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6 min read dbmf-update

DBMF update - 4 aug 2023

DBMF update - 4 aug 2023
dbmfwatch - DBMF | 2023-08-04 | no 1d changes
descriptionsharesvaluepct1d chg1wk chg4wk chg13wk chg
CL - WTI CRUDE OIL-143K$-11.6M-1.6%0% | -2.5%64.8% | 64.1%80.7% | 78.2%-7.5% | -27.2%
EC - EUR FX CURR164M$179.8M25.4%0% | 0%-13.6% | -13.8%-19.2% | -18.9%45.8% | 44.7%
ED/SFR - 3MO EURDLR/SOFR-368.8M$-353.5M-49.9%0% | 0%-29.4% | -29.5%-102.3% | -102.5%-2.1% | -0.7%
ES - S+P500 EMINI39.4K$177.9M25.1%0% | -0.3%13.7% | 12.7%20.2% | 22.2%262.6% | 280.4%
FF - FED FUND 30DAY-85.8M$-81.2M-11.5%0% | 0%-17.7% | -17.7%-83.9% | -83.9%25.9% | 26.2%
GC - GOLD 100 OZ-30K$-59.1M-8.3%0% | 0.3%-385.7% | -383.4%-208.7% | -211.7%-151.0% | -148.9%
JY - JPN YEN CURR-1.9M$-130.6M-18.4%0% | -0.4%20.1% | 22.0%60.2% | 60.0%56.1% | 58.7%
MES - MSCI EMG MKTS21.4K$21.8M3.1%0% | 0.3%48.8% | 47.2%154.1% | 156.1%135.7% | 137.2%
MFS - MSCI EAFE-28.1K$-59.9M-8.5%0% | 0.3%27.6% | 29.6%-119.5% | -123.8%-123.5% | -123.6%
TU - US 2YR NOTE-348.8M$-354.0M-50.0%0% | 0%-29.9% | -29.9%-102.1% | -102.2%-2.6% | -0.4%
TY - US 10YR NOTE-79.3M$-87.4M-12.3%0% | 0.5%-28.9% | -28.0%-275.1% | -274.5%-398.7% | -371.7%
US - US LONG BOND-40.7M$-49.0M-6.9%0% | 1.6%6.2% | 8.9%1.5% | 4.4%11.9% | 19.8%
UX - US 10YR ULTRA-74.9M$-86.0M-12.1%0% | 0.9%-29.1% | -27.3%-277.1% | -274.9%-416.6% | -384.3%
WN - US ULTRA BOND-37.3M$-47.0M-6.6%0% | 2.2%8.1% | 11.8%1.6% | 6.5%11.2% | 20.5%
not investment advice - use at own risk - see terms - data by imgp funds
dbmfwatch - DBMF | 2023-08-04 | history
2023-08-04 2023-08-03 (1d)2023-07-28 (1wk)2023-07-07 (4wk)2023-05-05 (13wk)2023-02-03 (26wk)
symboldescriptionsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepct
-CL - WTI CRUDE OIL-143K$-11.6M-1.6%-143K$-11.3M-1.6%-406K$-32.3M-4.6%-741K$-53.2M-7.5%-133K$-9.1M-1.3%525K$40.0M4.6%
CLJ3WTI CRUDEFUTURE APR23---------------525K$40.0M4.6%
CLN3WTI CRUDEFUTURE JUL23-------------133K$-9.1M-1.3%---
CLU3WTI CRUDEFUTURE SEP23----------741K$-53.2M-7.5%------
CLV3WTI CRUDEFUTURE OCT23-143K$-11.6M-1.6%-143K$-11.3M-1.6%-406K$-32.3M-4.6%---------
-EC - EUR FX CURR164M$179.8M25.4%164M$179.9M25.3%189.8M$208.7M29.8%203M$221.7M31.3%112.5M$124.2M17.0%51.9M$56.7M6.5%
ECH3EURO FX CURR FUT MAR23---------------51.9M$56.7M6.5%
ECM3EURO FX CURR FUT JUN23------------112.5M$124.2M17.0%---
ECU3EURO FX CURR FUT SEP23164M$179.8M25.4%164M$179.9M25.3%189.8M$208.7M29.8%203M$221.7M31.3%------
-ED/SFR - 3MO EURDLR/SOFR-368.8M$-353.5M-49.9%-368.8M$-353.6M-49.7%-285M$-273.0M-39.0%-182.2M$-174.5M-24.6%-361M$-351.0M-48.2%-397M$-383.9M-44.0%
SFRM43 MONTH SOFR FUT JUN24----------------397M$-383.9M-44.0%
SFRU43 MONTH SOFR FUT SEP24-------------361M$-351.0M-48.2%---
SFRZ43 MONTH SOFR FUT DEC24-368.8M$-353.5M-49.9%-368.8M$-353.6M-49.7%-285M$-273.0M-39.0%-182.2M$-174.5M-24.6%------
-ES - S+P500 EMINI39.4K$177.9M25.1%39.4K$178.5M25.1%34.6K$157.9M22.6%32.8K$145.6M20.6%-24.2K$-98.6M-13.5%-28.8K$-120.7M-13.8%
ESH3S+P500 EMINI FUT MAR23----------------28.8K$-120.7M-13.8%
ESM3S+P500 EMINI FUT JUN23-------------24.2K$-98.6M-13.5%---
ESU3S+P500 EMINI FUT SEP2339.4K$177.9M25.1%39.4K$178.5M25.1%34.6K$157.9M22.6%32.8K$145.6M20.6%------
-FF - FED FUND 30DAY-85.8M$-81.2M-11.5%-85.8M$-81.2M-11.4%-72.9M$-69.0M-9.9%-46.7M$-44.2M-6.2%-115.8M$-110.1M-15.1%-73.8M$-70.2M-8.0%
FFJ3FED FUND 30DAY APR23----------------73.8M$-70.2M-8.0%
FFN3FED FUND 30DAY JUL23-------------115.8M$-110.1M-15.1%---
FFV3FED FUND 30DAY OCT23-85.8M$-81.2M-11.5%-85.8M$-81.2M-11.4%-72.9M$-69.0M-9.9%-46.7M$-44.2M-6.2%------
-GC - GOLD 100 OZ-30K$-59.1M-8.3%-30K$-59.2M-8.3%10.5K$20.8M3.0%27.6K$52.9M7.5%58.8K$120.9M16.6%39.2K$75.7M8.7%
GCJ3GOLD 100 OZ FUTR APR23---------------39.2K$75.7M8.7%
GCM3GOLD 100 OZ FUTR JUN23------------58.8K$120.9M16.6%---
GCQ3GOLD 100 OZ FUTR AUG23---------27.6K$52.9M7.5%------
GCZ3GOLD 100 OZ FUTR DEC23-30K$-59.1M-8.3%-30K$-59.2M-8.3%10.5K$20.8M3.0%---------
-JY - JPN YEN CURR-1.9M$-130.6M-18.4%-1.9M$-130.2M-18.3%-2.3M$-167.6M-23.9%-4.7M$-326.2M-46.0%-4.2M$-316.6M-43.4%-421.2K$-32.9M-3.8%
JYH3JPN YEN CURR FUT MAR23----------------421.2K$-32.9M-3.8%
JYM3JPN YEN CURR FUT JUN23-------------4.2M$-316.6M-43.4%---
JYU3JPN YEN CURR FUT SEP23-1.9M$-130.6M-18.4%-1.9M$-130.2M-18.3%-2.3M$-167.6M-23.9%-4.7M$-326.2M-46.0%------
-MES - MSCI EMG MKTS21.4K$21.8M3.1%21.4K$21.7M3.1%14.3K$14.8M2.1%-39.5K$-38.8M-5.5%-59.9K$-58.5M-8.0%86.2K$90.6M10.4%
MESH3MSCI EMGMKT MAR23---------------86.2K$90.6M10.4%
MESM3MSCI EMGMKT JUN23-------------59.9K$-58.5M-8.0%---
MESU3MSCI EMGMKT SEP2321.4K$21.8M3.1%21.4K$21.7M3.1%14.3K$14.8M2.1%-39.5K$-38.8M-5.5%------
-MFS - MSCI EAFE-28.1K$-59.9M-8.5%-28.1K$-60.1M-8.5%-38.8K$-85.1M-12.2%-12.8K$-26.8M-3.8%119.5K$254.0M34.8%30.8K$65.6M7.5%
MFSH3MSCI EAFEMAR23---------------30.8K$65.6M7.5%
MFSM3MSCI EAFEJUN23------------119.5K$254.0M34.8%---
MFSU3MSCI EAFESEP23-28.1K$-59.9M-8.5%-28.1K$-60.1M-8.5%-38.8K$-85.1M-12.2%-12.8K$-26.8M-3.8%------
-TU - US 2YR NOTE-348.8M$-354.0M-50.0%-348.8M$-354.0M-49.8%-268.6M$-272.4M-38.9%-172.6M$-175.0M-24.7%-339.8M$-352.5M-48.4%-372.4M$-383.8M-44.0%
TUH3US 2YR NOTE (CBT) MAR23----------------372.4M$-383.8M-44.0%
TUM3US 2YR NOTE (CBT) JUN23-------------339.8M$-352.5M-48.4%---
TUU3US 2YR NOTE (CBT) SEP23-348.8M$-354.0M-50.0%-348.8M$-354.0M-49.8%-268.6M$-272.4M-38.9%-172.6M$-175.0M-24.7%------
-TY - US 10YR NOTE-79.3M$-87.4M-12.3%-79.3M$-87.9M-12.4%-61.5M$-68.3M-9.8%45.3M$50.1M7.1%-15.9M$-18.5M-2.5%-92.6M$-107.0M-12.3%
TYH3US 10YR NOTE (CBT)MAR23----------------92.6M$-107.0M-12.3%
TYM3US 10YR NOTE (CBT)JUN23-------------15.9M$-18.5M-2.5%---
TYU3US 10YR NOTE (CBT)SEP23-79.3M$-87.4M-12.3%-79.3M$-87.9M-12.4%-61.5M$-68.3M-9.8%45.3M$50.1M7.1%------
-US - US LONG BOND-40.7M$-49.0M-6.9%-40.7M$-49.8M-7.0%-43.4M$-53.8M-7.7%-41.3M$-51.2M-7.2%-46.2M$-61.0M-8.4%-23.8M$-31.4M-3.6%
USH3US LONG BOND(CBT) MAR23----------------23.8M$-31.4M-3.6%
USM3US LONG BOND(CBT) JUN23-------------46.2M$-61.0M-8.4%---
USU3US LONG BOND(CBT) SEP23-40.7M$-49.0M-6.9%-40.7M$-49.8M-7.0%-43.4M$-53.8M-7.7%-41.3M$-51.2M-7.2%------
-UX - US 10YR ULTRA-74.9M$-86.0M-12.1%-74.9M$-86.8M-12.2%-58M$-67.6M-9.7%42.3M$49.2M6.9%-14.5M$-17.8M-2.4%-86.8M$-106.4M-12.2%
UXYH3US 10YR ULTRA FUT MAR23----------------86.8M$-106.4M-12.2%
UXYM3US 10YR ULTRA FUT JUN23-------------14.5M$-17.8M-2.4%---
UXYU3US 10YR ULTRA FUT SEP23-74.9M$-86.0M-12.1%-74.9M$-86.8M-12.2%-58M$-67.6M-9.7%42.3M$49.2M6.9%------
-WN - US ULTRA BOND-37.3M$-47.0M-6.6%-37.3M$-48.1M-6.8%-40.6M$-53.3M-7.6%-37.9M$-50.3M-7.1%-42M$-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$-59.2M-8.1%---
WNU3US ULTRA BOND CBT SEP23-37.3M$-47.0M-6.6%-37.3M$-48.1M-6.8%-40.6M$-53.3M-7.6%-37.9M$-50.3M-7.1%------
not investment advice - use at own risk - see terms - data by imgp funds

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