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6 min read dbmf-update

DBMF update - 28 mar 2024

DBMF update - 28 mar 2024
dbmfwatch - DBMF | 2024-03-28 | no 1d changes
descriptionsharesvaluepct1d chg1wk chg4wk chg13wk chg
CL - WTI CRUDE OIL1.9M$157.0M16.9%0% | -0.3%13.5% | 13.5%234.4% | 247.1%1.00K% | 1.08K%
EC - EUR FX CURR-666.4M$-723.5M-77.8%0% | 0.1%-6.0% | -5.0%-13.8% | -13.9%-1.32K% | -1.29K%
ES - S+P500 EMINI34.2K$181.5M19.5%0% | 0.8%1.8% | 2.2%-48.3% | -45.9%-18.0% | -9.9%
GC - GOLD 100 OZ80.1K$177.2M19.1%0% | 0.6%-3.5% | -1.2%221.7% | 248.5%1.72K% | 1.82K%
JY - JPN YEN CURR-8.9M$-598.3M-64.3%0% | -0.1%14.1% | 14.5%-5.7% | -6.3%-320.9% | -294.2%
MES - MSCI EMG MKTS-29.6K$-31.0M-3.3%0% | -0.1%13.4% | 13.9%13.3% | 10.9%79.5% | 79.1%
MFS - MSCI EAFE284.3K$671.9M72.3%0% | 0.6%-4.1% | -4.0%20.6% | 24.9%3.30K% | 3.46K%
TU - US 2YR NOTE-889.6M$-910.5M-97.9%0% | 0%-102.5% | -102.4%-264.6% | -264.5%-532.7% | -528.8%
TY - US 10YR NOTE-279.5M$-309.9M-33.3%0% | -0.2%-120.8% | -121.6%-324.1% | -326.2%-274.7% | -266.6%
US - US LONG BOND74.5M$89.5M9.6%0% | 0.5%63.0% | 64.9%80.4% | 82.6%368.6% | 347.4%
not investment advice - use at own risk - see terms - data by imgp funds
dbmfwatch - DBMF | 2024-03-28 | history
2024-03-28 2024-03-27 (1d)2024-03-21 (1wk)2024-02-29 (4wk)2023-12-28 (13wk)2023-09-28 (26wk)2023-03-30 (52wk)
symboldescriptionsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepct
-CL - WTI CRUDE OIL1.9M$157.0M16.9%1.9M$157.5M17.1%1.7M$138.3M15.1%581K$45.2M5.9%-215K$-16.0M-2.3%1.9M$172.1M18.1%-357K$-26.1M-3.4%
CLM3WTI CRUDEFUTURE JUN23-------------------357K$-26.1M-3.4%
CLZ3WTI CRUDEFUTURE DEC23---------------1.9M$172.1M18.1%---
CLH4WTI CRUDEFUTURE MAR24-------------215K$-16.0M-2.3%------
CLK4WTI CRUDEFUTURE MAY24---------581K$45.2M5.9%---------
CLM4WTI CRUDEFUTURE JUN241.9M$157.0M16.9%1.9M$157.5M17.1%1.7M$138.3M15.1%------------
-EC - EUR FX CURR-666.4M$-723.5M-77.8%-666.4M$-724.3M-78.5%-628.9M$-688.9M-75.3%-585.8M$-635.1M-83.0%54.5M$60.7M8.8%193.8M$204.3M21.4%73M$79.5M10.5%
ECM3EURO FX CURR FUT JUN23------------------73M$79.5M10.5%
ECZ3EURO FX CURR FUT DEC23---------------193.8M$204.3M21.4%---
ECH4EURO FX CURR FUT MAR24----------585.8M$-635.1M-83.0%54.5M$60.7M8.8%------
ECM4EURO FX CURR FUT JUN24-666.4M$-723.5M-77.8%-666.4M$-724.3M-78.5%-628.9M$-688.9M-75.3%------------
-ED/SFR - 3MO EURDLR/SOFR-------466.5M$-448.5M-49.0%-258M$-247.7M-32.4%-148.8M$-144.0M-20.8%-487.2M$-465.6M-48.8%-389.0M$-376.0M-49.4%
SFRU43 MONTH SOFR FUT SEP24-------------------389.0M$-376.0M-49.4%
SFRH53 MONTH SOFR FUT MAR25----------------487.2M$-465.6M-48.8%---
SFRM53 MONTH SOFR FUT JUN25----------258M$-247.7M-32.4%-148.8M$-144.0M-20.8%------
SFRU53 MONTH SOFR FUT SEP25-------466.5M$-448.5M-49.0%------------
-ES - S+P500 EMINI34.2K$181.5M19.5%34.2K$180.1M19.5%33.6K$177.6M19.4%66.1K$335.9M43.9%41.7K$201.6M29.1%4.1K$17.7M1.9%-12.1K$-48.9M-6.4%
ESM3S+P500 EMINI FUT JUN23-------------------12.1K$-48.9M-6.4%
ESZ3S+P500 EMINI FUT DEC23---------------4.1K$17.7M1.9%---
ESH4S+P500 EMINI FUT MAR24---------66.1K$335.9M43.9%41.7K$201.6M29.1%------
ESM4S+P500 EMINI FUT JUN2434.2K$181.5M19.5%34.2K$180.1M19.5%33.6K$177.6M19.4%------------
FFF4FED FUND 30DAY JAN24----------------190.4M$-180.1M-18.9%---
-GC - GOLD 100 OZ80.1K$177.2M19.1%80.1K$176.2M19.1%83K$179.4M19.6%24.9K$50.9M6.6%4.4K$9.2M1.3%-73.7K$-139.4M-14.6%44.5K$88.3M11.6%
GCM3GOLD 100 OZ FUTR JUN23------------------44.5K$88.3M11.6%
GCZ3GOLD 100 OZ FUTR DEC23----------------73.7K$-139.4M-14.6%---
GCG4GOLD 100 OZ FUTR FEB24------------4.4K$9.2M1.3%------
GCJ4GOLD 100 OZ FUTR APR24------83K$179.4M19.6%24.9K$50.9M6.6%---------
GCM4GOLD 100 OZ FUTR JUN2480.1K$177.2M19.1%80.1K$176.2M19.1%---------------
-JY - JPN YEN CURR-8.9M$-598.3M-64.3%-8.9M$-597.8M-64.8%-10.4M$-699.6M-76.4%-8.5M$-563.1M-73.6%-2.1M$-151.8M-21.9%-5.7M$-384.9M-40.4%-1.5M$-113.9M-15.0%
JYM3JPN YEN CURR FUT JUN23-------------------1.5M$-113.9M-15.0%
JYZ3JPN YEN CURR FUT DEC23----------------5.7M$-384.9M-40.4%---
JYH4JPN YEN CURR FUT MAR24----------8.5M$-563.1M-73.6%-2.1M$-151.8M-21.9%------
JYM4JPN YEN CURR FUT JUN24-8.9M$-598.3M-64.3%-8.9M$-597.8M-64.8%-10.4M$-699.6M-76.4%------------
-MES - MSCI EMG MKTS-29.6K$-31.0M-3.3%-29.6K$-30.9M-3.4%-34.2K$-36.0M-3.9%-34.2K$-34.8M-4.5%-144.3K$-148.0M-21.4%-31.8K$-30.3M-3.2%-60.2K$-59.5M-7.8%
MESM3MSCI EMGMKT JUN23-------------------60.2K$-59.5M-7.8%
MESZ3MSCI EMGMKT DEC23----------------31.8K$-30.3M-3.2%---
MESH4MSCI EMGMKT MAR24----------34.2K$-34.8M-4.5%-144.3K$-148.0M-21.4%------
MESM4MSCI EMGMKT JUN24-29.6K$-31.0M-3.3%-29.6K$-30.9M-3.4%-34.2K$-36.0M-3.9%------------
-MFS - MSCI EAFE284.3K$671.9M72.3%284.3K$668.2M72.4%296.6K$700.0M76.5%235.7K$538.0M70.3%8.3K$18.9M2.7%39.0K$79.4M8.3%79.3K$163.7M21.5%
MFSM3MSCI EAFEJUN23------------------79.3K$163.7M21.5%
MFSZ3MSCI EAFEDEC23---------------39.0K$79.4M8.3%---
MFSH4MSCI EAFEMAR24---------235.7K$538.0M70.3%8.3K$18.9M2.7%------
MFSM4MSCI EAFEJUN24284.3K$671.9M72.3%284.3K$668.2M72.4%296.6K$700.0M76.5%------------
-TU - US 2YR NOTE-889.6M$-910.5M-97.9%-889.6M$-910.0M-98.7%-439.4M$-449.7M-49.1%-244M$-249.8M-32.7%-140.6M$-144.8M-20.9%-461M$-466.4M-48.9%-362M$-373.7M-49.1%
TUM3US 2YR NOTE (CBT) JUN23-------------------362M$-373.7M-49.1%
TUZ3US 2YR NOTE (CBT) DEC23----------------461M$-466.4M-48.9%---
TUH4US 2YR NOTE (CBT) MAR24-------------140.6M$-144.8M-20.9%------
TUM4US 2YR NOTE (CBT) JUN24-889.6M$-910.5M-97.9%-889.6M$-910.0M-98.7%-439.4M$-449.7M-49.1%-244M$-249.8M-32.7%---------
-TY - US 10YR NOTE-279.5M$-309.9M-33.3%-279.5M$-309.2M-33.5%-126.6M$-139.8M-15.3%-65.9M$-72.7M-9.5%-74.6M$-84.5M-12.2%-174.3M$-187.5M-19.7%-107.9M$-123.6M-16.2%
TYM3US 10YR NOTE (CBT)JUN23-------------------107.9M$-123.6M-16.2%
TYZ3US 10YR NOTE (CBT)DEC23----------------174.3M$-187.5M-19.7%---
TYH4US 10YR NOTE (CBT)MAR24-------------74.6M$-84.5M-12.2%------
TYM4US 10YR NOTE (CBT)JUN24-279.5M$-309.9M-33.3%-279.5M$-309.2M-33.5%-126.6M$-139.8M-15.3%-65.9M$-72.7M-9.5%---------
-US - US LONG BOND74.5M$89.5M9.6%74.5M$89.1M9.7%45.7M$54.3M5.9%41.3M$49.0M6.4%15.9M$20.0M2.9%-70.5M$-80.0M-8.4%-100.7M$-130.7M-17.2%
USM3US LONG BOND(CBT) JUN23-------------------100.7M$-130.7M-17.2%
USZ3US LONG BOND(CBT) DEC23----------------70.5M$-80.0M-8.4%---
USH4US LONG BOND(CBT) MAR24------------15.9M$20.0M2.9%------
USM4US LONG BOND(CBT) JUN2474.5M$89.5M9.6%74.5M$89.1M9.7%45.7M$54.3M5.9%41.3M$49.0M6.4%---------
-UX - US 10YR ULTRA-------121.8M$-138.8M-15.2%-62.9M$-71.7M-9.4%-70.8M$-84.0M-12.1%-167.1M$-185.6M-19.5%-101.8M$-122.6M-16.1%
UXYM3US 10YR ULTRA FUT JUN23-------------------101.8M$-122.6M-16.1%
UXYZ3US 10YR ULTRA FUT DEC23----------------167.1M$-185.6M-19.5%---
UXYH4US 10YR ULTRA FUT MAR24-------------70.8M$-84.0M-12.1%------
UXYM4US 10YR ULTRA FUT JUN24-------121.8M$-138.8M-15.2%-62.9M$-71.7M-9.4%---------
-WN - US ULTRA BOND------41.4M$52.3M5.7%37.9M$48.2M6.3%13.8M$18.7M2.7%-65.7M$-77.7M-8.2%-92.4M$-128.6M-16.9%
WNM3US ULTRA BOND CBT JUN23-------------------92.4M$-128.6M-16.9%
WNZ3US ULTRA BOND CBT DEC23----------------65.7M$-77.7M-8.2%---
WNH4US ULTRA BOND CBT MAR24------------13.8M$18.7M2.7%------
WNM4US ULTRA BOND CBT JUN24------41.4M$52.3M5.7%37.9M$48.2M6.3%---------
not investment advice - use at own risk - see terms - data by imgp funds

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