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6 min read dbmf-update

DBMF update - 3 aug 2023

DBMF update - 3 aug 2023
dbmfwatch - DBMF | 2023-08-03 | no 1d changes
descriptionsharesvaluepct1d chg1wk chg4wk chg13wk chg
CL - WTI CRUDE OIL-143K$-11.3M-1.6%0% | 2.2%64.8% | 64.5%80.7% | 78.8%-7.5% | -24.1%
EC - EUR FX CURR164M$179.9M25.3%0% | -0.3%-13.6% | -14.9%-19.2% | -18.7%45.8% | 44.2%
ED/SFR - 3MO EURDLR/SOFR-368.8M$-353.6M-49.7%0% | -0.1%-29.4% | -29.3%-102.3% | -102.4%-2.1% | -1.0%
ES - S+P500 EMINI39.4K$178.5M25.1%0% | -1.4%13.7% | 12.3%20.2% | 21.6%262.6% | 279.6%
FF - FED FUND 30DAY-85.8M$-81.2M-11.4%0% | 0%-17.7% | -17.7%-83.9% | -83.9%25.9% | 26.1%
GC - GOLD 100 OZ-30K$-59.2M-8.3%0% | 0.2%-385.7% | -380.8%-208.7% | -211.4%-151.0% | -149.5%
JY - JPN YEN CURR-1.9M$-130.2M-18.3%0% | -0.1%20.1% | 22.0%60.2% | 60.0%56.1% | 58.5%
MES - MSCI EMG MKTS21.4K$21.7M3.1%0% | -2.4%48.8% | 44.9%154.1% | 154.8%135.7% | 137.4%
MFS - MSCI EAFE-28.1K$-60.1M-8.5%0% | 1.9%27.6% | 29.5%-119.5% | -120.5%-123.5% | -123.6%
TU - US 2YR NOTE-348.8M$-354.0M-49.8%0% | -0.1%-29.9% | -29.7%-102.1% | -102.0%-2.6% | -0.8%
TY - US 10YR NOTE-79.3M$-87.9M-12.4%0% | 0.1%-28.9% | -27.4%-275.1% | -274.2%-398.7% | -376.8%
US - US LONG BOND-40.7M$-49.8M-7.0%0% | 0.6%6.2% | 9.1%1.5% | 3.8%11.9% | 18.3%
UX - US 10YR ULTRA-74.9M$-86.8M-12.2%0% | 0.2%-29.1% | -26.8%-277.1% | -275.1%-416.6% | -390.8%
WN - US ULTRA BOND-37.3M$-48.1M-6.8%0% | 1.0%8.1% | 11.8%1.6% | 5.4%11.2% | 18.8%
not investment advice - use at own risk - see terms - data by imgp funds
dbmfwatch - DBMF | 2023-08-03 | history
2023-08-03 2023-08-02 (1d)2023-07-27 (1wk)2023-07-06 (4wk)2023-05-04 (13wk)2023-02-02 (26wk)
symboldescriptionsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepct
-CL - WTI CRUDE OIL-143K$-11.3M-1.6%-143K$-11.6M-1.6%-406K$-31.8M-4.6%-741K$-53.3M-7.5%-133K$-9.1M-1.2%525K$40.3M4.6%
CLJ3WTI CRUDEFUTURE APR23---------------525K$40.3M4.6%
CLN3WTI CRUDEFUTURE JUL23-------------133K$-9.1M-1.2%---
CLU3WTI CRUDEFUTURE SEP23----------741K$-53.3M-7.5%------
CLV3WTI CRUDEFUTURE OCT23-143K$-11.3M-1.6%-143K$-11.6M-1.6%-406K$-31.8M-4.6%---------
-EC - EUR FX CURR164M$179.9M25.3%164M$180.4M25.4%189.8M$211.2M30.3%203M$221.1M31.2%112.5M$124.8M17.1%51.9M$57.1M6.5%
ECH3EURO FX CURR FUT MAR23---------------51.9M$57.1M6.5%
ECM3EURO FX CURR FUT JUN23------------112.5M$124.8M17.1%---
ECU3EURO FX CURR FUT SEP23164M$179.9M25.3%164M$180.4M25.4%189.8M$211.2M30.3%203M$221.1M31.2%------
-ED/SFR - 3MO EURDLR/SOFR-368.8M$-353.6M-49.7%-368.8M$-353.3M-49.7%-285M$-273.5M-39.2%-182.2M$-174.7M-24.7%-361M$-350.1M-47.9%-397M$-383.7M-43.5%
SFRM43 MONTH SOFR FUT JUN24----------------397M$-383.7M-43.5%
SFRU43 MONTH SOFR FUT SEP24-------------361M$-350.1M-47.9%---
SFRZ43 MONTH SOFR FUT DEC24-368.8M$-353.6M-49.7%-368.8M$-353.3M-49.7%-285M$-273.5M-39.2%-182.2M$-174.7M-24.7%------
-ES - S+P500 EMINI39.4K$178.5M25.1%39.4K$181.1M25.5%34.6K$159.0M22.8%32.8K$146.8M20.7%-24.2K$-99.4M-13.6%-28.8K$-119.0M-13.5%
ESH3S+P500 EMINI FUT MAR23----------------28.8K$-119.0M-13.5%
ESM3S+P500 EMINI FUT JUN23-------------24.2K$-99.4M-13.6%---
ESU3S+P500 EMINI FUT SEP2339.4K$178.5M25.1%39.4K$181.1M25.5%34.6K$159.0M22.8%32.8K$146.8M20.7%------
-FF - FED FUND 30DAY-85.8M$-81.2M-11.4%-85.8M$-81.2M-11.4%-72.9M$-69.0M-9.9%-46.7M$-44.2M-6.2%-115.8M$-110.0M-15.1%-73.8M$-70.2M-8.0%
FFJ3FED FUND 30DAY APR23----------------73.8M$-70.2M-8.0%
FFN3FED FUND 30DAY JUL23-------------115.8M$-110.0M-15.1%---
FFV3FED FUND 30DAY OCT23-85.8M$-81.2M-11.4%-85.8M$-81.2M-11.4%-72.9M$-69.0M-9.9%-46.7M$-44.2M-6.2%------
-GC - GOLD 100 OZ-30K$-59.2M-8.3%-30K$-59.4M-8.4%10.5K$21.1M3.0%27.6K$53.2M7.5%58.8K$119.8M16.4%39.2K$76.2M8.6%
GCJ3GOLD 100 OZ FUTR APR23---------------39.2K$76.2M8.6%
GCM3GOLD 100 OZ FUTR JUN23------------58.8K$119.8M16.4%---
GCQ3GOLD 100 OZ FUTR AUG23---------27.6K$53.2M7.5%------
GCZ3GOLD 100 OZ FUTR DEC23-30K$-59.2M-8.3%-30K$-59.4M-8.4%10.5K$21.1M3.0%---------
-JY - JPN YEN CURR-1.9M$-130.2M-18.3%-1.9M$-130.0M-18.3%-2.3M$-166.8M-23.9%-4.7M$-325.2M-45.9%-4.2M$-313.5M-42.9%-421.2K$-32.9M-3.7%
JYH3JPN YEN CURR FUT MAR23----------------421.2K$-32.9M-3.7%
JYM3JPN YEN CURR FUT JUN23-------------4.2M$-313.5M-42.9%---
JYU3JPN YEN CURR FUT SEP23-1.9M$-130.2M-18.3%-1.9M$-130.0M-18.3%-2.3M$-166.8M-23.9%-4.7M$-325.2M-45.9%------
-MES - MSCI EMG MKTS21.4K$21.7M3.1%21.4K$22.2M3.1%14.3K$15.0M2.1%-39.5K$-39.6M-5.6%-59.9K$-58.0M-7.9%86.2K$91.1M10.3%
MESH3MSCI EMGMKT MAR23---------------86.2K$91.1M10.3%
MESM3MSCI EMGMKT JUN23-------------59.9K$-58.0M-7.9%---
MESU3MSCI EMGMKT SEP2321.4K$21.7M3.1%21.4K$22.2M3.1%14.3K$15.0M2.1%-39.5K$-39.6M-5.6%------
-MFS - MSCI EAFE-28.1K$-60.1M-8.5%-28.1K$-61.3M-8.6%-38.8K$-85.3M-12.2%-12.8K$-27.3M-3.8%119.5K$254.6M34.9%30.8K$65.7M7.4%
MFSH3MSCI EAFEMAR23---------------30.8K$65.7M7.4%
MFSM3MSCI EAFEJUN23------------119.5K$254.6M34.9%---
MFSU3MSCI EAFESEP23-28.1K$-60.1M-8.5%-28.1K$-61.3M-8.6%-38.8K$-85.3M-12.2%-12.8K$-27.3M-3.8%------
-TU - US 2YR NOTE-348.8M$-354.0M-49.8%-348.8M$-353.8M-49.8%-268.6M$-273.0M-39.1%-172.6M$-175.2M-24.7%-339.8M$-351.1M-48.1%-372.4M$-383.6M-43.4%
TUH3US 2YR NOTE (CBT) MAR23----------------372.4M$-383.6M-43.4%
TUM3US 2YR NOTE (CBT) JUN23-------------339.8M$-351.1M-48.1%---
TUU3US 2YR NOTE (CBT) SEP23-348.8M$-354.0M-49.8%-348.8M$-353.8M-49.8%-268.6M$-273.0M-39.1%-172.6M$-175.2M-24.7%------
-TY - US 10YR NOTE-79.3M$-87.9M-12.4%-79.3M$-87.9M-12.4%-61.5M$-69.0M-9.9%45.3M$50.4M7.1%-15.9M$-18.4M-2.5%-92.6M$-106.9M-12.1%
TYH3US 10YR NOTE (CBT)MAR23----------------92.6M$-106.9M-12.1%
TYM3US 10YR NOTE (CBT)JUN23-------------15.9M$-18.4M-2.5%---
TYU3US 10YR NOTE (CBT)SEP23-79.3M$-87.9M-12.4%-79.3M$-87.9M-12.4%-61.5M$-69.0M-9.9%45.3M$50.4M7.1%------
-US - US LONG BOND-40.7M$-49.8M-7.0%-40.7M$-50.0M-7.0%-43.4M$-54.8M-7.8%-41.3M$-51.7M-7.3%-46.2M$-60.9M-8.3%-23.8M$-31.3M-3.5%
USH3US LONG BOND(CBT) MAR23----------------23.8M$-31.3M-3.5%
USM3US LONG BOND(CBT) JUN23-------------46.2M$-60.9M-8.3%---
USU3US LONG BOND(CBT) SEP23-40.7M$-49.8M-7.0%-40.7M$-50.0M-7.0%-43.4M$-54.8M-7.8%-41.3M$-51.7M-7.3%------
-UX - US 10YR ULTRA-74.9M$-86.8M-12.2%-74.9M$-87.0M-12.2%-58M$-68.4M-9.8%42.3M$49.6M7.0%-14.5M$-17.7M-2.4%-86.8M$-106.3M-12.0%
UXYH3US 10YR ULTRA FUT MAR23----------------86.8M$-106.3M-12.0%
UXYM3US 10YR ULTRA FUT JUN23-------------14.5M$-17.7M-2.4%---
UXYU3US 10YR ULTRA FUT SEP23-74.9M$-86.8M-12.2%-74.9M$-87.0M-12.2%-58M$-68.4M-9.8%42.3M$49.6M7.0%------
-WN - US ULTRA BOND-37.3M$-48.1M-6.8%-37.3M$-48.6M-6.8%-40.6M$-54.5M-7.8%-37.9M$-50.9M-7.2%-42M$-59.2M-8.1%-21.1M$-30.5M-3.5%
WNH3US ULTRA BOND CBT MAR23----------------21.1M$-30.5M-3.5%
WNM3US ULTRA BOND CBT JUN23-------------42M$-59.2M-8.1%---
WNU3US ULTRA BOND CBT SEP23-37.3M$-48.1M-6.8%-37.3M$-48.6M-6.8%-40.6M$-54.5M-7.8%-37.9M$-50.9M-7.2%------
not investment advice - use at own risk - see terms - data by imgp funds

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