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5 min read dbmf-update

DBMF update - 22 oct 2024

DBMF update - 22 oct 2024
dbmfwatch - DBMF | 2024-10-22 | changes found
descriptionsharesvaluepct1d chg1wk chg4wk chg13wk chg
CL - WTI CRUDE OIL-715K$-50.1M-5.0%-255.7% | -262.7%-255.7% | -240.2%-191.8% | -190.5%-243.6% | -228.3%
EC - EUR FX CURR-159.6M$-173.0M-17.3%-160.6% | -159.3%-160.6% | -158.5%-373.0% | -359.6%-151.3% | -150.9%
ES - S+P500 EMINI41.2K$242.9M24.3%44.3% | 44.1%44.3% | 44.0%-6.8% | -4.9%110.7% | 121.5%
GC - GOLD 100 OZ70.5K$193.1M19.3%202.6% | 203.6%202.6% | 210.9%6.3% | 9.8%-0.1% | 14.2%
JY - JPN YEN CURR593.8K$39.7M4.0%176.6% | 176.0%176.6% | 176.1%114.9% | 114.1%107.5% | 107.8%
MES - MSCI EMG MKTS76.0K$87.8M8.8%14.3% | 13.5%14.3% | 12.7%93.8% | 98.7%-42.8% | -39.7%
MFS - MSCI EAFE91.2K$219.3M21.9%-12.7% | -13.7%-12.7% | -14.4%63.7% | 60.1%-4.6% | -4.2%
TU - US 2YR NOTE754.4M$779.2M77.8%-4.3% | -4.5%-4.3% | -4.4%1.6% | 0.6%181.5% | 182.1%
TY - US 10YR NOTE298M$332.3M33.2%-14.3% | -14.9%-14.3% | -14.6%-11.8% | -14.3%174.7% | 175.3%
US - US LONG BOND10.2M$12.1M1.2%-87.2% | -87.4%-87.2% | -87.4%-90.6% | -91.1%105.0% | 105.0%
not investment advice - use at own risk - see terms - data by imgp funds
dbmfwatch - DBMF | 2024-10-22 | history
2024-10-22 2024-10-21 (1d)2024-10-15 (1wk)2024-09-24 (4wk)2024-07-23 (13wk)2024-04-23 (26wk)2023-10-24 (52wk)
symboldescriptionsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepct
-CL - WTI CRUDE OIL-715K$-50.1M-5.0%-201K$-13.8M-1.4%-201K$-14.7M-1.5%-245K$-17.2M-1.8%498K$39.0M3.5%2.1M$169.2M16.9%1.3M$110.6M11.3%
CLF4WTI CRUDEFUTURE JAN24------------------1.3M$110.6M11.3%
CLN4WTI CRUDEFUTURE JUL24---------------2.1M$169.2M16.9%---
CLU4WTI CRUDEFUTURE SEP24------------498K$39.0M3.5%------
CLX4WTI CRUDEFUTURE NOV24----------245K$-17.2M-1.8%---------
CLZ4WTI CRUDE FUTURE-715K$-50.1M-5.0%-201K$-13.8M-1.4%-201K$-14.7M-1.5%------------
-EC - EUR FX CURR-159.6M$-173.0M-17.3%-61.2M$-66.7M-6.7%-61.2M$-66.9M-6.8%-33.8M$-37.6M-3.9%311.4M$340.0M30.5%-680.5M$-727.0M-72.7%-38.9M$-41.6M-4.3%
ECZ3EURO FX CURR FUT DEC23-------------------38.9M$-41.6M-4.3%
ECM4EURO FX CURR FUT JUN24----------------680.5M$-727.0M-72.7%---
ECU4EURO FX CURR FUT SEP24------------311.4M$340.0M30.5%------
ECZ4EURO FX CURR FUT DEC24-159.6M$-173.0M-17.3%-61.2M$-66.7M-6.7%-61.2M$-66.9M-6.8%-33.8M$-37.6M-3.9%---------
SFRH53 MONTH SOFR FUT MAR25-------------------406.2M$-388.6M-39.9%
-ES - S+P500 EMINI41.2K$242.9M24.3%28.6K$168.6M16.8%28.6K$168.7M17.2%44.2K$255.3M26.3%19.6K$109.7M9.9%-37.8K$-190.8M-19.1%6.2K$26.3M2.7%
ESZ3S+P500 EMINI FUT DEC23------------------6.2K$26.3M2.7%
ESM4S+P500 EMINI FUT JUN24----------------37.8K$-190.8M-19.1%---
ESU4S+P500 EMINI FUT SEP24------------19.6K$109.7M9.9%------
ESZ4S+P500 EMINI FUT DEC2441.2K$242.9M24.3%28.6K$168.6M16.8%28.6K$168.7M17.2%44.2K$255.3M26.3%---------
FFF4FED FUND 30DAY JAN24-------------------205.8M$-194.8M-20.0%
-GC - GOLD 100 OZ70.5K$193.1M19.3%23.3K$63.6M6.4%23.3K$62.1M6.3%66.3K$175.9M18.1%70.6K$169.1M15.2%72.2K$169.4M16.9%-80.8K$-160.6M-16.5%
GCZ3GOLD 100 OZ FUTR DEC23-------------------80.8K$-160.6M-16.5%
GCM4GOLD 100 OZ FUTR JUN24---------------72.2K$169.4M16.9%---
GCQ4GOLD 100 OZ FUTR AUG24------------70.6K$169.1M15.2%------
GCZ4GOLD 100 OZ FUTR DEC2470.5K$193.1M19.3%23.3K$63.6M6.4%23.3K$62.1M6.3%66.3K$175.9M18.1%---------
-JY - JPN YEN CURR593.8K$39.7M4.0%-775K$-52.2M-5.2%-775K$-52.1M-5.3%-4.0M$-281.6M-29.0%-7.9M$-508.2M-45.6%-14.6M$-950.6M-95.1%-2.8M$-190.9M-19.6%
JYZ3JPN YEN CURR FUT DEC23-------------------2.8M$-190.9M-19.6%
JYM4JPN YEN CURR FUT JUN24----------------14.6M$-950.6M-95.1%---
JYU4JPN YEN CURR FUT SEP24-------------7.9M$-508.2M-45.6%------
JYZ4JPN YEN CURR FUT DEC24593.8K$39.7M4.0%-775K$-52.2M-5.2%-775K$-52.1M-5.3%-4.0M$-281.6M-29.0%---------
-MES - MSCI EMG MKTS76.0K$87.8M8.8%66.5K$77.4M7.7%66.5K$78.0M7.9%39.2K$44.2M4.5%132.8K$145.8M13.1%111.2K$113.6M11.4%-69.7K$-64.3M-6.6%
MESZ3MSCI EMGMKT DEC23-------------------69.7K$-64.3M-6.6%
MESM4MSCI EMGMKT JUN24---------------111.2K$113.6M11.4%---
MESU4MSCI EMGMKT SEP24------------132.8K$145.8M13.1%------
MESZ4MSCI EMGMKT DEC2476.0K$87.8M8.8%66.5K$77.4M7.7%66.5K$78.0M7.9%39.2K$44.2M4.5%---------
-MFS - MSCI EAFE91.2K$219.3M21.9%104.5K$254.2M25.4%104.5K$256.2M26.1%55.8K$137.0M14.1%95.7K$229.0M20.6%261.8K$592.7M59.3%-8.6K$-16.8M-1.7%
MFSZ3MSCI EAFEDEC23-------------------8.6K$-16.8M-1.7%
MFSM4MSCI EAFEJUN24---------------261.8K$592.7M59.3%---
MFSU4MSCI EAFESEP24------------95.7K$229.0M20.6%------
MFSZ4MSCI EAFEDEC2491.2K$219.3M21.9%104.5K$254.2M25.4%104.5K$256.2M26.1%55.8K$137.0M14.1%---------
-TU - US 2YR NOTE754.4M$779.2M77.8%788.6M$815.8M81.5%788.6M$815.1M82.9%742.6M$774.9M79.7%-926.2M$-948.8M-85.2%-853.2M$-866.2M-86.6%-384.4M$-389.4M-39.9%
TUZ3US 2YR NOTE (CBT) DEC23-------------------384.4M$-389.4M-39.9%
TUM4US 2YR NOTE (CBT) JUN24----------------853.2M$-866.2M-86.6%---
TUU4US 2YR NOTE (CBT) SEP24-------------926.2M$-948.8M-85.2%------
TUZ4US 2YR NOTE (CBT) DEC24754.4M$779.2M77.8%788.6M$815.8M81.5%788.6M$815.1M82.9%742.6M$774.9M79.7%---------
-TY - US 10YR NOTE298M$332.3M33.2%347.9M$390.4M39.0%347.9M$389.2M39.6%337.7M$387.6M39.9%-398.8M$-441.5M-39.7%-496M$-535.0M-53.5%-177.2M$-188.7M-19.4%
TYZ3US 10YR NOTE (CBT)DEC23-------------------177.2M$-188.7M-19.4%
TYM4US 10YR NOTE (CBT)JUN24----------------496M$-535.0M-53.5%---
TYU4US 10YR NOTE (CBT)SEP24-------------398.8M$-441.5M-39.7%------
TYZ4US 10YR NOTE (CBT)DEC24298M$332.3M33.2%347.9M$390.4M39.0%347.9M$389.2M39.6%337.7M$387.6M39.9%---------
-US - US LONG BOND10.2M$12.1M1.2%79.9M$96.1M9.6%79.9M$95.7M9.7%109M$136.4M14.0%-202.1M$-240.1M-21.6%-30.3M$-34.7M-3.5%-65M$-71.5M-7.3%
USZ3US LONG BOND(CBT) DEC23-------------------65M$-71.5M-7.3%
USM4US LONG BOND(CBT) JUN24----------------30.3M$-34.7M-3.5%---
USU4US LONG BOND(CBT) SEP24-------------202.1M$-240.1M-21.6%------
USZ4US LONG BOND(CBT) DEC2410.2M$12.1M1.2%79.9M$96.1M9.6%79.9M$95.7M9.7%109M$136.4M14.0%---------
UXYZ3US 10YR ULTRA FUT DEC23-------------------172.4M$-188.2M-19.3%
WNZ3US ULTRA BOND CBT DEC23-------------------62.5M$-70.6M-7.2%
not investment advice - use at own risk - see terms - data by imgp funds

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