUTURE DEC23------------1.7M$150.5M15.8%------
CLG4WTI CRUDEFUTURE FEB24----------123K$-9.0M-1.1%---------
CLH4WTI CRUDEFUTURE MAR24-215K$-15.4M-2.2%-215K$-15.5M-2.2%-315K$-23.2M-3.2%------------
-EC - EUR FX CURR54.5M$60.4M8.7%54.5M$60.5M8.7%31.9M$35.2M4.9%44.9M$48.6M6.1%203.1M$213.8M22.5%182.6M$200.0M28.3%-160.5M$-172.6M-18.6%
ECH3EURO FX CURR FUT MAR23-------------------160.5M$-172.6M-18.6%
ECU3EURO FX CURR FUT SEP23---------------182.6M$200.0M28.3%---
ECZ3EURO FX CURR FUT DEC23---------44.9M$48.6M6.1%203.1M$213.8M22.5%------
ECH4EURO FX CURR FUT MAR2454.5M$60.4M8.7%54.5M$60.5M8.7%31.9M$35.2M4.9%------------
-ED/SFR - 3MO EURDLR/SOFR-148.8M$-144.0M-20.9%-148.8M$-143.9M-20.8%-169.2M$-163.7M-22.7%-233.2M$-224.4M-28.3%-512M$-489.4M-51.4%-157.2M$-150.9M-21.3%-334.8M$-322.1M-34.7%
SFRM43 MONTH SOFR FUT JUN24-------------------334.8M$-322.1M-34.7%
SFRZ43 MONTH SOFR FUT DEC24----------------157.2M$-150.9M-21.3%---
SFRH53 MONTH SOFR FUT MAR25----------233.2M$-224.4M-28.3%-512M$-489.4M-51.4%------
SFRM53 MONTH SOFR FUT JUN25-148.8M$-144.0M-20.9%-148.8M$-143.9M-20.8%-169.2M$-163.7M-22.7%------------
-ES - S+P500 EMINI41.7K$201.0M29.1%41.7K$201.5M29.1%48.9K$235.0M32.7%43.8K$200.2M25.2%5.2K$22.7M2.4%15.9K$71.4M10.1%-24.6K$-94.8M-10.2%
ESH3S+P500 EMINI FUT MAR23-------------------24.6K$-94.8M-10.2%
ESU3S+P500 EMINI FUT SEP23---------------15.9K$71.4M10.1%---
ESZ3S+P500 EMINI FUT DEC23---------43.8K$200.2M25.2%5.2K$22.7M2.4%------
ESH4S+P500 EMINI FUT MAR2441.7K$201.0M29.1%41.7K$201.5M29.1%48.9K$235.0M32.7%------------
-FF - FED FUND 30DAY-------------202.9M$-191.9M-20.2%-85.0M$-80.5M-11.4%-142.5M$-135.6M-14.6%
FFJ3FED FUND 30DAY APR23-------------------142.5M$-135.6M-14.6%
FFV3FED FUND 30DAY OCT23----------------85.0M$-80.5M-11.4%---
FFF4FED FUND 30DAY JAN24-------------202.9M$-191.9M-20.2%------
-GC - GOLD 100 OZ4.4K$9.1M1.3%4.4K$9.2M1.3%3.2K$6.6M0.9%72.9K$148.9M18.8%-105.3K$-194.5M-20.4%44.2K$85.3M12.1%-35.4K$-64.6M-7.0%
GCG3GOLD 100 OZ FUTR FEB23-------------------35.4K$-64.6M-7.0%
GCQ3GOLD 100 OZ FUTR AUG23---------------44.2K$85.3M12.1%---
GCZ3GOLD 100 OZ FUTR DEC23-------------105.3K$-194.5M-20.4%------
GCG4GOLD 100 OZ FUTR FEB244.4K$9.1M1.3%4.4K$9.2M1.3%3.2K$6.6M0.9%72.9K$148.9M18.8%---------
-JY - JPN YEN CURR-2.1M$-152.5M-22.1%-2.1M$-152.0M-22.0%-1.5M$-105.9M-14.7%-3.6M$-243.6M-30.7%-5.9M$-395.9M-41.6%-5.2M$-364.9M-51.6%903.8K$69.7M7.5%
JYH3JPN YEN CURR FUT MAR23------------------903.8K$69.7M7.5%
JYU3JPN YEN CURR FUT SEP23----------------5.2M$-364.9M-51.6%---
JYZ3JPN YEN CURR FUT DEC23----------3.6M$-243.6M-30.7%-5.9M$-395.9M-41.6%------
JYH4JPN YEN CURR FUT MAR24-2.1M$-152.5M-22.1%-2.1M$-152.0M-22.0%-1.5M$-105.9M-14.7%------------
-MES - MSCI EMG MKTS-144.3K$-149.2M-21.6%-144.3K$-149.1M-21.6%-178.4K$-180.5M-25.1%-164.6K$-161.2M-20.3%-60.0K$-57.0M-6.0%-29.4K$-29.3M-4.1%-63.2K$-60.7M-6.5%
MESH3MSCI EMGMKT MAR23-------------------63.2K$-60.7M-6.5%
MESU3MSCI EMGMKT SEP23----------------29.4K$-29.3M-4.1%---
MESZ3MSCI EMGMKT DEC23----------164.6K$-161.2M-20.3%-60.0K$-57.0M-6.0%------
MESH4MSCI EMGMKT MAR24-144.3K$-149.2M-21.6%-144.3K$-149.1M-21.6%-178.4K$-180.5M-25.1%------------
-MFS - MSCI EAFE8.3K$18.8M2.7%8.3K$18.8M2.7%500.0$1.1M0.2%-8.8K$-18.9M-2.4%52.0K$104.5M11.0%-20.1K$-43.2M-6.1%30.8K$59.9M6.4%
MFSH3MSCI EAFEMAR23------------------30.8K$59.9M6.4%
MFSU3MSCI EAFESEP23----------------20.1K$-43.2M-6.1%---
MFSZ3MSCI EAFEDEC23----------8.8K$-18.9M-2.4%52.0K$104.5M11.0%------
MFSH4MSCI EAFEMAR248.3K$18.8M2.7%8.3K$18.8M2.7%500.0$1.1M0.2%------------
-TU - US 2YR NOTE-140.6M$-144.8M-21.0%-140.6M$-144.7M-20.9%-159.8M$-164.4M-22.8%-219.8M$-225.0M-28.3%-484.4M$-490.3M-51.5%-149M$-151.5M-21.4%-312.6M$-320.5M-34.5%
TUH3US 2YR NOTE (CBT) MAR23-------------------312.6M$-320.5M-34.5%
TUU3US 2YR NOTE (CBT) SEP23----------------149M$-151.5M-21.4%---
TUZ3US 2YR NOTE (CBT) DEC23-------------484.4M$-490.3M-51.5%------
TUH4US 2YR NOTE (CBT) MAR24-140.6M$-144.8M-21.0%-140.6M$-144.7M-20.9%-159.8M$-164.4M-22.8%-219.8M$-225.0M-28.3%---------
-TY - US 10YR NOTE-74.6M$-84.2M-12.2%-74.6M$-84.2M-12.2%-81.7M$-92.0M-12.8%-106.9M$-117.8M-14.8%-186.8M$-200.5M-21.1%59.4M$66.7M9.4%-115M$-129.1M-13.9%
TYH3US 10YR NOTE (CBT)MAR23-------------------115M$-129.1M-13.9%
TYU3US 10YR NOTE (CBT)SEP23---------------59.4M$66.7M9.4%---
TYZ3US 10YR NOTE (CBT)DEC23-------------186.8M$-200.5M-21.1%------
TYH4US 10YR NOTE (CBT)MAR24-74.6M$-84.2M-12.2%-74.6M$-84.2M-12.2%-81.7M$-92.0M-12.8%-106.9M$-117.8M-14.8%---------
-US - US LONG BOND15.9M$19.9M2.9%15.9M$19.9M2.9%10.3M$12.7M1.8%-48.5M$-57.0M-7.2%-97.2M$-109.2M-11.5%-56.8M$-72.1M-10.2%-39.8M$-49.9M-5.4%
USH3US LONG BOND(CBT) MAR23-------------------39.8M$-49.9M-5.4%
USU3US LONG BOND(CBT) SEP23----------------56.8M$-72.1M-10.2%---
USZ3US LONG BOND(CBT) DEC23-------------97.2M$-109.2M-11.5%------
USH4US LONG BOND(CBT) MAR2415.9M$19.9M2.9%15.9M$19.9M2.9%10.3M$12.7M1.8%-48.5M$-57.0M-7.2%---------
-UX - US 10YR ULTRA-70.8M$-83.6M-12.1%-70.8M$-83.6M-12.1%-77.6M$-91.2M-12.7%-102.5M$-116.9M-14.7%-180M$-199.1M-20.9%55.8M$66.1M9.3%-108.3M$-128.1M-13.8%
UXYH3US 10YR ULTRA FUT MAR23-------------------108.3M$-128.1M-13.8%
UXYU3US 10YR ULTRA FUT SEP23---------------55.8M$66.1M9.3%---
UXYZ3US 10YR ULTRA FUT DEC23-------------180M$-199.1M-20.9%------
UXYH4US 10YR ULTRA FUT MAR24-70.8M$-83.6M-12.1%-70.8M$-83.6M-12.1%-77.6M$-91.2M-12.7%-102.5M$-116.9M-14.7%---------
-WN - US ULTRA BOND13.8M$18.4M2.7%13.8M$18.5M2.7%8.5M$11.3M1.6%-44.6M$-55.5M-7.0%-91.5M$-107.1M-11.3%-52.4M$-71.4M-10.1%-36.2M$-48.6M-5.2%
WNH3US ULTRA BOND CBT MAR23-------------------36.2M$-48.6M-5.2%
WNU3US ULTRA BOND CBT SEP23----------------52.4M$-71.4M-10.1%---
WNZ3US ULTRA BOND CBT DEC23-------------91.5M$-107.1M-11.3%------
WNH4US ULTRA BOND CBT MAR2413.8M$18.4M2.7%13.8M$18.5M2.7%8.5M$11.3M1.6%-44.6M$-55.5M-7.0%---------
not investment advice - use at own risk - see terms - data by imgp funds