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6 min read dbmf-update

DBMF update - 21 jun 2023

DBMF update - 21 jun 2023
dbmfwatch - DBMF | 2023-06-21 | changes found
descriptionsharesvaluepct1d chg1wk chg4wk chg13wk chg
CL - WTI CRUDE OIL-1.0M$-74.2M-10.7%-1.8% | -0.7%-1.8% | -4.1%-5.3% | -2.9%-131.6% | -136.3%
EC - EUR FX CURR173.4M$190.2M27.4%3.5% | 3.2%3.5% | 5.2%334.8% | 341.9%36.8% | 38.6%
ED/SFR - 3MO EURDLR/SOFR-229.2M$-220.7M-31.8%10.5% | 10.5%10.5% | 10.5%19.9% | 20.1%42.2% | 42.4%
ES - S+P500 EMINI29.2K$129.7M18.7%-11.1% | -11.5%-11.1% | -10.7%5.75K% | 6.14K%-
FF - FED FUND 30DAY-107.9M$-102.2M-14.7%-39.2% | -39.2%-39.2% | -39.2%-59.9% | -59.6%-
GC - GOLD 100 OZ52.1K$101.5M14.6%35.7% | 34.1%35.7% | 34.9%24.0% | 22.4%52.8% | 53.3%
JY - JPN YEN CURR-6.1M$-440.4M-63.4%5.9% | 5.6%5.9% | 5.4%-26.0% | -24.7%-165.4% | -149.0%
MES - MSCI EMG MKTS-29.5K$-29.8M-4.3%43.2% | 44.4%43.2% | 43.7%65.2% | 63.7%74.8% | 73.6%
MFS - MSCI EAFE-16.9K$-36.6M-5.3%-222.8% | -221.1%-222.8% | -222.5%-113.3% | -113.5%-118.9% | -120.0%
TU - US 2YR NOTE-216.6M$-221.3M-31.9%10.2% | 10.2%10.2% | 10.2%19.8% | 20.1%41.3% | 41.9%
TY - US 10YR NOTE59.7M$67.6M9.7%-11.0% | -10.8%-11.0% | -10.5%87.7% | 87.2%138.0% | 137.7%
US - US LONG BOND-53.5M$-68.5M-9.9%9.6% | 9.1%9.6% | 8.3%-48.2% | -49.5%35.2% | 36.1%
UX - US 10YR ULTRA56.1M$67.0M9.6%-11.4% | -11.1%-11.4% | -10.6%88.3% | 89.1%137.8% | 137.6%
WN - US ULTRA BOND-49.4M$-67.9M-9.8%10.2% | 9.6%10.2% | 8.3%-49.7% | -53.0%34.1% | 35.4%
not investment advice - use at own risk - see terms - data by imgp funds
dbmfwatch - DBMF | 2023-06-21 | history
2023-06-21 2023-06-20 (1d)2023-06-14 (1wk)2023-05-24 (4wk)2023-03-22 (13wk)2022-12-21 (26wk)
symboldescriptionsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepct
-CL - WTI CRUDE OIL-1.0M$-74.2M-10.7%-1.0M$-73.7M-10.5%-1.0M$-71.2M-10.3%-990K$-72.1M-10.2%-450K$-31.4M-4.0%-299K$-22.8M-2.3%
CLH3WTI CRUDEFUTURE MAR23----------------299K$-22.8M-2.3%
CLM3WTI CRUDEFUTURE JUN23-------------450K$-31.4M-4.0%---
CLQ3WTI CRUDEFUTURE AUG23-1.0M$-74.2M-10.7%-1.0M$-73.7M-10.5%-1.0M$-71.2M-10.3%-990K$-72.1M-10.2%------
-EC - EUR FX CURR173.4M$190.2M27.4%167.5M$184.2M26.4%167.5M$180.8M26.1%39.9M$43.0M6.1%126.8M$137.2M17.4%-176.1M$-188.3M-18.9%
ECH3EURO FX CURR FUT MAR23----------------176.1M$-188.3M-18.9%
ECM3EURO FX CURR FUT JUN23------167.5M$180.8M26.1%39.9M$43.0M6.1%126.8M$137.2M17.4%---
ECU3EURO FX CURR FUT SEP23173.4M$190.2M27.4%167.5M$184.2M26.4%------------
-ED/SFR - 3MO EURDLR/SOFR-229.2M$-220.7M-31.8%-256.2M$-246.6M-35.3%-256.2M$-246.7M-35.6%-286.2M$-276.4M-39.0%-396.5M$-382.9M-48.7%-343.8M$-331.6M-33.3%
SFRM43 MONTH SOFR FUT JUN24----------------343.8M$-331.6M-33.3%
SFRU43 MONTH SOFR FUT SEP24----------286.2M$-276.4M-39.0%-396.5M$-382.9M-48.7%---
SFRZ43 MONTH SOFR FUT DEC24-229.2M$-220.7M-31.8%-256.2M$-246.6M-35.3%-256.2M$-246.7M-35.6%---------
-ES - S+P500 EMINI29.2K$129.7M18.7%32.9K$146.5M21.0%32.9K$145.3M21.0%500.0$2.1M0.3%----19.4K$-74.9M-7.5%
ESH3S+P500 EMINI FUT MAR23----------------19.4K$-74.9M-7.5%
ESM3S+P500 EMINI FUT JUN23---------500.0$2.1M0.3%------
ESU3S+P500 EMINI FUT SEP2329.2K$129.7M18.7%32.9K$146.5M21.0%32.9K$145.3M21.0%---------
-FF - FED FUND 30DAY-107.9M$-102.2M-14.7%-77.5M$-73.4M-10.5%-77.5M$-73.4M-10.6%-67.5M$-64.0M-9.0%----145.8M$-138.8M-13.9%
FFJ3FED FUND 30DAY APR23----------------145.8M$-138.8M-13.9%
FFN3FED FUND 30DAY JUL23----------67.5M$-64.0M-9.0%------
FFV3FED FUND 30DAY OCT23-107.9M$-102.2M-14.7%-77.5M$-73.4M-10.5%-77.5M$-73.4M-10.6%---------
-GC - GOLD 100 OZ52.1K$101.5M14.6%38.4K$75.7M10.8%38.4K$75.2M10.9%42K$82.9M11.7%34.1K$66.2M8.4%-34K$-62.1M-6.2%
GCG3GOLD 100 OZ FUTR FEB23----------------34K$-62.1M-6.2%
GCJ3GOLD 100 OZ FUTR APR23------------34.1K$66.2M8.4%---
GCM3GOLD 100 OZ FUTR JUN23---------42K$82.9M11.7%------
GCQ3GOLD 100 OZ FUTR AUG2352.1K$101.5M14.6%38.4K$75.7M10.8%38.4K$75.2M10.9%---------
-JY - JPN YEN CURR-6.1M$-440.4M-63.4%-6.5M$-466.7M-66.8%-6.5M$-465.5M-67.3%-4.9M$-353.2M-49.8%-2.3M$-176.9M-22.5%1.2M$90.0M9.0%
JYH3JPN YEN CURR FUT MAR23---------------1.2M$90.0M9.0%
JYM3JPN YEN CURR FUT JUN23-------6.5M$-465.5M-67.3%-4.9M$-353.2M-49.8%-2.3M$-176.9M-22.5%---
JYU3JPN YEN CURR FUT SEP23-6.1M$-440.4M-63.4%-6.5M$-466.7M-66.8%------------
-MES - MSCI EMG MKTS-29.5K$-29.8M-4.3%-52.0K$-53.6M-7.7%-52.0K$-53.0M-7.7%-84.8K$-82.3M-11.6%-117.2K$-112.8M-14.4%-86.8K$-83.5M-8.4%
MESH3MSCI EMGMKT MAR23----------------86.8K$-83.5M-8.4%
MESM3MSCI EMGMKT JUN23----------84.8K$-82.3M-11.6%-117.2K$-112.8M-14.4%---
MESU3MSCI EMGMKT SEP23-29.5K$-29.8M-4.3%-52.0K$-53.6M-7.7%-52.0K$-53.0M-7.7%---------
-MFS - MSCI EAFE-16.9K$-36.6M-5.3%13.8K$30.2M4.3%13.8K$29.9M4.3%127.8K$270.2M38.1%89.8K$182.7M23.2%32.1K$62.6M6.3%
MFSH3MSCI EAFEMAR23---------------32.1K$62.6M6.3%
MFSM3MSCI EAFEJUN23---------127.8K$270.2M38.1%89.8K$182.7M23.2%---
MFSU3MSCI EAFESEP23-16.9K$-36.6M-5.3%13.8K$30.2M4.3%13.8K$29.9M4.3%---------
-TU - US 2YR NOTE-216.6M$-221.3M-31.9%-241.2M$-246.3M-35.3%-241.2M$-246.5M-35.6%-270.2M$-276.9M-39.1%-369.2M$-380.6M-48.4%-321M$-330.4M-33.1%
TUH3US 2YR NOTE (CBT) MAR23----------------321M$-330.4M-33.1%
TUM3US 2YR NOTE (CBT) JUN23----------270.2M$-276.9M-39.1%-369.2M$-380.6M-48.4%---
TUU3US 2YR NOTE (CBT) SEP23-216.6M$-221.3M-31.9%-241.2M$-246.3M-35.3%-241.2M$-246.5M-35.6%---------
-TY - US 10YR NOTE59.7M$67.6M9.7%67.1M$75.9M10.9%67.1M$75.6M10.9%31.8M$36.1M5.1%-157.3M$-179.5M-22.8%-108.7M$-123.4M-12.4%
TYH3US 10YR NOTE (CBT)MAR23----------------108.7M$-123.4M-12.4%
TYM3US 10YR NOTE (CBT)JUN23---------31.8M$36.1M5.1%-157.3M$-179.5M-22.8%---
TYU3US 10YR NOTE (CBT)SEP2359.7M$67.6M9.7%67.1M$75.9M10.9%67.1M$75.6M10.9%---------
-US - US LONG BOND-53.5M$-68.5M-9.9%-59.2M$-75.4M-10.8%-59.2M$-74.7M-10.8%-36.1M$-45.8M-6.5%-82.5M$-107.2M-13.6%-43.4M$-55.6M-5.6%
USH3US LONG BOND(CBT) MAR23----------------43.4M$-55.6M-5.6%
USM3US LONG BOND(CBT) JUN23----------36.1M$-45.8M-6.5%-82.5M$-107.2M-13.6%---
USU3US LONG BOND(CBT) SEP23-53.5M$-68.5M-9.9%-59.2M$-75.4M-10.8%-59.2M$-74.7M-10.8%---------
-UX - US 10YR ULTRA56.1M$67.0M9.6%63.3M$75.3M10.8%63.3M$74.9M10.8%29.8M$35.4M5.0%-148.5M$-178.3M-22.7%-101.6M$-121.7M-12.2%
UXYH3US 10YR ULTRA FUT MAR23----------------101.6M$-121.7M-12.2%
UXYM3US 10YR ULTRA FUT JUN23---------29.8M$35.4M5.0%-148.5M$-178.3M-22.7%---
UXYU3US 10YR ULTRA FUT SEP2356.1M$67.0M9.6%63.3M$75.3M10.8%63.3M$74.9M10.8%---------
-WN - US ULTRA BOND-49.4M$-67.9M-9.8%-55M$-75.1M-10.8%-55M$-74.1M-10.7%-33M$-44.4M-6.3%-75M$-105.2M-13.4%-38.9M$-54.0M-5.4%
WNH3US ULTRA BOND CBT MAR23----------------38.9M$-54.0M-5.4%
WNM3US ULTRA BOND CBT JUN23----------33M$-44.4M-6.3%-75M$-105.2M-13.4%---
WNU3US ULTRA BOND CBT SEP23-49.4M$-67.9M-9.8%-55M$-75.1M-10.8%-55M$-74.1M-10.7%---------
not investment advice - use at own risk - see terms - data by imgp funds

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