Subscribe
6 min read dbmf-update

DBMF update - 20 jun 2023

DBMF update - 20 jun 2023
dbmfwatch - DBMF | 2023-06-20 | no 1d changes
descriptionsharesvaluepct1d chg1wk chg4wk chg13wk 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 CURR167.5M$184.2M26.4%0% | -0.1%0% | 2.2%320.1% | 326.3%32.1% | 34.8%
ED/SFR - 3MO EURDLR/SOFR-256.2M$-246.6M-35.3%0% | 0.1%0% | -0.1%10.5% | 10.8%35.0% | 35.4%
ES - S+P500 EMINI32.9K$146.5M21.0%0% | -0.4%0% | 1.5%6.48K% | 6.87K%-
FF - FED FUND 30DAY-77.5M$-73.4M-10.5%0% | 0%0% | 0%-14.8% | -14.6%-
GC - GOLD 100 OZ38.4K$75.7M10.8%0% | 0%0% | 0.1%-8.6% | -8.8%12.6% | 12.0%
JY - JPN YEN CURR-6.5M$-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 EAFE13.8K$30.2M4.3%0% | -0.2%0% | 2.1%-89.2% | -89.0%-84.6% | -83.2%
TU - US 2YR NOTE-241.2M$-246.3M-35.3%0% | 0.1%0% | 0.3%10.7% | 11.1%34.7% | 35.6%
TY - US 10YR NOTE67.1M$75.9M10.9%0% | -0.4%0% | -0.3%111.0% | 110.2%142.7% | 141.9%
US - US LONG BOND-59.2M$-75.4M-10.8%0% | 0.3%0% | -0.2%-64.0% | -64.7%28.2% | 30.5%
UX - US 10YR ULTRA63.3M$75.3M10.8%0% | -0.4%0% | -0.1%112.4% | 112.9%142.6% | 141.8%
WN - US ULTRA BOND-55M$-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)
symboldescriptionsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepct
-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%
CLG3WTI CRUDEFUTURE FEB23----------------299K$-22.5M-2.3%
CLK3WTI CRUDEFUTURE MAY23-------------450K$-30.5M-3.9%---
CLQ3WTI 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 CURR167.5M$184.2M26.4%167.5M$184.3M26.5%167.5M$180.2M26.1%39.9M$43.2M6.1%126.8M$136.7M17.6%-176.1M$-188.0M-19.0%
ECH3EURO FX CURR FUT MAR23----------------176.1M$-188.0M-19.0%
ECM3EURO FX CURR FUT JUN23------167.5M$180.2M26.1%39.9M$43.2M6.1%126.8M$136.7M17.6%---
ECU3EURO FX CURR FUT SEP23167.5M$184.2M26.4%167.5M$184.3M26.5%------------
-ED/SFR - 3MO EURDLR/SOFR-256.2M$-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$-331.8M-33.5%
SFRM43 MONTH SOFR FUT JUN24----------------343.8M$-331.8M-33.5%
SFRU43 MONTH SOFR FUT SEP24-------256.2M$-246.4M-35.7%-286.2M$-276.4M-38.8%-394.5M$-381.9M-49.2%---
SFRZ43 MONTH SOFR FUT DEC24-256.2M$-246.6M-35.3%-256.2M$-246.9M-35.6%------------
-ES - S+P500 EMINI32.9K$146.5M21.0%32.9K$147.1M21.2%32.9K$144.4M20.9%500.0$2.1M0.3%----19.4K$-74.8M-7.5%
ESH3S+P500 EMINI FUT MAR23----------------19.4K$-74.8M-7.5%
ESM3S+P500 EMINI FUT JUN23---------500.0$2.1M0.3%------
ESU3S+P500 EMINI FUT SEP2332.9K$146.5M21.0%32.9K$147.1M21.2%32.9K$144.4M20.9%---------
-FF - FED FUND 30DAY-77.5M$-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%
FFJ3FED FUND 30DAY APR23----------------145.8M$-138.8M-14.0%
FFN3FED FUND 30DAY JUL23----------67.5M$-64.0M-9.0%------
FFV3FED FUND 30DAY OCT23-77.5M$-73.4M-10.5%-77.5M$-73.4M-10.6%-77.5M$-73.4M-10.6%---------
-GC - GOLD 100 OZ38.4K$75.7M10.8%38.4K$75.7M10.9%38.4K$75.6M11.0%42K$83.0M11.6%34.1K$67.6M8.7%-34K$-61.1M-6.2%
GCG3GOLD 100 OZ FUTR FEB23----------------34K$-61.1M-6.2%
GCJ3GOLD 100 OZ FUTR APR23------------34.1K$67.6M8.7%---
GCM3GOLD 100 OZ FUTR JUN23---------42K$83.0M11.6%------
GCQ3GOLD 100 OZ FUTR AUG2338.4K$75.7M10.8%38.4K$75.7M10.9%38.4K$75.6M11.0%---------
-JY - JPN YEN CURR-6.5M$-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$86.4M8.7%
JYH3JPN YEN CURR FUT MAR23---------------1.2M$86.4M8.7%
JYM3JPN YEN CURR FUT JUN23-------6.5M$-467.8M-67.8%-4.9M$-353.1M-49.5%-2.3M$-178.6M-23.0%---
JYU3JPN 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%
MESH3MSCI EMGMKT MAR23----------------86.8K$-83.7M-8.4%
MESM3MSCI EMGMKT JUN23----------84.8K$-83.5M-11.7%-117.2K$-111.8M-14.4%---
MESU3MSCI EMGMKT SEP23-52.0K$-53.6M-7.7%-52.0K$-53.9M-7.8%-52.0K$-52.5M-7.6%---------
-MFS - MSCI EAFE13.8K$30.2M4.3%13.8K$30.3M4.4%13.8K$29.6M4.3%127.8K$274.2M38.5%89.8K$180.0M23.2%32.1K$62.4M6.3%
MFSH3MSCI EAFEMAR23---------------32.1K$62.4M6.3%
MFSM3MSCI EAFEJUN23---------127.8K$274.2M38.5%89.8K$180.0M23.2%---
MFSU3MSCI EAFESEP2313.8K$30.2M4.3%13.8K$30.3M4.4%13.8K$29.6M4.3%---------
-TU - US 2YR NOTE-241.2M$-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$-330.4M-33.3%
TUH3US 2YR NOTE (CBT) MAR23----------------321M$-330.4M-33.3%
TUM3US 2YR NOTE (CBT) JUN23----------270.2M$-277.0M-38.9%-369.2M$-382.5M-49.3%---
TUU3US 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 NOTE67.1M$75.9M10.9%67.1M$76.1M11.0%67.1M$76.1M11.0%31.8M$36.1M5.1%-157.3M$-181.0M-23.3%-108.7M$-124.1M-12.5%
TYH3US 10YR NOTE (CBT)MAR23----------------108.7M$-124.1M-12.5%
TYM3US 10YR NOTE (CBT)JUN23---------31.8M$36.1M5.1%-157.3M$-181.0M-23.3%---
TYU3US 10YR NOTE (CBT)SEP2367.1M$75.9M10.9%67.1M$76.1M11.0%67.1M$76.1M11.0%---------
-US - US LONG BOND-59.2M$-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$-56.3M-5.7%
USH3US LONG BOND(CBT) MAR23----------------43.4M$-56.3M-5.7%
USM3US LONG BOND(CBT) JUN23----------36.1M$-45.8M-6.4%-82.5M$-108.4M-14.0%---
USU3US 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 ULTRA63.3M$75.3M10.8%63.3M$75.6M10.9%63.3M$75.4M10.9%29.8M$35.4M5.0%-148.5M$-180.1M-23.2%-101.6M$-122.7M-12.4%
UXYH3US 10YR ULTRA FUT MAR23----------------101.6M$-122.7M-12.4%
UXYM3US 10YR ULTRA FUT JUN23---------29.8M$35.4M5.0%-148.5M$-180.1M-23.2%---
UXYU3US 10YR ULTRA FUT SEP2363.3M$75.3M10.8%63.3M$75.6M10.9%63.3M$75.4M10.9%---------
-WN - US ULTRA BOND-55M$-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$-55.1M-5.6%
WNH3US ULTRA BOND CBT MAR23----------------38.9M$-55.1M-5.6%
WNM3US ULTRA BOND CBT JUN23----------33M$-44.3M-6.2%-75M$-106.4M-13.7%---
WNU3US 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

Published by:

dbmfwatch

You might also like...

Member discussion