Jun 20, 2023 6 min read dbmf-update

DBMF update - 20 jun 2023

dbmfwatch - DBMF \| 2023-06-20 \| no 1d changes
description	shares	value	pct	1d chg	1wk chg	4wk chg	13wk chg
CL - WTI CRUDE OIL	-1.0M	$-73.7M	-10.5%	0% \| -1.6%	0% \| -6.9%	-3.4% \| -3.4%	-127.6% \| -141.3%
EC - EUR FX CURR	167.5M	$184.2M	26.4%	0% \| -0.1%	0% \| 2.2%	320.1% \| 326.3%	32.1% \| 34.8%
ED/SFR - 3MO EURDLR/SOFR	-256.2M	$-246.6M	-35.3%	0% \| 0.1%	0% \| -0.1%	10.5% \| 10.8%	35.0% \| 35.4%
ES - S+P500 EMINI	32.9K	$146.5M	21.0%	0% \| -0.4%	0% \| 1.5%	6.48K% \| 6.87K%	-
FF - FED FUND 30DAY	-77.5M	$-73.4M	-10.5%	0% \| 0%	0% \| 0%	-14.8% \| -14.6%	-
GC - GOLD 100 OZ	38.4K	$75.7M	10.8%	0% \| 0%	0% \| 0.1%	-8.6% \| -8.8%	12.6% \| 12.0%
JY - JPN YEN CURR	-6.5M	$-466.7M	-66.8%	0% \| 1.0%	0% \| 0.2%	-33.9% \| -32.2%	-182.0% \| -161.3%
MES - MSCI EMG MKTS	-52.0K	$-53.6M	-7.7%	0% \| 0.4%	0% \| -2.2%	38.8% \| 35.8%	55.7% \| 52.0%
MFS - MSCI EAFE	13.8K	$30.2M	4.3%	0% \| -0.2%	0% \| 2.1%	-89.2% \| -89.0%	-84.6% \| -83.2%
TU - US 2YR NOTE	-241.2M	$-246.3M	-35.3%	0% \| 0.1%	0% \| 0.3%	10.7% \| 11.1%	34.7% \| 35.6%
TY - US 10YR NOTE	67.1M	$75.9M	10.9%	0% \| -0.4%	0% \| -0.3%	111.0% \| 110.2%	142.7% \| 141.9%
US - US LONG BOND	-59.2M	$-75.4M	-10.8%	0% \| 0.3%	0% \| -0.2%	-64.0% \| -64.7%	28.2% \| 30.5%
UX - US 10YR ULTRA	63.3M	$75.3M	10.8%	0% \| -0.4%	0% \| -0.1%	112.4% \| 112.9%	142.6% \| 141.8%
WN - US ULTRA BOND	-55M	$-75.1M	-10.8%	0% \| 0.2%	0% \| -0.7%	-66.7% \| -69.6%	26.7% \| 29.4%
not investment advice - use at own risk - see terms - data by imgp funds

dbmfwatch - DBMF \| 2023-06-20 \| history
		2023-06-20			2023-06-16 (1d)			2023-06-13 (1wk)			2023-05-23 (4wk)			2023-03-21 (13wk)			2022-12-20 (26wk)
symbol	description	shares	value	pct	shares	value	pct	shares	value	pct	shares	value	pct	shares	value	pct	shares	value	pct

-	CL - WTI CRUDE OIL	-1.0M	$-73.7M	-10.5%	-1.0M	$-72.5M	-10.4%	-1.0M	$-68.9M	-10.0%	-990K	$-71.3M	-10.0%	-450K	$-30.5M	-3.9%	-299K	$-22.5M	-2.3%
CLG3	WTI CRUDEFUTURE FEB23	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-299K	$-22.5M	-2.3%
CLK3	WTI CRUDEFUTURE MAY23	-	-	-	-	-	-	-	-	-	-	-	-	-450K	$-30.5M	-3.9%	-	-	-
CLQ3	WTI CRUDEFUTURE AUG23	-1.0M	$-73.7M	-10.5%	-1.0M	$-72.5M	-10.4%	-1.0M	$-68.9M	-10.0%	-990K	$-71.3M	-10.0%	-	-	-	-	-	-

-	EC - EUR FX CURR	167.5M	$184.2M	26.4%	167.5M	$184.3M	26.5%	167.5M	$180.2M	26.1%	39.9M	$43.2M	6.1%	126.8M	$136.7M	17.6%	-176.1M	$-188.0M	-19.0%
ECH3	EURO FX CURR FUT MAR23	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-176.1M	$-188.0M	-19.0%
ECM3	EURO FX CURR FUT JUN23	-	-	-	-	-	-	167.5M	$180.2M	26.1%	39.9M	$43.2M	6.1%	126.8M	$136.7M	17.6%	-	-	-
ECU3	EURO FX CURR FUT SEP23	167.5M	$184.2M	26.4%	167.5M	$184.3M	26.5%	-	-	-	-	-	-	-	-	-	-	-	-

-	ED/SFR - 3MO EURDLR/SOFR	-256.2M	$-246.6M	-35.3%	-256.2M	$-246.9M	-35.6%	-256.2M	$-246.4M	-35.7%	-286.2M	$-276.4M	-38.8%	-394.5M	$-381.9M	-49.2%	-343.8M	$-331.8M	-33.5%
SFRM4	3 MONTH SOFR FUT JUN24	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-343.8M	$-331.8M	-33.5%
SFRU4	3 MONTH SOFR FUT SEP24	-	-	-	-	-	-	-256.2M	$-246.4M	-35.7%	-286.2M	$-276.4M	-38.8%	-394.5M	$-381.9M	-49.2%	-	-	-
SFRZ4	3 MONTH SOFR FUT DEC24	-256.2M	$-246.6M	-35.3%	-256.2M	$-246.9M	-35.6%	-	-	-	-	-	-	-	-	-	-	-	-

-	ES - S+P500 EMINI	32.9K	$146.5M	21.0%	32.9K	$147.1M	21.2%	32.9K	$144.4M	20.9%	500.0	$2.1M	0.3%	-	-	-	-19.4K	$-74.8M	-7.5%
ESH3	S+P500 EMINI FUT MAR23	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-19.4K	$-74.8M	-7.5%
ESM3	S+P500 EMINI FUT JUN23	-	-	-	-	-	-	-	-	-	500.0	$2.1M	0.3%	-	-	-	-	-	-
ESU3	S+P500 EMINI FUT SEP23	32.9K	$146.5M	21.0%	32.9K	$147.1M	21.2%	32.9K	$144.4M	20.9%	-	-	-	-	-	-	-	-	-

-	FF - FED FUND 30DAY	-77.5M	$-73.4M	-10.5%	-77.5M	$-73.4M	-10.6%	-77.5M	$-73.4M	-10.6%	-67.5M	$-64.0M	-9.0%	-	-	-	-145.8M	$-138.8M	-14.0%
FFJ3	FED FUND 30DAY APR23	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-145.8M	$-138.8M	-14.0%
FFN3	FED FUND 30DAY JUL23	-	-	-	-	-	-	-	-	-	-67.5M	$-64.0M	-9.0%	-	-	-	-	-	-
FFV3	FED FUND 30DAY OCT23	-77.5M	$-73.4M	-10.5%	-77.5M	$-73.4M	-10.6%	-77.5M	$-73.4M	-10.6%	-	-	-	-	-	-	-	-	-

-	GC - GOLD 100 OZ	38.4K	$75.7M	10.8%	38.4K	$75.7M	10.9%	38.4K	$75.6M	11.0%	42K	$83.0M	11.6%	34.1K	$67.6M	8.7%	-34K	$-61.1M	-6.2%
GCG3	GOLD 100 OZ FUTR FEB23	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-34K	$-61.1M	-6.2%
GCJ3	GOLD 100 OZ FUTR APR23	-	-	-	-	-	-	-	-	-	-	-	-	34.1K	$67.6M	8.7%	-	-	-
GCM3	GOLD 100 OZ FUTR JUN23	-	-	-	-	-	-	-	-	-	42K	$83.0M	11.6%	-	-	-	-	-	-
GCQ3	GOLD 100 OZ FUTR AUG23	38.4K	$75.7M	10.8%	38.4K	$75.7M	10.9%	38.4K	$75.6M	11.0%	-	-	-	-	-	-	-	-	-

-	JY - JPN YEN CURR	-6.5M	$-466.7M	-66.8%	-6.5M	$-471.7M	-67.9%	-6.5M	$-467.8M	-67.8%	-4.9M	$-353.1M	-49.5%	-2.3M	$-178.6M	-23.0%	1.2M	$86.4M	8.7%
JYH3	JPN YEN CURR FUT MAR23	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	1.2M	$86.4M	8.7%
JYM3	JPN YEN CURR FUT JUN23	-	-	-	-	-	-	-6.5M	$-467.8M	-67.8%	-4.9M	$-353.1M	-49.5%	-2.3M	$-178.6M	-23.0%	-	-	-
JYU3	JPN YEN CURR FUT SEP23	-6.5M	$-466.7M	-66.8%	-6.5M	$-471.7M	-67.9%	-	-	-	-	-	-	-	-	-	-	-	-

-	MES - MSCI EMG MKTS	-52.0K	$-53.6M	-7.7%	-52.0K	$-53.9M	-7.8%	-52.0K	$-52.5M	-7.6%	-84.8K	$-83.5M	-11.7%	-117.2K	$-111.8M	-14.4%	-86.8K	$-83.7M	-8.4%
MESH3	MSCI EMGMKT MAR23	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-86.8K	$-83.7M	-8.4%
MESM3	MSCI EMGMKT JUN23	-	-	-	-	-	-	-	-	-	-84.8K	$-83.5M	-11.7%	-117.2K	$-111.8M	-14.4%	-	-	-
MESU3	MSCI EMGMKT SEP23	-52.0K	$-53.6M	-7.7%	-52.0K	$-53.9M	-7.8%	-52.0K	$-52.5M	-7.6%	-	-	-	-	-	-	-	-	-

-	MFS - MSCI EAFE	13.8K	$30.2M	4.3%	13.8K	$30.3M	4.4%	13.8K	$29.6M	4.3%	127.8K	$274.2M	38.5%	89.8K	$180.0M	23.2%	32.1K	$62.4M	6.3%
MFSH3	MSCI EAFEMAR23	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	32.1K	$62.4M	6.3%
MFSM3	MSCI EAFEJUN23	-	-	-	-	-	-	-	-	-	127.8K	$274.2M	38.5%	89.8K	$180.0M	23.2%	-	-	-
MFSU3	MSCI EAFESEP23	13.8K	$30.2M	4.3%	13.8K	$30.3M	4.4%	13.8K	$29.6M	4.3%	-	-	-	-	-	-	-	-	-

-	TU - US 2YR NOTE	-241.2M	$-246.3M	-35.3%	-241.2M	$-246.7M	-35.5%	-241.2M	$-247.1M	-35.8%	-270.2M	$-277.0M	-38.9%	-369.2M	$-382.5M	-49.3%	-321M	$-330.4M	-33.3%
TUH3	US 2YR NOTE (CBT) MAR23	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-321M	$-330.4M	-33.3%
TUM3	US 2YR NOTE (CBT) JUN23	-	-	-	-	-	-	-	-	-	-270.2M	$-277.0M	-38.9%	-369.2M	$-382.5M	-49.3%	-	-	-
TUU3	US 2YR NOTE (CBT) SEP23	-241.2M	$-246.3M	-35.3%	-241.2M	$-246.7M	-35.5%	-241.2M	$-247.1M	-35.8%	-	-	-	-	-	-	-	-	-

-	TY - US 10YR NOTE	67.1M	$75.9M	10.9%	67.1M	$76.1M	11.0%	67.1M	$76.1M	11.0%	31.8M	$36.1M	5.1%	-157.3M	$-181.0M	-23.3%	-108.7M	$-124.1M	-12.5%
TYH3	US 10YR NOTE (CBT)MAR23	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-108.7M	$-124.1M	-12.5%
TYM3	US 10YR NOTE (CBT)JUN23	-	-	-	-	-	-	-	-	-	31.8M	$36.1M	5.1%	-157.3M	$-181.0M	-23.3%	-	-	-
TYU3	US 10YR NOTE (CBT)SEP23	67.1M	$75.9M	10.9%	67.1M	$76.1M	11.0%	67.1M	$76.1M	11.0%	-	-	-	-	-	-	-	-	-

-	US - US LONG BOND	-59.2M	$-75.4M	-10.8%	-59.2M	$-75.6M	-10.9%	-59.2M	$-75.3M	-10.9%	-36.1M	$-45.8M	-6.4%	-82.5M	$-108.4M	-14.0%	-43.4M	$-56.3M	-5.7%
USH3	US LONG BOND(CBT) MAR23	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-43.4M	$-56.3M	-5.7%
USM3	US LONG BOND(CBT) JUN23	-	-	-	-	-	-	-	-	-	-36.1M	$-45.8M	-6.4%	-82.5M	$-108.4M	-14.0%	-	-	-
USU3	US LONG BOND(CBT) SEP23	-59.2M	$-75.4M	-10.8%	-59.2M	$-75.6M	-10.9%	-59.2M	$-75.3M	-10.9%	-	-	-	-	-	-	-	-	-

-	UX - US 10YR ULTRA	63.3M	$75.3M	10.8%	63.3M	$75.6M	10.9%	63.3M	$75.4M	10.9%	29.8M	$35.4M	5.0%	-148.5M	$-180.1M	-23.2%	-101.6M	$-122.7M	-12.4%
UXYH3	US 10YR ULTRA FUT MAR23	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-101.6M	$-122.7M	-12.4%
UXYM3	US 10YR ULTRA FUT JUN23	-	-	-	-	-	-	-	-	-	29.8M	$35.4M	5.0%	-148.5M	$-180.1M	-23.2%	-	-	-
UXYU3	US 10YR ULTRA FUT SEP23	63.3M	$75.3M	10.8%	63.3M	$75.6M	10.9%	63.3M	$75.4M	10.9%	-	-	-	-	-	-	-	-	-

-	WN - US ULTRA BOND	-55M	$-75.1M	-10.8%	-55M	$-75.3M	-10.8%	-55M	$-74.6M	-10.8%	-33M	$-44.3M	-6.2%	-75M	$-106.4M	-13.7%	-38.9M	$-55.1M	-5.6%
WNH3	US ULTRA BOND CBT MAR23	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-38.9M	$-55.1M	-5.6%
WNM3	US ULTRA BOND CBT JUN23	-	-	-	-	-	-	-	-	-	-33M	$-44.3M	-6.2%	-75M	$-106.4M	-13.7%	-	-	-
WNU3	US ULTRA BOND CBT SEP23	-55M	$-75.1M	-10.8%	-55M	$-75.3M	-10.8%	-55M	$-74.6M	-10.8%	-	-	-	-	-	-	-	-	-
not investment advice - use at own risk - see terms - data by imgp funds

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