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6 min read dbmf-update

DBMF update - 31 jul 2023

DBMF update - 31 jul 2023
dbmfwatch - DBMF | 2023-07-31 | no 1d changes
descriptionsharesvaluepct1d chg1wk chg4wk chg13wk chg
CL - WTI CRUDE OIL-406K$-32.6M-4.6%0% | -0.7%-16.3% | -21.5%57.4% | 51.8%-2.64K% | -2.76K%
EC - EUR FX CURR189.8M$209.7M29.8%0% | 0.5%-16.6% | -17.4%3.9% | 4.8%345.2% | 345.2%
ED/SFR - 3MO EURDLR/SOFR-285M$-273.1M-38.8%0% | 0%3.8% | 4.0%-81.2% | -81.0%16.9% | 17.7%
ES - S+P500 EMINI34.6K$159.4M22.7%0% | 0.9%-25.3% | -24.6%117.6% | 123.3%296.6% | 316.2%
FF - FED FUND 30DAY-72.9M$-69.0M-9.8%0% | 0%-11.5% | -11.4%14.2% | 14.3%-9.4% | -9.1%
GC - GOLD 100 OZ10.5K$21.0M3.0%0% | 0.7%-40.3% | -39.3%-76.2% | -75.4%-78.1% | -78.1%
JY - JPN YEN CURR-2.3M$-165.6M-23.5%0% | 1.2%19.3% | 18.9%55.5% | 54.6%-1.9% | 1.5%
MES - MSCI EMG MKTS14.3K$15.1M2.2%0% | 2.3%897.2% | 928.3%148.9% | 151.7%198.0% | 204.9%
MFS - MSCI EAFE-38.8K$-85.7M-12.2%0% | -0.7%16.6% | 16.1%-93.5% | -98.2%-138.4% | -139.4%
TU - US 2YR NOTE-268.6M$-272.6M-38.8%0% | -0.1%4.2% | 4.4%-80.3% | -79.9%16.7% | 18.0%
TY - US 10YR NOTE-61.5M$-68.5M-9.7%0% | -0.3%-22.3% | -21.3%-203.5% | -202.7%-95.2% | -88.7%
US - US LONG BOND-43.4M$-53.9M-7.7%0% | -0.3%-3.1% | -1.4%23.6% | 25.2%16.2% | 20.9%
UX - US 10YR ULTRA-58M$-67.8M-9.6%0% | -0.3%-22.9% | -21.5%-203.9% | -202.6%-98.0% | -90.5%
WN - US ULTRA BOND-40.6M$-53.6M-7.6%0% | -0.5%-4.1% | -1.9%22.5% | 25.0%15.2% | 20.9%
not investment advice - use at own risk - see terms - data by imgp funds
dbmfwatch - DBMF | 2023-07-31 | history
2023-07-31 2023-07-28 (1d)2023-07-24 (1wk)2023-07-03 (4wk)2023-05-01 (13wk)2023-01-30 (26wk)
symboldescriptionsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepct
-CL - WTI CRUDE OIL-406K$-32.6M-4.6%-406K$-32.3M-4.6%-349K$-26.8M-3.8%-954K$-67.5M-9.5%16K$1.2M0.2%557K$44.5M5.1%
CLJ3WTI CRUDEFUTURE APR23---------------557K$44.5M5.1%
CLN3WTI CRUDEFUTURE JUL23------------16K$1.2M0.2%---
CLU3WTI CRUDEFUTURE SEP23----------954K$-67.5M-9.5%------
CLV3WTI CRUDEFUTURE OCT23-406K$-32.6M-4.6%-406K$-32.3M-4.6%-349K$-26.8M-3.8%---------
-EC - EUR FX CURR189.8M$209.7M29.8%189.8M$208.7M29.8%227.6M$253.9M36.4%182.6M$200.0M28.3%42.6M$47.1M6.7%-40.9M$-44.6M-5.1%
ECH3EURO FX CURR FUT MAR23----------------40.9M$-44.6M-5.1%
ECM3EURO FX CURR FUT JUN23------------42.6M$47.1M6.7%---
ECU3EURO FX CURR FUT SEP23189.8M$209.7M29.8%189.8M$208.7M29.8%227.6M$253.9M36.4%182.6M$200.0M28.3%------
-ED/SFR - 3MO EURDLR/SOFR-285M$-273.1M-38.8%-285M$-273.0M-39.0%-296.2M$-284.4M-40.8%-157.2M$-150.9M-21.3%-343M$-332.1M-47.0%-307.5M$-296.8M-33.9%
SFRM43 MONTH SOFR FUT JUN24----------------307.5M$-296.8M-33.9%
SFRU43 MONTH SOFR FUT SEP24-------------343M$-332.1M-47.0%---
SFRZ43 MONTH SOFR FUT DEC24-285M$-273.1M-38.8%-285M$-273.0M-39.0%-296.2M$-284.4M-40.8%-157.2M$-150.9M-21.3%------
-ES - S+P500 EMINI34.6K$159.4M22.7%34.6K$157.9M22.6%46.3K$211.3M30.3%15.9K$71.4M10.1%-17.6K$-73.7M-10.4%-27.3K$-111.5M-12.7%
ESH3S+P500 EMINI FUT MAR23----------------27.3K$-111.5M-12.7%
ESM3S+P500 EMINI FUT JUN23-------------17.6K$-73.7M-10.4%---
ESU3S+P500 EMINI FUT SEP2334.6K$159.4M22.7%34.6K$157.9M22.6%46.3K$211.3M30.3%15.9K$71.4M10.1%------
-FF - FED FUND 30DAY-72.9M$-69.0M-9.8%-72.9M$-69.0M-9.9%-65.4M$-61.9M-8.9%-85.0M$-80.5M-11.4%-66.7M$-63.3M-9.0%-42.9M$-40.9M-4.7%
FFJ3FED FUND 30DAY APR23----------------42.9M$-40.9M-4.7%
FFN3FED FUND 30DAY JUL23-------------66.7M$-63.3M-9.0%---
FFV3FED FUND 30DAY OCT23-72.9M$-69.0M-9.8%-72.9M$-69.0M-9.9%-65.4M$-61.9M-8.9%-85.0M$-80.5M-11.4%------
-GC - GOLD 100 OZ10.5K$21.0M3.0%10.5K$20.8M3.0%17.6K$34.6M5.0%44.2K$85.3M12.1%47.9K$95.8M13.6%17.2K$33.5M3.8%
GCJ3GOLD 100 OZ FUTR APR23---------------17.2K$33.5M3.8%
GCM3GOLD 100 OZ FUTR JUN23------------47.9K$95.8M13.6%---
GCQ3GOLD 100 OZ FUTR AUG23------17.6K$34.6M5.0%44.2K$85.3M12.1%------
GCZ3GOLD 100 OZ FUTR DEC2310.5K$21.0M3.0%10.5K$20.8M3.0%------------
-JY - JPN YEN CURR-2.3M$-165.6M-23.5%-2.3M$-167.6M-23.9%-2.9M$-204.2M-29.3%-5.2M$-364.9M-51.6%-2.3M$-168.0M-23.8%178.8K$13.8M1.6%
JYH3JPN YEN CURR FUT MAR23---------------178.8K$13.8M1.6%
JYM3JPN YEN CURR FUT JUN23-------------2.3M$-168.0M-23.8%---
JYU3JPN YEN CURR FUT SEP23-2.3M$-165.6M-23.5%-2.3M$-167.6M-23.9%-2.9M$-204.2M-29.3%-5.2M$-364.9M-51.6%------
-MES - MSCI EMG MKTS14.3K$15.1M2.2%14.3K$14.8M2.1%-1.8K$-1.8M-0.3%-29.4K$-29.3M-4.1%-14.7K$-14.4M-2.0%58.9K$62.9M7.2%
MESH3MSCI EMGMKT MAR23---------------58.9K$62.9M7.2%
MESM3MSCI EMGMKT JUN23-------------14.7K$-14.4M-2.0%---
MESU3MSCI EMGMKT SEP2314.3K$15.1M2.2%14.3K$14.8M2.1%-1.8K$-1.8M-0.3%-29.4K$-29.3M-4.1%------
-MFS - MSCI EAFE-38.8K$-85.7M-12.2%-38.8K$-85.1M-12.2%-46.5K$-102.1M-14.6%-20.1K$-43.2M-6.1%101.2K$217.4M30.8%16.4K$34.8M4.0%
MFSH3MSCI EAFEMAR23---------------16.4K$34.8M4.0%
MFSM3MSCI EAFEJUN23------------101.2K$217.4M30.8%---
MFSU3MSCI EAFESEP23-38.8K$-85.7M-12.2%-38.8K$-85.1M-12.2%-46.5K$-102.1M-14.6%-20.1K$-43.2M-6.1%------
-TU - US 2YR NOTE-268.6M$-272.6M-38.8%-268.6M$-272.4M-38.9%-280.4M$-285.2M-40.9%-149M$-151.5M-21.4%-322.6M$-332.5M-47.1%-288.8M$-297.0M-33.9%
TUH3US 2YR NOTE (CBT) MAR23----------------288.8M$-297.0M-33.9%
TUM3US 2YR NOTE (CBT) JUN23-------------322.6M$-332.5M-47.1%---
TUU3US 2YR NOTE (CBT) SEP23-268.6M$-272.6M-38.8%-268.6M$-272.4M-38.9%-280.4M$-285.2M-40.9%-149M$-151.5M-21.4%------
-TY - US 10YR NOTE-61.5M$-68.5M-9.7%-61.5M$-68.3M-9.8%-50.3M$-56.5M-8.1%59.4M$66.7M9.4%-31.5M$-36.3M-5.1%-60.8M$-69.7M-8.0%
TYH3US 10YR NOTE (CBT)MAR23----------------60.8M$-69.7M-8.0%
TYM3US 10YR NOTE (CBT)JUN23-------------31.5M$-36.3M-5.1%---
TYU3US 10YR NOTE (CBT)SEP23-61.5M$-68.5M-9.7%-61.5M$-68.3M-9.8%-50.3M$-56.5M-8.1%59.4M$66.7M9.4%------
-US - US LONG BOND-43.4M$-53.9M-7.7%-43.4M$-53.8M-7.7%-42.1M$-53.2M-7.6%-56.8M$-72.1M-10.2%-51.8M$-68.2M-9.7%-31.3M$-40.7M-4.7%
USH3US LONG BOND(CBT) MAR23----------------31.3M$-40.7M-4.7%
USM3US LONG BOND(CBT) JUN23-------------51.8M$-68.2M-9.7%---
USU3US LONG BOND(CBT) SEP23-43.4M$-53.9M-7.7%-43.4M$-53.8M-7.7%-42.1M$-53.2M-7.6%-56.8M$-72.1M-10.2%------
-UX - US 10YR ULTRA-58M$-67.8M-9.6%-58M$-67.6M-9.7%-47.2M$-55.8M-8.0%55.8M$66.1M9.3%-29.3M$-35.6M-5.0%-56.8M$-68.9M-7.9%
UXYH3US 10YR ULTRA FUT MAR23----------------56.8M$-68.9M-7.9%
UXYM3US 10YR ULTRA FUT JUN23-------------29.3M$-35.6M-5.0%---
UXYU3US 10YR ULTRA FUT SEP23-58M$-67.8M-9.6%-58M$-67.6M-9.7%-47.2M$-55.8M-8.0%55.8M$66.1M9.3%------
-WN - US ULTRA BOND-40.6M$-53.6M-7.6%-40.6M$-53.3M-7.6%-39M$-52.6M-7.5%-52.4M$-71.4M-10.1%-47.9M$-67.7M-9.6%-28.1M$-40.0M-4.6%
WNH3US ULTRA BOND CBT MAR23----------------28.1M$-40.0M-4.6%
WNM3US ULTRA BOND CBT JUN23-------------47.9M$-67.7M-9.6%---
WNU3US ULTRA BOND CBT SEP23-40.6M$-53.6M-7.6%-40.6M$-53.3M-7.6%-39M$-52.6M-7.5%-52.4M$-71.4M-10.1%------
not investment advice - use at own risk - see terms - data by imgp funds

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