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6 min read dbmf-update

DBMF update - 27 oct 2023

DBMF update - 27 oct 2023
dbmfwatch - DBMF | 2023-10-27 | no 1d changes
descriptionsharesvaluepct1d chg1wk chg4wk chg13wk chg
CL - WTI CRUDE OIL1.3M$108.1M11.1%0% | -2.5%-11.8% | -17.6%-30.5% | -36.0%422.7% | 434.5%
EC - EUR FX CURR-38.9M$-41.1M-4.2%0% | 0.1%-199.4% | -199.1%-120.1% | -120.1%-120.5% | -119.7%
ED/SFR - 3MO EURDLR/SOFR-406.2M$-388.5M-39.9%0% | -0.1%13.5% | 13.3%16.6% | 16.7%-42.5% | -42.3%
ES - S+P500 EMINI6.2K$25.8M2.6%0% | -1.3%-73.5% | -74.4%51.2% | 44.9%-82.1% | -83.7%
FF - FED FUND 30DAY-205.8M$-194.8M-20.0%0% | 0%-3.6% | -3.6%-8.1% | -8.2%-182.3% | -182.3%
GC - GOLD 100 OZ-80.8K$-161.4M-16.6%0% | -0.1%13.0% | 12.3%-9.6% | -16.6%-869.5% | -874.3%
JY - JPN YEN CURR-2.8M$-189.7M-19.5%0% | 0.3%6.0% | 6.4%50.2% | 50.8%-22.2% | -13.2%
MES - MSCI EMG MKTS-69.7K$-63.8M-6.6%0% | 0.7%-18.8% | -16.4%-119.2% | -110.1%-585.7% | -532.0%
MFS - MSCI EAFE-8.6K$-16.7M-1.7%0% | 0.8%-165.8% | -164.6%-121.9% | -120.8%78.0% | 80.4%
TU - US 2YR NOTE-384.4M$-389.3M-40.0%0% | -0.1%13.5% | 13.3%16.6% | 16.6%-43.1% | -42.9%
TY - US 10YR NOTE-177.2M$-188.4M-19.4%0% | -0.6%-0.3% | -1.2%-1.7% | -0.2%-188.1% | -176.0%
US - US LONG BOND-65M$-71.4M-7.3%0% | -1.4%-44.8% | -47.5%7.8% | 10.7%-49.8% | -32.8%
UX - US 10YR ULTRA-172.4M$-188.1M-19.3%0% | -0.9%-1.1% | -2.3%-3.2% | -1.1%-197.2% | -178.4%
WN - US ULTRA BOND-62.5M$-70.7M-7.3%0% | -1.7%-47.4% | -50.4%4.9% | 9.0%-53.9% | -32.6%
not investment advice - use at own risk - see terms - data by imgp funds
dbmfwatch - DBMF | 2023-10-27 | history
2023-10-27 2023-10-26 (1d)2023-10-20 (1wk)2023-09-29 (4wk)2023-07-28 (13wk)2023-04-28 (26wk)
symboldescriptionsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepct
-CL - WTI CRUDE OIL1.3M$108.1M11.1%1.3M$110.9M11.3%1.5M$131.2M13.3%1.9M$168.9M17.8%-406K$-32.3M-4.6%16K$1.2M0.2%
CLN3WTI CRUDEFUTURE JUL23---------------16K$1.2M0.2%
CLV3WTI CRUDEFUTURE OCT23-------------406K$-32.3M-4.6%---
CLZ3WTI CRUDEFUTURE DEC23------1.5M$131.2M13.3%1.9M$168.9M17.8%------
CLF4WTI CRUDEFUTURE JAN241.3M$108.1M11.1%1.3M$110.9M11.3%------------
-EC - EUR FX CURR-38.9M$-41.1M-4.2%-38.9M$-41.2M-4.2%39.1M$41.5M4.2%193.8M$205.2M21.6%189.8M$208.7M29.8%42.6M$47.1M6.7%
ECM3EURO FX CURR FUT JUN23---------------42.6M$47.1M6.7%
ECU3EURO FX CURR FUT SEP23------------189.8M$208.7M29.8%---
ECZ3EURO FX CURR FUT DEC23-38.9M$-41.1M-4.2%-38.9M$-41.2M-4.2%39.1M$41.5M4.2%193.8M$205.2M21.6%------
-ED/SFR - 3MO EURDLR/SOFR-406.2M$-388.5M-39.9%-406.2M$-388.0M-39.5%-469.5M$-448.1M-45.2%-487.2M$-466.1M-49.1%-285M$-273.0M-39.0%-343M$-331.9M-47.0%
SFRU43 MONTH SOFR FUT SEP24----------------343M$-331.9M-47.0%
SFRZ43 MONTH SOFR FUT DEC24-------------285M$-273.0M-39.0%---
SFRH53 MONTH SOFR FUT MAR25-406.2M$-388.5M-39.9%-406.2M$-388.0M-39.5%-469.5M$-448.1M-45.2%-487.2M$-466.1M-49.1%------
-ES - S+P500 EMINI6.2K$25.8M2.6%6.2K$26.1M2.7%23.4K$100.7M10.2%4.1K$17.8M1.9%34.6K$157.9M22.6%-17.6K$-73.1M-10.3%
ESM3S+P500 EMINI FUT JUN23----------------17.6K$-73.1M-10.3%
ESU3S+P500 EMINI FUT SEP23------------34.6K$157.9M22.6%---
ESZ3S+P500 EMINI FUT DEC236.2K$25.8M2.6%6.2K$26.1M2.7%23.4K$100.7M10.2%4.1K$17.8M1.9%------
-FF - FED FUND 30DAY-205.8M$-194.8M-20.0%-205.8M$-194.7M-19.8%-198.8M$-188.0M-19.0%-190.4M$-180.1M-19.0%-72.9M$-69.0M-9.9%-66.7M$-63.3M-9.0%
FFN3FED FUND 30DAY JUL23----------------66.7M$-63.3M-9.0%
FFV3FED FUND 30DAY OCT23-------------72.9M$-69.0M-9.9%---
FFF4FED FUND 30DAY JAN24-205.8M$-194.8M-20.0%-205.8M$-194.7M-19.8%-198.8M$-188.0M-19.0%-190.4M$-180.1M-19.0%------
-GC - GOLD 100 OZ-80.8K$-161.4M-16.6%-80.8K$-161.2M-16.4%-92.9K$-184.0M-18.6%-73.7K$-138.5M-14.6%10.5K$20.8M3.0%47.9K$95.8M13.6%
GCM3GOLD 100 OZ FUTR JUN23---------------47.9K$95.8M13.6%
GCZ3GOLD 100 OZ FUTR DEC23-80.8K$-161.4M-16.6%-80.8K$-161.2M-16.4%-92.9K$-184.0M-18.6%-73.7K$-138.5M-14.6%10.5K$20.8M3.0%---
-JY - JPN YEN CURR-2.8M$-189.7M-19.5%-2.8M$-190.3M-19.4%-3.0M$-202.8M-20.5%-5.7M$-385.6M-40.6%-2.3M$-167.6M-23.9%-2.3M$-170.9M-24.2%
JYM3JPN YEN CURR FUT JUN23----------------2.3M$-170.9M-24.2%
JYU3JPN YEN CURR FUT SEP23-------------2.3M$-167.6M-23.9%---
JYZ3JPN YEN CURR FUT DEC23-2.8M$-189.7M-19.5%-2.8M$-190.3M-19.4%-3.0M$-202.8M-20.5%-5.7M$-385.6M-40.6%------
-MES - MSCI EMG MKTS-69.7K$-63.8M-6.6%-69.7K$-64.3M-6.6%-58.6K$-54.8M-5.5%-31.8K$-30.4M-3.2%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$14.8M2.1%---
MESZ3MSCI EMGMKT DEC23-69.7K$-63.8M-6.6%-69.7K$-64.3M-6.6%-58.6K$-54.8M-5.5%-31.8K$-30.4M-3.2%------
-MFS - MSCI EAFE-8.6K$-16.7M-1.7%-8.6K$-16.8M-1.7%13K$25.8M2.6%39.0K$80.0M8.4%-38.8K$-85.1M-12.2%101.2K$217.6M30.8%
MFSM3MSCI EAFEJUN23---------------101.2K$217.6M30.8%
MFSU3MSCI EAFESEP23-------------38.8K$-85.1M-12.2%---
MFSZ3MSCI EAFEDEC23-8.6K$-16.7M-1.7%-8.6K$-16.8M-1.7%13K$25.8M2.6%39.0K$80.0M8.4%------
-TU - US 2YR NOTE-384.4M$-389.3M-40.0%-384.4M$-388.8M-39.6%-444.2M$-449.1M-45.4%-461M$-467.0M-49.2%-268.6M$-272.4M-38.9%-322.6M$-332.4M-47.0%
TUM3US 2YR NOTE (CBT) JUN23----------------322.6M$-332.4M-47.0%
TUU3US 2YR NOTE (CBT) SEP23-------------268.6M$-272.4M-38.9%---
TUZ3US 2YR NOTE (CBT) DEC23-384.4M$-389.3M-40.0%-384.4M$-388.8M-39.6%-444.2M$-449.1M-45.4%-461M$-467.0M-49.2%------
-TY - US 10YR NOTE-177.2M$-188.4M-19.4%-177.2M$-187.3M-19.1%-176.7M$-186.3M-18.8%-174.3M$-188.0M-19.8%-61.5M$-68.3M-9.8%-31.5M$-36.1M-5.1%
TYM3US 10YR NOTE (CBT)JUN23----------------31.5M$-36.1M-5.1%
TYU3US 10YR NOTE (CBT)SEP23-------------61.5M$-68.3M-9.8%---
TYZ3US 10YR NOTE (CBT)DEC23-177.2M$-188.4M-19.4%-177.2M$-187.3M-19.1%-176.7M$-186.3M-18.8%-174.3M$-188.0M-19.8%------
-US - US LONG BOND-65M$-71.4M-7.3%-65M$-70.5M-7.2%-44.9M$-48.4M-4.9%-70.5M$-80.0M-8.4%-43.4M$-53.8M-7.7%-51.8M$-67.6M-9.6%
USM3US LONG BOND(CBT) JUN23----------------51.8M$-67.6M-9.6%
USU3US LONG BOND(CBT) SEP23-------------43.4M$-53.8M-7.7%---
USZ3US LONG BOND(CBT) DEC23-65M$-71.4M-7.3%-65M$-70.5M-7.2%-44.9M$-48.4M-4.9%-70.5M$-80.0M-8.4%------
-UX - US 10YR ULTRA-172.4M$-188.1M-19.3%-172.4M$-186.5M-19.0%-170.5M$-183.9M-18.6%-167.1M$-186.0M-19.6%-58M$-67.6M-9.7%-29.3M$-35.4M-5.0%
UXYM3US 10YR ULTRA FUT JUN23----------------29.3M$-35.4M-5.0%
UXYU3US 10YR ULTRA FUT SEP23-------------58M$-67.6M-9.7%---
UXYZ3US 10YR ULTRA FUT DEC23-172.4M$-188.1M-19.3%-172.4M$-186.5M-19.0%-170.5M$-183.9M-18.6%-167.1M$-186.0M-19.6%------
-WN - US ULTRA BOND-62.5M$-70.7M-7.3%-62.5M$-69.5M-7.1%-42.4M$-47.0M-4.7%-65.7M$-77.7M-8.2%-40.6M$-53.3M-7.6%-47.9M$-66.8M-9.5%
WNM3US ULTRA BOND CBT JUN23----------------47.9M$-66.8M-9.5%
WNU3US ULTRA BOND CBT SEP23-------------40.6M$-53.3M-7.6%---
WNZ3US ULTRA BOND CBT DEC23-62.5M$-70.7M-7.3%-62.5M$-69.5M-7.1%-42.4M$-47.0M-4.7%-65.7M$-77.7M-8.2%------
not investment advice - use at own risk - see terms - data by imgp funds

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