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6 min read dbmf-update

DBMF update - 24 oct 2023

DBMF update - 24 oct 2023
dbmfwatch - DBMF | 2023-10-24 | changes found
descriptionsharesvaluepct1d chg1wk chg4wk chg13wk chg
CL - WTI CRUDE OIL1.3M$110.6M11.3%-11.8% | -14.2%-11.9% | -12.8%-30.5% | -33.5%422.7% | 447.4%
EC - EUR FX CURR-38.9M$-41.6M-4.3%-199.4% | -200.1%-199.4% | -200.5%-120.1% | -120.2%-120.5% | -119.7%
ED/SFR - 3MO EURDLR/SOFR-406.2M$-388.6M-39.9%13.5% | 13.4%13.6% | 13.5%16.6% | 16.6%-42.5% | -42.1%
ES - S+P500 EMINI6.2K$26.3M2.7%-73.5% | -73.5%-73.5% | -74.5%51.2% | 46.5%-82.1% | -83.4%
FF - FED FUND 30DAY-205.8M$-194.8M-20.0%-3.6% | -3.6%-3.3% | -3.4%-8.1% | -8.2%-182.3% | -182.2%
GC - GOLD 100 OZ-80.8K$-160.6M-16.5%13.0% | 13.3%13.1% | 10.7%-9.6% | -12.5%-869.5% | -879.6%
JY - JPN YEN CURR-2.8M$-190.9M-19.6%6.0% | 5.8%6.1% | 6.3%50.2% | 50.7%-22.2% | -15.6%
MES - MSCI EMG MKTS-69.7K$-64.3M-6.6%-18.8% | -18.8%-18.7% | -14.3%-119.2% | -109.2%-585.7% | -535.6%
MFS - MSCI EAFE-8.6K$-16.8M-1.7%-165.8% | -165.8%-165.5% | -163.2%-121.9% | -120.9%78.0% | 80.2%
TU - US 2YR NOTE-384.4M$-389.4M-39.9%13.5% | 13.4%13.5% | 13.5%16.6% | 16.6%-43.1% | -42.7%
TY - US 10YR NOTE-177.2M$-188.7M-19.4%-0.3% | -0.7%-0.2% | 0.4%-1.7% | -0.1%-188.1% | -173.8%
US - US LONG BOND-65M$-71.5M-7.3%-44.8% | -46.8%-44.8% | -43.0%7.8% | 11.7%-49.8% | -30.6%
UX - US 10YR ULTRA-172.4M$-188.2M-19.3%-1.1% | -1.8%-1.0% | 0%-3.2% | -0.7%-197.2% | -175.0%
WN - US ULTRA BOND-62.5M$-70.6M-7.2%-47.4% | -49.9%-47.4% | -44.3%4.9% | 10.3%-53.9% | -29.3%
not investment advice - use at own risk - see terms - data by imgp funds
dbmfwatch - DBMF | 2023-10-24 | history
2023-10-24 2023-10-23 (1d)2023-10-17 (1wk)2023-09-26 (4wk)2023-07-25 (13wk)2023-04-25 (26wk)
symboldescriptionsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepct
-CL - WTI CRUDE OIL1.3M$110.6M11.3%1.5M$128.9M13.1%1.5M$126.8M12.7%1.9M$166.2M17.7%-406K$-31.8M-4.6%16K$1.3M0.2%
CLN3WTI CRUDEFUTURE JUL23---------------16K$1.3M0.2%
CLV3WTI CRUDEFUTURE OCT23-------------406K$-31.8M-4.6%---
CLZ3WTI CRUDEFUTURE DEC23------1.5M$126.8M12.7%1.9M$166.2M17.7%------
CLF4WTI CRUDEFUTURE JAN241.3M$110.6M11.3%1.5M$128.9M13.1%------------
-EC - EUR FX CURR-38.9M$-41.6M-4.3%39.1M$41.5M4.2%39.1M$41.4M4.1%193.8M$205.9M21.9%189.8M$210.7M30.2%42.6M$47.2M6.7%
ECM3EURO FX CURR FUT JUN23---------------42.6M$47.2M6.7%
ECU3EURO FX CURR FUT SEP23------------189.8M$210.7M30.2%---
ECZ3EURO FX CURR FUT DEC23-38.9M$-41.6M-4.3%39.1M$41.5M4.2%39.1M$41.4M4.1%193.8M$205.9M21.9%------
-ED/SFR - 3MO EURDLR/SOFR-406.2M$-388.6M-39.9%-469.5M$-448.7M-45.6%-470M$-449.3M-45.0%-487.2M$-465.9M-49.6%-285M$-273.5M-39.2%-343M$-331.8M-46.7%
SFRU43 MONTH SOFR FUT SEP24----------------343M$-331.8M-46.7%
SFRZ43 MONTH SOFR FUT DEC24-------------285M$-273.5M-39.2%---
SFRH53 MONTH SOFR FUT MAR25-406.2M$-388.6M-39.9%-469.5M$-448.7M-45.6%-470M$-449.3M-45.0%-487.2M$-465.9M-49.6%------
-ES - S+P500 EMINI6.2K$26.3M2.7%23.4K$99.4M10.1%23.4K$103.0M10.3%4.1K$18.0M1.9%34.6K$158.6M22.7%-17.6K$-73.2M-10.3%
ESM3S+P500 EMINI FUT JUN23----------------17.6K$-73.2M-10.3%
ESU3S+P500 EMINI FUT SEP23------------34.6K$158.6M22.7%---
ESZ3S+P500 EMINI FUT DEC236.2K$26.3M2.7%23.4K$99.4M10.1%23.4K$103.0M10.3%4.1K$18.0M1.9%------
-FF - FED FUND 30DAY-205.8M$-194.8M-20.0%-198.8M$-188.1M-19.1%-199.2M$-188.4M-18.9%-190.4M$-180.1M-19.2%-72.9M$-69.0M-9.9%-66.7M$-63.3M-8.9%
FFN3FED FUND 30DAY JUL23----------------66.7M$-63.3M-8.9%
FFV3FED FUND 30DAY OCT23-------------72.9M$-69.0M-9.9%---
FFF4FED FUND 30DAY JAN24-205.8M$-194.8M-20.0%-198.8M$-188.1M-19.1%-199.2M$-188.4M-18.9%-190.4M$-180.1M-19.2%------
-GC - GOLD 100 OZ-80.8K$-160.6M-16.5%-92.9K$-185.3M-18.8%-93K$-179.9M-18.0%-73.7K$-142.7M-15.2%10.5K$20.6M3.0%47.9K$95.8M13.5%
GCM3GOLD 100 OZ FUTR JUN23---------------47.9K$95.8M13.5%
GCQ3GOLD 100 OZ FUTR AUG23------------10.5K$20.6M3.0%---
GCZ3GOLD 100 OZ FUTR DEC23-80.8K$-160.6M-16.5%-92.9K$-185.3M-18.8%-93K$-179.9M-18.0%-73.7K$-142.7M-15.2%------
-JY - JPN YEN CURR-2.8M$-190.9M-19.6%-3.0M$-202.8M-20.6%-3.0M$-203.7M-20.4%-5.7M$-386.9M-41.2%-2.3M$-165.2M-23.7%-2.3M$-170.7M-24.0%
JYM3JPN YEN CURR FUT JUN23----------------2.3M$-170.7M-24.0%
JYU3JPN YEN CURR FUT SEP23-------------2.3M$-165.2M-23.7%---
JYZ3JPN YEN CURR FUT DEC23-2.8M$-190.9M-19.6%-3.0M$-202.8M-20.6%-3.0M$-203.7M-20.4%-5.7M$-386.9M-41.2%------
-MES - MSCI EMG MKTS-69.7K$-64.3M-6.6%-58.6K$-54.1M-5.5%-58.7K$-56.3M-5.6%-31.8K$-30.7M-3.3%14.3K$14.8M2.1%-14.7K$-14.3M-2.0%
MESM3MSCI EMGMKT JUN23----------------14.7K$-14.3M-2.0%
MESU3MSCI EMGMKT SEP23------------14.3K$14.8M2.1%---
MESZ3MSCI EMGMKT DEC23-69.7K$-64.3M-6.6%-58.6K$-54.1M-5.5%-58.7K$-56.3M-5.6%-31.8K$-30.7M-3.3%------
-MFS - MSCI EAFE-8.6K$-16.8M-1.7%13K$25.6M2.6%13.1K$26.6M2.7%39.0K$80.6M8.6%-38.8K$-84.9M-12.2%101.2K$218.3M30.7%
MFSM3MSCI EAFEJUN23---------------101.2K$218.3M30.7%
MFSU3MSCI EAFESEP23-------------38.8K$-84.9M-12.2%---
MFSZ3MSCI EAFEDEC23-8.6K$-16.8M-1.7%13K$25.6M2.6%13.1K$26.6M2.7%39.0K$80.6M8.6%------
-TU - US 2YR NOTE-384.4M$-389.4M-39.9%-444.2M$-449.8M-45.7%-444.6M$-450.1M-45.1%-461M$-467.0M-49.7%-268.6M$-273.0M-39.1%-322.6M$-332.4M-46.8%
TUM3US 2YR NOTE (CBT) JUN23----------------322.6M$-332.4M-46.8%
TUU3US 2YR NOTE (CBT) SEP23-------------268.6M$-273.0M-39.1%---
TUZ3US 2YR NOTE (CBT) DEC23-384.4M$-389.4M-39.9%-444.2M$-449.8M-45.7%-444.6M$-450.1M-45.1%-461M$-467.0M-49.7%------
-TY - US 10YR NOTE-177.2M$-188.7M-19.4%-176.7M$-187.3M-19.0%-176.8M$-189.5M-19.0%-174.3M$-188.5M-20.1%-61.5M$-68.9M-9.9%-31.5M$-36.2M-5.1%
TYM3US 10YR NOTE (CBT)JUN23----------------31.5M$-36.2M-5.1%
TYU3US 10YR NOTE (CBT)SEP23-------------61.5M$-68.9M-9.9%---
TYZ3US 10YR NOTE (CBT)DEC23-177.2M$-188.7M-19.4%-176.7M$-187.3M-19.0%-176.8M$-189.5M-19.0%-174.3M$-188.5M-20.1%------
-US - US LONG BOND-65M$-71.5M-7.3%-44.9M$-48.7M-4.9%-44.9M$-50.0M-5.0%-70.5M$-81.0M-8.6%-43.4M$-54.8M-7.9%-51.8M$-67.7M-9.5%
USM3US LONG BOND(CBT) JUN23----------------51.8M$-67.7M-9.5%
USU3US LONG BOND(CBT) SEP23-------------43.4M$-54.8M-7.9%---
USZ3US LONG BOND(CBT) DEC23-65M$-71.5M-7.3%-44.9M$-48.7M-4.9%-44.9M$-50.0M-5.0%-70.5M$-81.0M-8.6%------
-UX - US 10YR ULTRA-172.4M$-188.2M-19.3%-170.5M$-184.9M-18.8%-170.7M$-188.3M-18.9%-167.1M$-186.9M-19.9%-58M$-68.4M-9.8%-29.3M$-35.4M-5.0%
UXYM3US 10YR ULTRA FUT JUN23----------------29.3M$-35.4M-5.0%
UXYU3US 10YR ULTRA FUT SEP23-------------58M$-68.4M-9.8%---
UXYZ3US 10YR ULTRA FUT DEC23-172.4M$-188.2M-19.3%-170.5M$-184.9M-18.8%-170.7M$-188.3M-18.9%-167.1M$-186.9M-19.9%------
-WN - US ULTRA BOND-62.5M$-70.6M-7.2%-42.4M$-47.1M-4.8%-42.4M$-48.9M-4.9%-65.7M$-78.7M-8.4%-40.6M$-54.6M-7.8%-47.9M$-67.1M-9.5%
WNM3US ULTRA BOND CBT JUN23----------------47.9M$-67.1M-9.5%
WNU3US ULTRA BOND CBT SEP23-------------40.6M$-54.6M-7.8%---
WNZ3US ULTRA BOND CBT DEC23-62.5M$-70.6M-7.2%-42.4M$-47.1M-4.8%-42.4M$-48.9M-4.9%-65.7M$-78.7M-8.4%------
not investment advice - use at own risk - see terms - data by imgp funds

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