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6 min read dbmf-update

DBMF update - 23 oct 2023

DBMF update - 23 oct 2023
dbmfwatch - DBMF | 2023-10-23 | changes found
descriptionsharesvaluepct1d chg1wk chg4wk chg13wk chg
CL - WTI CRUDE OIL1.5M$128.9M13.1%0% | -1.8%-10.5% | -10.1%-25.6% | -26.9%525.5% | 581.1%
EC - EUR FX CURR39.1M$41.5M4.2%0% | 0.1%-58.5% | -58.2%-76.1% | -76.3%-82.8% | -83.6%
ED/SFR - 3MO EURDLR/SOFR-469.5M$-448.7M-45.6%0% | -0.1%7.5% | 7.6%1.1% | 1.1%-58.5% | -57.8%
ES - S+P500 EMINI23.4K$99.4M10.1%0% | -1.3%21.9% | 18.8%25.8% | 22.6%-49.5% | -53.0%
FF - FED FUND 30DAY-198.8M$-188.1M-19.1%0% | 0%-3.9% | -4.0%-10.2% | -10.2%-203.8% | -203.7%
GC - GOLD 100 OZ-92.9K$-185.3M-18.8%0% | -0.7%4.6% | 2.0%-51.3% | -55.1%-627.8% | -635.3%
JY - JPN YEN CURR-3.0M$-202.8M-20.6%0% | 0%30.3% | 30.5%48.9% | 49.6%-4.9% | 0.7%
MES - MSCI EMG MKTS-58.6K$-54.1M-5.5%0% | 1.3%16.1% | 18.6%-229.5% | -213.2%-3.16K% | -2.86K%
MFS - MSCI EAFE13K$25.6M2.6%0% | -1.0%242.1% | 232.3%-43.1% | -46.1%128.0% | 125.0%
TU - US 2YR NOTE-444.2M$-449.8M-45.7%0% | -0.2%7.6% | 7.6%1.0% | 1.1%-58.4% | -57.7%
TY - US 10YR NOTE-176.7M$-187.3M-19.0%0% | -0.5%1.6% | 3.1%-7.0% | -4.4%-251.3% | -231.8%
US - US LONG BOND-44.9M$-48.7M-4.9%0% | -0.6%29.5% | 32.2%19.7% | 25.5%-6.7% | 8.5%
UX - US 10YR ULTRA-170.5M$-184.9M-18.8%0% | -0.5%2.0% | 4.3%-8.0% | -3.8%-261.2% | -231.5%
WN - US ULTRA BOND-42.4M$-47.1M-4.8%0% | -0.3%29.1% | 32.8%17.7% | 25.4%-8.7% | 10.4%
not investment advice - use at own risk - see terms - data by imgp funds
dbmfwatch - DBMF | 2023-10-23 | history
2023-10-23 2023-10-20 (1d)2023-10-16 (1wk)2023-09-25 (4wk)2023-07-24 (13wk)2023-04-24 (26wk)
symboldescriptionsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepct
-CL - WTI CRUDE OIL1.5M$128.9M13.1%1.5M$131.2M13.3%1.7M$143.3M14.4%2.0M$176.4M19.5%-349K$-26.8M-3.8%185K$14.4M2.0%
CLN3WTI CRUDEFUTURE JUL23---------------185K$14.4M2.0%
CLV3WTI CRUDEFUTURE OCT23-------------349K$-26.8M-3.8%---
CLZ3WTI CRUDEFUTURE DEC23---1.5M$131.2M13.3%1.7M$143.3M14.4%2.0M$176.4M19.5%------
CLF4WTI CRUDEFUTURE JAN241.5M$128.9M13.1%---------------
-EC - EUR FX CURR39.1M$41.5M4.2%39.1M$41.5M4.2%94.4M$99.5M10.0%164M$175.3M19.4%227.6M$253.9M36.4%17.1M$18.9M2.6%
ECM3EURO FX CURR FUT JUN23---------------17.1M$18.9M2.6%
ECU3EURO FX CURR FUT SEP23------------227.6M$253.9M36.4%---
ECZ3EURO FX CURR FUT DEC2339.1M$41.5M4.2%39.1M$41.5M4.2%94.4M$99.5M10.0%164M$175.3M19.4%------
-ED/SFR - 3MO EURDLR/SOFR-469.5M$-448.7M-45.6%-469.5M$-448.1M-45.2%-507.8M$-485.7M-48.9%-474.5M$-453.8M-50.2%-296.2M$-284.4M-40.8%-323M$-312.2M-43.6%
SFRU43 MONTH SOFR FUT SEP24----------------323M$-312.2M-43.6%
SFRZ43 MONTH SOFR FUT DEC24-------------296.2M$-284.4M-40.8%---
SFRH53 MONTH SOFR FUT MAR25-469.5M$-448.7M-45.6%-469.5M$-448.1M-45.2%-507.8M$-485.7M-48.9%-474.5M$-453.8M-50.2%------
-ES - S+P500 EMINI23.4K$99.4M10.1%23.4K$100.7M10.2%19.2K$83.7M8.4%18.6K$81.1M9.0%46.3K$211.3M30.3%-17.6K$-73.4M-10.3%
ESM3S+P500 EMINI FUT JUN23----------------17.6K$-73.4M-10.3%
ESU3S+P500 EMINI FUT SEP23------------46.3K$211.3M30.3%---
ESZ3S+P500 EMINI FUT DEC2323.4K$99.4M10.1%23.4K$100.7M10.2%19.2K$83.7M8.4%18.6K$81.1M9.0%------
-FF - FED FUND 30DAY-198.8M$-188.1M-19.1%-198.8M$-188.0M-19.0%-191.3M$-180.9M-18.2%-180.4M$-170.6M-18.9%-65.4M$-61.9M-8.9%-69.6M$-66.0M-9.2%
FFN3FED FUND 30DAY JUL23----------------69.6M$-66.0M-9.2%
FFV3FED FUND 30DAY OCT23-------------65.4M$-61.9M-8.9%---
FFF4FED FUND 30DAY JAN24-198.8M$-188.1M-19.1%-198.8M$-188.0M-19.0%-191.3M$-180.9M-18.2%-180.4M$-170.6M-18.9%------
-GC - GOLD 100 OZ-92.9K$-185.3M-18.8%-92.9K$-184.0M-18.6%-97.4K$-189.1M-19.0%-61.4K$-119.5M-13.2%17.6K$34.6M5.0%67.2K$133.8M18.7%
GCM3GOLD 100 OZ FUTR JUN23---------------67.2K$133.8M18.7%
GCQ3GOLD 100 OZ FUTR AUG23------------17.6K$34.6M5.0%---
GCZ3GOLD 100 OZ FUTR DEC23-92.9K$-185.3M-18.8%-92.9K$-184.0M-18.6%-97.4K$-189.1M-19.0%-61.4K$-119.5M-13.2%------
-JY - JPN YEN CURR-3.0M$-202.8M-20.6%-3.0M$-202.8M-20.5%-4.3M$-291.8M-29.4%-5.9M$-402.5M-44.5%-2.9M$-204.2M-29.3%-2.5M$-191.0M-26.7%
JYM3JPN YEN CURR FUT JUN23----------------2.5M$-191.0M-26.7%
JYU3JPN YEN CURR FUT SEP23-------------2.9M$-204.2M-29.3%---
JYZ3JPN YEN CURR FUT DEC23-3.0M$-202.8M-20.6%-3.0M$-202.8M-20.5%-4.3M$-291.8M-29.4%-5.9M$-402.5M-44.5%------
-MES - MSCI EMG MKTS-58.6K$-54.1M-5.5%-58.6K$-54.8M-5.5%-69.9K$-66.5M-6.7%-17.8K$-17.3M-1.9%-1.8K$-1.8M-0.3%-11.4K$-11.2M-1.6%
MESM3MSCI EMGMKT JUN23----------------11.4K$-11.2M-1.6%
MESU3MSCI EMGMKT SEP23-------------1.8K$-1.8M-0.3%---
MESZ3MSCI EMGMKT DEC23-58.6K$-54.1M-5.5%-58.6K$-54.8M-5.5%-69.9K$-66.5M-6.7%-17.8K$-17.3M-1.9%------
-MFS - MSCI EAFE13K$25.6M2.6%13K$25.8M2.6%3.8K$7.7M0.8%22.9K$47.4M5.2%-46.5K$-102.1M-14.6%92.2K$198.5M27.7%
MFSM3MSCI EAFEJUN23---------------92.2K$198.5M27.7%
MFSU3MSCI EAFESEP23-------------46.5K$-102.1M-14.6%---
MFSZ3MSCI EAFEDEC2313K$25.6M2.6%13K$25.8M2.6%3.8K$7.7M0.8%22.9K$47.4M5.2%------
-TU - US 2YR NOTE-444.2M$-449.8M-45.7%-444.2M$-449.1M-45.4%-480.6M$-487.0M-49.0%-448.8M$-454.6M-50.3%-280.4M$-285.2M-40.9%-302M$-310.9M-43.5%
TUM3US 2YR NOTE (CBT) JUN23----------------302M$-310.9M-43.5%
TUU3US 2YR NOTE (CBT) SEP23-------------280.4M$-285.2M-40.9%---
TUZ3US 2YR NOTE (CBT) DEC23-444.2M$-449.8M-45.7%-444.2M$-449.1M-45.4%-480.6M$-487.0M-49.0%-448.8M$-454.6M-50.3%------
-TY - US 10YR NOTE-176.7M$-187.3M-19.0%-176.7M$-186.3M-18.8%-179.5M$-193.4M-19.5%-165.1M$-179.4M-19.8%-50.3M$-56.5M-8.1%-47.1M$-53.9M-7.5%
TYM3US 10YR NOTE (CBT)JUN23----------------47.1M$-53.9M-7.5%
TYU3US 10YR NOTE (CBT)SEP23-------------50.3M$-56.5M-8.1%---
TYZ3US 10YR NOTE (CBT)DEC23-176.7M$-187.3M-19.0%-176.7M$-186.3M-18.8%-179.5M$-193.4M-19.5%-165.1M$-179.4M-19.8%------
-US - US LONG BOND-44.9M$-48.7M-4.9%-44.9M$-48.4M-4.9%-63.7M$-71.8M-7.2%-55.9M$-65.4M-7.2%-42.1M$-53.2M-7.6%-50.3M$-65.3M-9.1%
USM3US LONG BOND(CBT) JUN23----------------50.3M$-65.3M-9.1%
USU3US LONG BOND(CBT) SEP23-------------42.1M$-53.2M-7.6%---
USZ3US LONG BOND(CBT) DEC23-44.9M$-48.7M-4.9%-44.9M$-48.4M-4.9%-63.7M$-71.8M-7.2%-55.9M$-65.4M-7.2%------
-UX - US 10YR ULTRA-170.5M$-184.9M-18.8%-170.5M$-183.9M-18.6%-174M$-193.2M-19.4%-157.9M$-178.1M-19.7%-47.2M$-55.8M-8.0%-44.1M$-53.1M-7.4%
UXYM3US 10YR ULTRA FUT JUN23----------------44.1M$-53.1M-7.4%
UXYU3US 10YR ULTRA FUT SEP23-------------47.2M$-55.8M-8.0%---
UXYZ3US 10YR ULTRA FUT DEC23-170.5M$-184.9M-18.8%-170.5M$-183.9M-18.6%-174M$-193.2M-19.4%-157.9M$-178.1M-19.7%------
-WN - US ULTRA BOND-42.4M$-47.1M-4.8%-42.4M$-47.0M-4.7%-59.8M$-70.1M-7.1%-51.5M$-63.1M-7.0%-39M$-52.6M-7.5%-46.4M$-64.5M-9.0%
WNM3US ULTRA BOND CBT JUN23----------------46.4M$-64.5M-9.0%
WNU3US ULTRA BOND CBT SEP23-------------39M$-52.6M-7.5%---
WNZ3US ULTRA BOND CBT DEC23-42.4M$-47.1M-4.8%-42.4M$-47.0M-4.7%-59.8M$-70.1M-7.1%-51.5M$-63.1M-7.0%------
not investment advice - use at own risk - see terms - data by imgp funds

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