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6 min read dbmf-update

DBMF update - 23 jun 2023

DBMF update - 23 jun 2023
dbmfwatch - DBMF | 2023-06-23 | no 1d changes
descriptionsharesvaluepct1d chg1wk chg4wk chg13wk chg
CL - WTI CRUDE OIL-1.0M$-72.6M-10.3%0% | 4.0%-1.8% | -0.1%-5.3% | -1.9%-131.6% | -129.9%
EC - EUR FX CURR173.4M$190.8M27.1%0% | -0.3%3.5% | 3.5%334.8% | 345.8%36.8% | 38.2%
ED/SFR - 3MO EURDLR/SOFR-229.2M$-220.4M-31.3%0% | 0.2%10.5% | 10.7%19.9% | 20.0%42.2% | 42.7%
ES - S+P500 EMINI29.2K$129.4M18.3%0% | 0.3%-11.1% | -12.0%5.75K% | 6.12K%-
FF - FED FUND 30DAY-107.9M$-102.2M-14.5%0% | 0%-39.2% | -39.2%-59.9% | -59.7%-
GC - GOLD 100 OZ52.1K$100.2M14.2%0% | -1.1%35.7% | 32.4%24.0% | 22.8%52.8% | 47.3%
JY - JPN YEN CURR-6.1M$-435.0M-61.7%0% | 0.9%5.9% | 7.8%-26.0% | -24.5%-165.4% | -142.5%
MES - MSCI EMG MKTS-29.5K$-29.6M-4.2%0% | 0.4%43.2% | 45.0%65.2% | 63.7%74.8% | 74.2%
MFS - MSCI EAFE-16.9K$-36.4M-5.2%0% | 0.6%-222.8% | -220.2%-113.3% | -113.7%-118.9% | -120.0%
TU - US 2YR NOTE-216.6M$-220.9M-31.3%0% | 0.2%10.2% | 10.5%19.8% | 19.9%41.3% | 42.4%
TY - US 10YR NOTE59.7M$67.3M9.5%0% | -0.5%-11.0% | -11.6%87.7% | 87.9%138.0% | 136.9%
US - US LONG BOND-53.5M$-67.9M-9.6%0% | 0.9%9.6% | 10.2%-48.2% | -49.9%35.2% | 37.5%
UX - US 10YR ULTRA56.1M$66.6M9.4%0% | -0.6%-11.4% | -11.9%88.3% | 89.7%137.8% | 136.8%
WN - US ULTRA BOND-49.4M$-67.2M-9.5%0% | 1.2%10.2% | 10.7%-49.7% | -52.9%34.1% | 36.7%
not investment advice - use at own risk - see terms - data by imgp funds
dbmfwatch - DBMF | 2023-06-23 | history
2023-06-23 2023-06-22 (1d)2023-06-16 (1wk)2023-05-26 (4wk)2023-03-24 (13wk)2022-12-23 (26wk)
symboldescriptionsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepct
-CL - WTI CRUDE OIL-1.0M$-72.6M-10.3%-1.0M$-75.6M-10.8%-1.0M$-72.5M-10.4%-990K$-71.2M-10.0%-450K$-31.6M-4.1%-299K$-23.1M-2.4%
CLH3WTI CRUDEFUTURE MAR23----------------299K$-23.1M-2.4%
CLM3WTI CRUDEFUTURE JUN23-------------450K$-31.6M-4.1%---
CLQ3WTI CRUDEFUTURE AUG23-------1.0M$-72.5M-10.4%-990K$-71.2M-10.0%------
CLU3WTI CRUDEFUTURE SEP23-1.0M$-72.6M-10.3%-1.0M$-75.6M-10.8%------------
-EC - EUR FX CURR173.4M$190.8M27.1%173.4M$191.3M27.4%167.5M$184.3M26.5%39.9M$42.8M6.0%126.8M$138.1M18.0%-176.1M$-187.7M-19.2%
ECH3EURO FX CURR FUT MAR23----------------176.1M$-187.7M-19.2%
ECM3EURO FX CURR FUT JUN23---------39.9M$42.8M6.0%126.8M$138.1M18.0%---
ECU3EURO FX CURR FUT SEP23173.4M$190.8M27.1%173.4M$191.3M27.4%167.5M$184.3M26.5%---------
-ED/SFR - 3MO EURDLR/SOFR-229.2M$-220.4M-31.3%-229.2M$-220.8M-31.7%-256.2M$-246.9M-35.6%-286.2M$-275.7M-38.9%-396.5M$-384.7M-50.1%-343.8M$-331.5M-33.8%
SFRM43 MONTH SOFR FUT JUN24----------------343.8M$-331.5M-33.8%
SFRU43 MONTH SOFR FUT SEP24----------286.2M$-275.7M-38.9%-396.5M$-384.7M-50.1%---
SFRZ43 MONTH SOFR FUT DEC24-229.2M$-220.4M-31.3%-229.2M$-220.8M-31.7%-256.2M$-246.9M-35.6%---------
-ES - S+P500 EMINI29.2K$129.4M18.3%29.2K$129.0M18.5%32.9K$147.1M21.2%500.0$2.1M0.3%----19.4K$-74.9M-7.6%
ESH3S+P500 EMINI FUT MAR23----------------19.4K$-74.9M-7.6%
ESM3S+P500 EMINI FUT JUN23---------500.0$2.1M0.3%------
ESU3S+P500 EMINI FUT SEP2329.2K$129.4M18.3%29.2K$129.0M18.5%32.9K$147.1M21.2%---------
-FF - FED FUND 30DAY-107.9M$-102.2M-14.5%-107.9M$-102.2M-14.7%-77.5M$-73.4M-10.6%-67.5M$-64.0M-9.0%----145.8M$-138.8M-14.2%
FFJ3FED FUND 30DAY APR23----------------145.8M$-138.8M-14.2%
FFN3FED FUND 30DAY JUL23----------67.5M$-64.0M-9.0%------
FFV3FED FUND 30DAY OCT23-107.9M$-102.2M-14.5%-107.9M$-102.2M-14.7%-77.5M$-73.4M-10.6%---------
-GC - GOLD 100 OZ52.1K$100.2M14.2%52.1K$101.3M14.5%38.4K$75.7M10.9%42K$81.6M11.5%34.1K$68.1M8.9%-34K$-61.0M-6.2%
GCG3GOLD 100 OZ FUTR FEB23----------------34K$-61.0M-6.2%
GCJ3GOLD 100 OZ FUTR APR23------------34.1K$68.1M8.9%---
GCM3GOLD 100 OZ FUTR JUN23---------42K$81.6M11.5%------
GCQ3GOLD 100 OZ FUTR AUG2352.1K$100.2M14.2%52.1K$101.3M14.5%38.4K$75.7M10.9%---------
-JY - JPN YEN CURR-6.1M$-435.0M-61.7%-6.1M$-439.1M-63.0%-6.5M$-471.7M-67.9%-4.9M$-349.2M-49.3%-2.3M$-179.4M-23.4%1.2M$89.3M9.1%
JYH3JPN YEN CURR FUT MAR23---------------1.2M$89.3M9.1%
JYM3JPN YEN CURR FUT JUN23----------4.9M$-349.2M-49.3%-2.3M$-179.4M-23.4%---
JYU3JPN YEN CURR FUT SEP23-6.1M$-435.0M-61.7%-6.1M$-439.1M-63.0%-6.5M$-471.7M-67.9%---------
-MES - MSCI EMG MKTS-29.5K$-29.6M-4.2%-29.5K$-29.7M-4.3%-52.0K$-53.9M-7.8%-84.8K$-81.5M-11.5%-117.2K$-114.8M-15.0%-86.8K$-83.5M-8.5%
MESH3MSCI EMGMKT MAR23----------------86.8K$-83.5M-8.5%
MESM3MSCI EMGMKT JUN23----------84.8K$-81.5M-11.5%-117.2K$-114.8M-15.0%---
MESU3MSCI EMGMKT SEP23-29.5K$-29.6M-4.2%-29.5K$-29.7M-4.3%-52.0K$-53.9M-7.8%---------
-MFS - MSCI EAFE-16.9K$-36.4M-5.2%-16.9K$-36.6M-5.3%13.8K$30.3M4.4%127.8K$265.7M37.5%89.8K$182.0M23.7%32.1K$62.8M6.4%
MFSH3MSCI EAFEMAR23---------------32.1K$62.8M6.4%
MFSM3MSCI EAFEJUN23---------127.8K$265.7M37.5%89.8K$182.0M23.7%---
MFSU3MSCI EAFESEP23-16.9K$-36.4M-5.2%-16.9K$-36.6M-5.3%13.8K$30.3M4.4%---------
-TU - US 2YR NOTE-216.6M$-220.9M-31.3%-216.6M$-221.3M-31.7%-241.2M$-246.7M-35.5%-270.2M$-275.9M-38.9%-369.2M$-383.4M-50.0%-321M$-330.4M-33.7%
TUH3US 2YR NOTE (CBT) MAR23----------------321M$-330.4M-33.7%
TUM3US 2YR NOTE (CBT) JUN23----------270.2M$-275.9M-38.9%-369.2M$-383.4M-50.0%---
TUU3US 2YR NOTE (CBT) SEP23-216.6M$-220.9M-31.3%-216.6M$-221.3M-31.7%-241.2M$-246.7M-35.5%---------
-TY - US 10YR NOTE59.7M$67.3M9.5%59.7M$67.6M9.7%67.1M$76.1M11.0%31.8M$35.8M5.1%-157.3M$-182.4M-23.8%-108.7M$-123.4M-12.6%
TYH3US 10YR NOTE (CBT)MAR23----------------108.7M$-123.4M-12.6%
TYM3US 10YR NOTE (CBT)JUN23---------31.8M$35.8M5.1%-157.3M$-182.4M-23.8%---
TYU3US 10YR NOTE (CBT)SEP2359.7M$67.3M9.5%59.7M$67.6M9.7%67.1M$76.1M11.0%---------
-US - US LONG BOND-53.5M$-67.9M-9.6%-53.5M$-68.6M-9.8%-59.2M$-75.6M-10.9%-36.1M$-45.3M-6.4%-82.5M$-108.7M-14.2%-43.4M$-55.7M-5.7%
USH3US LONG BOND(CBT) MAR23----------------43.4M$-55.7M-5.7%
USM3US LONG BOND(CBT) JUN23----------36.1M$-45.3M-6.4%-82.5M$-108.7M-14.2%---
USU3US LONG BOND(CBT) SEP23-53.5M$-67.9M-9.6%-53.5M$-68.6M-9.8%-59.2M$-75.6M-10.9%---------
-UX - US 10YR ULTRA56.1M$66.6M9.4%56.1M$67.0M9.6%63.3M$75.6M10.9%29.8M$35.1M5.0%-148.5M$-181.2M-23.6%-101.6M$-121.9M-12.4%
UXYH3US 10YR ULTRA FUT MAR23----------------101.6M$-121.9M-12.4%
UXYM3US 10YR ULTRA FUT JUN23---------29.8M$35.1M5.0%-148.5M$-181.2M-23.6%---
UXYU3US 10YR ULTRA FUT SEP2356.1M$66.6M9.4%56.1M$67.0M9.6%63.3M$75.6M10.9%---------
-WN - US ULTRA BOND-49.4M$-67.2M-9.5%-49.4M$-68.0M-9.7%-55M$-75.3M-10.8%-33M$-43.9M-6.2%-75M$-106.2M-13.8%-38.9M$-54.2M-5.5%
WNH3US ULTRA BOND CBT MAR23----------------38.9M$-54.2M-5.5%
WNM3US ULTRA BOND CBT JUN23----------33M$-43.9M-6.2%-75M$-106.2M-13.8%---
WNU3US ULTRA BOND CBT SEP23-49.4M$-67.2M-9.5%-49.4M$-68.0M-9.7%-55M$-75.3M-10.8%---------
not investment advice - use at own risk - see terms - data by imgp funds

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