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6 min read dbmf-update

DBMF update - 22 jun 2023

DBMF update - 22 jun 2023
dbmfwatch - DBMF | 2023-06-22 | changes found
descriptionsharesvaluepct1d chg1wk chg4wk chg13wk chg
CL - WTI CRUDE OIL-1.0M$-75.6M-10.8%0% | -1.9%-1.8% | -7.8%-5.3% | -2.7%-131.6% | -136.4%
EC - EUR FX CURR173.4M$191.3M27.4%0% | 0.6%3.5% | 4.9%334.8% | 345.7%36.8% | 38.0%
ED/SFR - 3MO EURDLR/SOFR-229.2M$-220.8M-31.7%0% | 0%10.5% | 10.5%19.9% | 20.1%42.2% | 42.5%
ES - S+P500 EMINI29.2K$129.0M18.5%0% | -0.6%-11.1% | -11.3%5.75K% | 6.15K%-
FF - FED FUND 30DAY-107.9M$-102.2M-14.7%0% | 0%-39.2% | -39.2%-59.9% | -59.7%-
GC - GOLD 100 OZ52.1K$101.3M14.5%0% | -0.1%35.7% | 34.0%24.0% | 22.8%52.8% | 52.4%
JY - JPN YEN CURR-6.1M$-439.1M-63.0%0% | 0.3%5.9% | 7.3%-26.0% | -24.9%-165.4% | -146.2%
MES - MSCI EMG MKTS-29.5K$-29.7M-4.3%0% | 0.4%43.2% | 44.3%65.2% | 63.6%74.8% | 73.8%
MFS - MSCI EAFE-16.9K$-36.6M-5.3%0% | -0.1%-222.8% | -222.2%-113.3% | -113.8%-118.9% | -120.1%
TU - US 2YR NOTE-216.6M$-221.3M-31.7%0% | 0%10.2% | 10.2%19.8% | 20.0%41.3% | 42.1%
TY - US 10YR NOTE59.7M$67.6M9.7%0% | 0%-11.0% | -10.7%87.7% | 87.6%138.0% | 137.4%
US - US LONG BOND-53.5M$-68.6M-9.8%0% | -0.1%9.6% | 8.8%-48.2% | -50.1%35.2% | 36.5%
UX - US 10YR ULTRA56.1M$67.0M9.6%0% | 0%-11.4% | -10.9%88.3% | 89.4%137.8% | 137.3%
WN - US ULTRA BOND-49.4M$-68.0M-9.7%0% | -0.1%10.2% | 9.2%-49.7% | -53.6%34.1% | 35.8%
not investment advice - use at own risk - see terms - data by imgp funds
dbmfwatch - DBMF | 2023-06-22 | history
2023-06-22 2023-06-21 (1d)2023-06-15 (1wk)2023-05-25 (4wk)2023-03-23 (13wk)2022-12-22 (26wk)
symboldescriptionsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepct
-CL - WTI CRUDE OIL-1.0M$-75.6M-10.8%-1.0M$-74.2M-10.7%-1.0M$-70.1M-10.1%-990K$-73.5M-10.4%-450K$-32.0M-4.1%-299K$-23.4M-2.4%
CLH3WTI CRUDEFUTURE MAR23----------------299K$-23.4M-2.4%
CLM3WTI CRUDEFUTURE JUN23-------------450K$-32.0M-4.1%---
CLQ3WTI CRUDEFUTURE AUG23----1.0M$-74.2M-10.7%-1.0M$-70.1M-10.1%-990K$-73.5M-10.4%------
CLU3WTI CRUDEFUTURE SEP23-1.0M$-75.6M-10.8%---------------
-EC - EUR FX CURR173.4M$191.3M27.4%173.4M$190.2M27.4%167.5M$182.4M26.4%39.9M$42.9M6.1%126.8M$138.6M17.9%-176.1M$-188.1M-19.0%
ECH3EURO FX CURR FUT MAR23----------------176.1M$-188.1M-19.0%
ECM3EURO FX CURR FUT JUN23---------39.9M$42.9M6.1%126.8M$138.6M17.9%---
ECU3EURO FX CURR FUT SEP23173.4M$191.3M27.4%173.4M$190.2M27.4%167.5M$182.4M26.4%---------
-ED/SFR - 3MO EURDLR/SOFR-229.2M$-220.8M-31.7%-229.2M$-220.7M-31.8%-256.2M$-246.7M-35.7%-286.2M$-276.2M-39.2%-396.5M$-384.0M-49.5%-343.8M$-331.7M-33.5%
SFRM43 MONTH SOFR FUT JUN24----------------343.8M$-331.7M-33.5%
SFRU43 MONTH SOFR FUT SEP24----------286.2M$-276.2M-39.2%-396.5M$-384.0M-49.5%---
SFRZ43 MONTH SOFR FUT DEC24-229.2M$-220.8M-31.7%-229.2M$-220.7M-31.8%-256.2M$-246.7M-35.7%---------
-ES - S+P500 EMINI29.2K$129.0M18.5%29.2K$129.7M18.7%32.9K$145.4M21.0%500.0$2.1M0.3%----19.4K$-76.0M-7.7%
ESH3S+P500 EMINI FUT MAR23----------------19.4K$-76.0M-7.7%
ESM3S+P500 EMINI FUT JUN23---------500.0$2.1M0.3%------
ESU3S+P500 EMINI FUT SEP2329.2K$129.0M18.5%29.2K$129.7M18.7%32.9K$145.4M21.0%---------
-FF - FED FUND 30DAY-107.9M$-102.2M-14.7%-107.9M$-102.2M-14.7%-77.5M$-73.4M-10.6%-67.5M$-64.0M-9.1%----145.8M$-138.9M-14.0%
FFJ3FED FUND 30DAY APR23----------------145.8M$-138.9M-14.0%
FFN3FED FUND 30DAY JUL23----------67.5M$-64.0M-9.1%------
FFV3FED FUND 30DAY OCT23-107.9M$-102.2M-14.7%-107.9M$-102.2M-14.7%-77.5M$-73.4M-10.6%---------
-GC - GOLD 100 OZ52.1K$101.3M14.5%52.1K$101.5M14.6%38.4K$75.6M10.9%42K$82.5M11.7%34.1K$66.5M8.6%-34K$-62.1M-6.3%
GCG3GOLD 100 OZ FUTR FEB23----------------34K$-62.1M-6.3%
GCJ3GOLD 100 OZ FUTR APR23------------34.1K$66.5M8.6%---
GCM3GOLD 100 OZ FUTR JUN23---------42K$82.5M11.7%------
GCQ3GOLD 100 OZ FUTR AUG2352.1K$101.3M14.5%52.1K$101.5M14.6%38.4K$75.6M10.9%---------
-JY - JPN YEN CURR-6.1M$-439.1M-63.0%-6.1M$-440.4M-63.4%-6.5M$-473.6M-68.5%-4.9M$-351.5M-49.8%-2.3M$-178.4M-23.0%1.2M$89.5M9.0%
JYH3JPN YEN CURR FUT MAR23---------------1.2M$89.5M9.0%
JYM3JPN YEN CURR FUT JUN23-------387.5K$-27.8M-4.0%-4.9M$-351.5M-49.8%-2.3M$-178.4M-23.0%---
JYU3JPN YEN CURR FUT SEP23-6.1M$-439.1M-63.0%-6.1M$-440.4M-63.4%-6.1M$-445.9M-64.5%---------
-MES - MSCI EMG MKTS-29.5K$-29.7M-4.3%-29.5K$-29.8M-4.3%-52.0K$-53.4M-7.7%-84.8K$-81.7M-11.6%-117.2K$-113.3M-14.6%-86.8K$-84.2M-8.5%
MESH3MSCI EMGMKT MAR23----------------86.8K$-84.2M-8.5%
MESM3MSCI EMGMKT JUN23----------84.8K$-81.7M-11.6%-117.2K$-113.3M-14.6%---
MESU3MSCI EMGMKT SEP23-29.5K$-29.7M-4.3%-29.5K$-29.8M-4.3%-52.0K$-53.4M-7.7%---------
-MFS - MSCI EAFE-16.9K$-36.6M-5.3%-16.9K$-36.6M-5.3%13.8K$30.0M4.3%127.8K$266.3M37.7%89.8K$182.1M23.5%32.1K$63.3M6.4%
MFSH3MSCI EAFEMAR23---------------32.1K$63.3M6.4%
MFSM3MSCI EAFEJUN23---------127.8K$266.3M37.7%89.8K$182.1M23.5%---
MFSU3MSCI EAFESEP23-16.9K$-36.6M-5.3%-16.9K$-36.6M-5.3%13.8K$30.0M4.3%---------
-TU - US 2YR NOTE-216.6M$-221.3M-31.7%-216.6M$-221.3M-31.9%-241.2M$-246.4M-35.6%-270.2M$-276.6M-39.2%-369.2M$-382.1M-49.2%-321M$-330.7M-33.4%
TUH3US 2YR NOTE (CBT) MAR23----------------321M$-330.7M-33.4%
TUM3US 2YR NOTE (CBT) JUN23----------270.2M$-276.6M-39.2%-369.2M$-382.1M-49.2%---
TUU3US 2YR NOTE (CBT) SEP23-216.6M$-221.3M-31.7%-216.6M$-221.3M-31.9%-241.2M$-246.4M-35.6%---------
-TY - US 10YR NOTE59.7M$67.6M9.7%59.7M$67.6M9.7%67.1M$75.7M11.0%31.8M$36.1M5.1%-157.3M$-181.0M-23.3%-108.7M$-123.4M-12.5%
TYH3US 10YR NOTE (CBT)MAR23----------------108.7M$-123.4M-12.5%
TYM3US 10YR NOTE (CBT)JUN23---------31.8M$36.1M5.1%-157.3M$-181.0M-23.3%---
TYU3US 10YR NOTE (CBT)SEP2359.7M$67.6M9.7%59.7M$67.6M9.7%67.1M$75.7M11.0%---------
-US - US LONG BOND-53.5M$-68.6M-9.8%-53.5M$-68.5M-9.9%-59.2M$-75.2M-10.9%-36.1M$-45.7M-6.5%-82.5M$-108.0M-13.9%-43.4M$-55.6M-5.6%
USH3US LONG BOND(CBT) MAR23----------------43.4M$-55.6M-5.6%
USM3US LONG BOND(CBT) JUN23----------36.1M$-45.7M-6.5%-82.5M$-108.0M-13.9%---
USU3US LONG BOND(CBT) SEP23-53.5M$-68.6M-9.8%-53.5M$-68.5M-9.9%-59.2M$-75.2M-10.9%---------
-UX - US 10YR ULTRA56.1M$67.0M9.6%56.1M$67.0M9.6%63.3M$75.2M10.9%29.8M$35.4M5.0%-148.5M$-179.8M-23.2%-101.6M$-121.7M-12.3%
UXYH3US 10YR ULTRA FUT MAR23----------------101.6M$-121.7M-12.3%
UXYM3US 10YR ULTRA FUT JUN23---------29.8M$35.4M5.0%-148.5M$-179.8M-23.2%---
UXYU3US 10YR ULTRA FUT SEP2356.1M$67.0M9.6%56.1M$67.0M9.6%63.3M$75.2M10.9%---------
-WN - US ULTRA BOND-49.4M$-68.0M-9.7%-49.4M$-67.9M-9.8%-55M$-74.8M-10.8%-33M$-44.3M-6.3%-75M$-106.0M-13.6%-38.9M$-54.0M-5.5%
WNH3US ULTRA BOND CBT MAR23----------------38.9M$-54.0M-5.5%
WNM3US ULTRA BOND CBT JUN23----------33M$-44.3M-6.3%-75M$-106.0M-13.6%---
WNU3US ULTRA BOND CBT SEP23-49.4M$-68.0M-9.7%-49.4M$-67.9M-9.8%-55M$-74.8M-10.8%---------
not investment advice - use at own risk - see terms - data by imgp funds

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