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7 min read dbmf-update

DBMF update - 3 jan 2024

DBMF update - 3 jan 2024
dbmfwatch - DBMF | 2024-01-03 | changes found
descriptionsharesvaluepct1d chg1wk chg4wk chg13wk chg
CL - WTI CRUDE OIL-409K$-28.9M-4.2%-90.2% | -87.0%-90.2% | -77.4%-232.5% | -223.8%-123.7% | -119.1%
EC - EUR FX CURR68.9M$75.6M11.0%26.4% | 25.3%26.4% | 25.2%53.5% | 56.2%-66.1% | -64.6%
ED/SFR - 3MO EURDLR/SOFR-138.2M$-133.7M-19.5%7.1% | 7.2%7.1% | 7.1%40.7% | 40.5%73.0% | 72.7%
ES - S+P500 EMINI45.0K$215.2M31.3%7.8% | 7.1%7.8% | 7.0%2.7% | 7.5%756.2% | 861.1%
GC - GOLD 100 OZ2.1K$4.4M0.6%-52.3% | -52.2%-52.3% | -52.2%-97.1% | -97.1%102.0% | 102.2%
JY - JPN YEN CURR-2.4M$-170.7M-24.8%-12.7% | -12.0%-12.7% | -12.9%33.1% | 29.9%59.1% | 57.1%
MES - MSCI EMG MKTS-126.8K$-129.3M-18.8%12.1% | 13.4%12.1% | 12.1%22.9% | 19.4%-111.6% | -129.9%
MFS - MSCI EAFE41.4K$92.2M13.4%395.8% | 390.2%395.8% | 391.3%567.8% | 590.6%-20.3% | -10.7%
TU - US 2YR NOTE-130.4M$-134.0M-19.5%7.3% | 7.4%7.3% | 7.3%40.7% | 40.5%73.1% | 72.6%
TY - US 10YR NOTE-66.2M$-74.3M-10.8%11.3% | 11.7%11.3% | 11.6%38.1% | 37.3%64.6% | 62.7%
US - US LONG BOND34M$42.1M6.1%113.8% | 111.9%113.8% | 113.1%170.1% | 172.7%135.0% | 139.1%
UX - US 10YR ULTRA-62.7M$-73.5M-10.7%11.4% | 12.1%11.4% | 11.9%38.8% | 37.7%65.2% | 62.7%
WN - US ULTRA BOND30.8M$40.7M5.9%123.2% | 120.7%123.2% | 121.7%169.1% | 171.7%133.7% | 138.9%
not investment advice - use at own risk - see terms - data by imgp funds
dbmfwatch - DBMF | 2024-01-03 | history
2024-01-03 2024-01-02 (1d)2023-12-27 (1wk)2023-12-06 (4wk)2023-10-04 (13wk)2023-07-05 (26wk)2023-01-04 (52wk)
symboldescriptionsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepct
-CL - WTI CRUDE OIL-409K$-28.9M-4.2%-215K$-15.4M-2.2%-215K$-16.3M-2.3%-123K$-8.9M-1.1%1.7M$151.0M15.2%-954K$-66.7M-9.4%196K$15.1M1.6%
CLH3WTI CRUDEFUTURE MAR23------------------196K$15.1M1.6%
CLU3WTI CRUDEFUTURE SEP23----------------954K$-66.7M-9.4%---
CLZ3WTI CRUDEFUTURE DEC23------------1.7M$151.0M15.2%------
CLG4WTI CRUDEFUTURE FEB24----------123K$-8.9M-1.1%---------
CLH4WTI CRUDEFUTURE MAR24-409K$-28.9M-4.2%-215K$-15.4M-2.2%-215K$-16.3M-2.3%------------
-EC - EUR FX CURR68.9M$75.6M11.0%54.5M$60.4M8.7%54.5M$60.4M8.4%44.9M$48.4M6.2%203.1M$213.5M21.6%182.6M$200.0M28.2%-49.8M$-52.8M-5.6%
ECH3EURO FX CURR FUT MAR23-------------------49.8M$-52.8M-5.6%
ECU3EURO FX CURR FUT SEP23---------------182.6M$200.0M28.2%---
ECZ3EURO FX CURR FUT DEC23---------44.9M$48.4M6.2%203.1M$213.5M21.6%------
ECH4EURO FX CURR FUT MAR2468.9M$75.6M11.0%54.5M$60.4M8.7%54.5M$60.4M8.4%------------
-ED/SFR - 3MO EURDLR/SOFR-138.2M$-133.7M-19.5%-148.8M$-144.0M-20.9%-148.8M$-143.9M-20.0%-233.2M$-224.6M-28.6%-512M$-489.2M-49.4%-157.2M$-150.8M-21.2%-276.2M$-265.9M-28.0%
SFRM43 MONTH SOFR FUT JUN24-------------------276.2M$-265.9M-28.0%
SFRZ43 MONTH SOFR FUT DEC24----------------157.2M$-150.8M-21.2%---
SFRH53 MONTH SOFR FUT MAR25----------233.2M$-224.6M-28.6%-512M$-489.2M-49.4%------
SFRM53 MONTH SOFR FUT JUN25-138.2M$-133.7M-19.5%-148.8M$-144.0M-20.9%-148.8M$-143.9M-20.0%------------
-ES - S+P500 EMINI45.0K$215.2M31.3%41.7K$201.0M29.1%41.7K$201.2M28.0%43.8K$200.2M25.5%5.2K$22.4M2.3%15.9K$71.4M10.1%-28.4K$-109.2M-11.5%
ESH3S+P500 EMINI FUT MAR23-------------------28.4K$-109.2M-11.5%
ESU3S+P500 EMINI FUT SEP23---------------15.9K$71.4M10.1%---
ESZ3S+P500 EMINI FUT DEC23---------43.8K$200.2M25.5%5.2K$22.4M2.3%------
ESH4S+P500 EMINI FUT MAR2445.0K$215.2M31.3%41.7K$201.0M29.1%41.7K$201.2M28.0%------------
-FF - FED FUND 30DAY-------------202.9M$-191.8M-19.4%-85.0M$-80.5M-11.3%-54.2M$-51.5M-5.4%
FFJ3FED FUND 30DAY APR23-------------------54.2M$-51.5M-5.4%
FFV3FED FUND 30DAY OCT23----------------85.0M$-80.5M-11.3%---
FFF4FED FUND 30DAY JAN24-------------202.9M$-191.8M-19.4%------
-GC - GOLD 100 OZ2.1K$4.4M0.6%4.4K$9.1M1.3%4.4K$9.1M1.3%72.9K$148.4M18.9%-105.3K$-193.9M-19.6%44.2K$85.3M12.0%-10.2K$-18.8M-2.0%
GCG3GOLD 100 OZ FUTR FEB23-------------------10.2K$-18.8M-2.0%
GCQ3GOLD 100 OZ FUTR AUG23---------------44.2K$85.3M12.0%---
GCZ3GOLD 100 OZ FUTR DEC23-------------105.3K$-193.9M-19.6%------
GCG4GOLD 100 OZ FUTR FEB242.1K$4.4M0.6%4.4K$9.1M1.3%4.4K$9.1M1.3%72.9K$148.4M18.9%---------
-JY - JPN YEN CURR-2.4M$-170.7M-24.8%-2.1M$-152.5M-22.1%-2.1M$-151.2M-21.0%-3.6M$-243.6M-31.1%-5.9M$-398.2M-40.2%-5.2M$-363.8M-51.3%710K$54.8M5.8%
JYH3JPN YEN CURR FUT MAR23------------------710K$54.8M5.8%
JYU3JPN YEN CURR FUT SEP23----------------5.2M$-363.8M-51.3%---
JYZ3JPN YEN CURR FUT DEC23----------3.6M$-243.6M-31.1%-5.9M$-398.2M-40.2%------
JYH4JPN YEN CURR FUT MAR24-2.4M$-170.7M-24.8%-2.1M$-152.5M-22.1%-2.1M$-151.2M-21.0%------------
-MES - MSCI EMG MKTS-126.8K$-129.3M-18.8%-144.3K$-149.2M-21.6%-144.3K$-147.2M-20.5%-164.6K$-160.3M-20.4%-60.0K$-56.2M-5.7%-29.4K$-29.6M-4.2%-74.5K$-72.1M-7.6%
MESH3MSCI EMGMKT MAR23-------------------74.5K$-72.1M-7.6%
MESU3MSCI EMGMKT SEP23----------------29.4K$-29.6M-4.2%---
MESZ3MSCI EMGMKT DEC23----------164.6K$-160.3M-20.4%-60.0K$-56.2M-5.7%------
MESH4MSCI EMGMKT MAR24-126.8K$-129.3M-18.8%-144.3K$-149.2M-21.6%-144.3K$-147.2M-20.5%------------
-MFS - MSCI EAFE41.4K$92.2M13.4%8.3K$18.8M2.7%8.3K$18.8M2.6%-8.8K$-18.8M-2.4%52.0K$103.2M10.4%-20.1K$-43.2M-6.1%13.1K$25.7M2.7%
MFSH3MSCI EAFEMAR23------------------13.1K$25.7M2.7%
MFSU3MSCI EAFESEP23----------------20.1K$-43.2M-6.1%---
MFSZ3MSCI EAFEDEC23----------8.8K$-18.8M-2.4%52.0K$103.2M10.4%------
MFSH4MSCI EAFEMAR2441.4K$92.2M13.4%8.3K$18.8M2.7%8.3K$18.8M2.6%------------
-TU - US 2YR NOTE-130.4M$-134.0M-19.5%-140.6M$-144.8M-21.0%-140.6M$-144.7M-20.1%-219.8M$-225.3M-28.7%-484.4M$-490.0M-49.5%-149M$-151.3M-21.3%-259.4M$-266.0M-28.0%
TUH3US 2YR NOTE (CBT) MAR23-------------------259.4M$-266.0M-28.0%
TUU3US 2YR NOTE (CBT) SEP23----------------149M$-151.3M-21.3%---
TUZ3US 2YR NOTE (CBT) DEC23-------------484.4M$-490.0M-49.5%------
TUH4US 2YR NOTE (CBT) MAR24-130.4M$-134.0M-19.5%-140.6M$-144.8M-21.0%-140.6M$-144.7M-20.1%-219.8M$-225.3M-28.7%---------
-TY - US 10YR NOTE-66.2M$-74.3M-10.8%-74.6M$-84.2M-12.2%-74.6M$-84.1M-11.7%-106.9M$-118.6M-15.1%-186.8M$-199.2M-20.1%59.4M$66.5M9.4%-102.3M$-115.2M-12.1%
TYH3US 10YR NOTE (CBT)MAR23-------------------102.3M$-115.2M-12.1%
TYU3US 10YR NOTE (CBT)SEP23---------------59.4M$66.5M9.4%---
TYZ3US 10YR NOTE (CBT)DEC23-------------186.8M$-199.2M-20.1%------
TYH4US 10YR NOTE (CBT)MAR24-66.2M$-74.3M-10.8%-74.6M$-84.2M-12.2%-74.6M$-84.1M-11.7%-106.9M$-118.6M-15.1%---------
-US - US LONG BOND34M$42.1M6.1%15.9M$19.9M2.9%15.9M$19.8M2.7%-48.5M$-57.9M-7.4%-97.2M$-107.6M-10.9%-56.8M$-71.9M-10.1%-45M$-56.8M-6.0%
USH3US LONG BOND(CBT) MAR23-------------------45M$-56.8M-6.0%
USU3US LONG BOND(CBT) SEP23----------------56.8M$-71.9M-10.1%---
USZ3US LONG BOND(CBT) DEC23-------------97.2M$-107.6M-10.9%------
USH4US LONG BOND(CBT) MAR2434M$42.1M6.1%15.9M$19.9M2.9%15.9M$19.8M2.7%-48.5M$-57.9M-7.4%---------
-UX - US 10YR ULTRA-62.7M$-73.5M-10.7%-70.8M$-83.6M-12.1%-70.8M$-83.4M-11.6%-102.5M$-118.0M-15.0%-180M$-197.2M-19.9%55.8M$65.9M9.3%-96.3M$-114.4M-12.0%
UXYH3US 10YR ULTRA FUT MAR23-------------------96.3M$-114.4M-12.0%
UXYU3US 10YR ULTRA FUT SEP23---------------55.8M$65.9M9.3%---
UXYZ3US 10YR ULTRA FUT DEC23-------------180M$-197.2M-19.9%------
UXYH4US 10YR ULTRA FUT MAR24-62.7M$-73.5M-10.7%-70.8M$-83.6M-12.1%-70.8M$-83.4M-11.6%-102.5M$-118.0M-15.0%---------
-WN - US ULTRA BOND30.8M$40.7M5.9%13.8M$18.4M2.7%13.8M$18.4M2.6%-44.6M$-56.7M-7.2%-91.5M$-104.6M-10.6%-52.4M$-71.2M-10.0%-41.3M$-56.0M-5.9%
WNH3US ULTRA BOND CBT MAR23-------------------41.3M$-56.0M-5.9%
WNU3US ULTRA BOND CBT SEP23----------------52.4M$-71.2M-10.0%---
WNZ3US ULTRA BOND CBT DEC23-------------91.5M$-104.6M-10.6%------
WNH4US ULTRA BOND CBT MAR2430.8M$40.7M5.9%13.8M$18.4M2.7%13.8M$18.4M2.6%-44.6M$-56.7M-7.2%---------
not investment advice - use at own risk - see terms - data by imgp funds

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