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7 min read dbmf-update

DBMF update - 4 jan 2024

DBMF update - 4 jan 2024
dbmfwatch - DBMF | 2024-01-04 | no 1d changes
descriptionsharesvaluepct1d chg1wk chg4wk chg13wk chg
CL - WTI CRUDE OIL-409K$-29.8M-4.6%0% | -3.2%-90.2% | -86.5%-232.5% | -248.0%-123.7% | -120.9%
EC - EUR FX CURR68.9M$75.4M11.6%0% | -0.3%26.4% | 24.2%53.5% | 56.0%-66.1% | -64.8%
ED/SFR - 3MO EURDLR/SOFR-138.2M$-133.7M-20.5%0% | 0%7.1% | 7.2%40.7% | 40.4%73.0% | 72.7%
ES - S+P500 EMINI45.0K$213.4M32.7%0% | -0.9%7.8% | 5.9%2.7% | 5.9%756.2% | 845.6%
GC - GOLD 100 OZ2.1K$4.3M0.7%0% | -1.5%-52.3% | -53.4%-97.1% | -97.1%102.0% | 102.2%
JY - JPN YEN CURR-2.4M$-169.2M-26.0%0% | 0.9%-12.7% | -11.5%33.1% | 30.5%59.1% | 57.5%
MES - MSCI EMG MKTS-126.8K$-128.7M-19.7%0% | 0.5%12.1% | 13.1%22.9% | 20.5%-111.6% | -129.8%
MFS - MSCI EAFE41.4K$91.5M14.0%0% | -0.8%395.8% | 385.0%567.8% | 580.8%-20.3% | -11.5%
TU - US 2YR NOTE-130.4M$-134.1M-20.6%0% | 0%7.3% | 7.4%40.7% | 40.5%73.1% | 72.7%
TY - US 10YR NOTE-66.2M$-74.5M-11.4%0% | -0.2%11.3% | 11.9%38.1% | 37.3%64.6% | 62.8%
US - US LONG BOND34M$42.2M6.5%0% | 0.3%113.8% | 110.9%170.1% | 172.2%135.0% | 138.9%
UX - US 10YR ULTRA-62.7M$-73.7M-11.3%0% | -0.3%11.4% | 12.3%38.8% | 37.8%65.2% | 62.8%
WN - US ULTRA BOND30.8M$40.8M6.3%0% | 0.4%123.2% | 118.9%169.1% | 171.0%133.7% | 138.7%
not investment advice - use at own risk - see terms - data by imgp funds
dbmfwatch - DBMF | 2024-01-04 | history
2024-01-04 2024-01-03 (1d)2023-12-28 (1wk)2023-12-07 (4wk)2023-10-05 (13wk)2023-07-06 (26wk)2023-01-05 (52wk)
symboldescriptionsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepct
-CL - WTI CRUDE OIL-409K$-29.8M-4.6%-409K$-28.9M-4.2%-215K$-16.0M-2.3%-123K$-8.6M-1.1%1.7M$142.6M14.5%-741K$-53.3M-7.5%196K$14.3M1.5%
CLH3WTI CRUDEFUTURE MAR23------------------196K$14.3M1.5%
CLU3WTI CRUDEFUTURE SEP23----------------741K$-53.3M-7.5%---
CLZ3WTI CRUDEFUTURE DEC23------------1.7M$142.6M14.5%------
CLG4WTI CRUDEFUTURE FEB24----------123K$-8.6M-1.1%---------
CLH4WTI CRUDEFUTURE MAR24-409K$-29.8M-4.6%-409K$-28.9M-4.2%-215K$-16.0M-2.3%------------
-EC - EUR FX CURR68.9M$75.4M11.6%68.9M$75.6M11.0%54.5M$60.7M8.8%44.9M$48.3M6.1%203.1M$214.0M21.8%203M$221.1M31.2%-49.8M$-53.0M-5.6%
ECH3EURO FX CURR FUT MAR23-------------------49.8M$-53.0M-5.6%
ECU3EURO FX CURR FUT SEP23---------------203M$221.1M31.2%---
ECZ3EURO FX CURR FUT DEC23---------44.9M$48.3M6.1%203.1M$214.0M21.8%------
ECH4EURO FX CURR FUT MAR2468.9M$75.4M11.6%68.9M$75.6M11.0%54.5M$60.7M8.8%------------
-ED/SFR - 3MO EURDLR/SOFR-138.2M$-133.7M-20.5%-138.2M$-133.7M-19.5%-148.8M$-144.0M-20.8%-233.2M$-224.5M-28.4%-512M$-489.8M-49.9%-182.2M$-174.7M-24.7%-276.2M$-266.0M-28.0%
SFRM43 MONTH SOFR FUT JUN24-------------------276.2M$-266.0M-28.0%
SFRZ43 MONTH SOFR FUT DEC24----------------182.2M$-174.7M-24.7%---
SFRH53 MONTH SOFR FUT MAR25----------233.2M$-224.5M-28.4%-512M$-489.8M-49.9%------
SFRM53 MONTH SOFR FUT JUN25-138.2M$-133.7M-20.5%-138.2M$-133.7M-19.5%-148.8M$-144.0M-20.8%------------
-ES - S+P500 EMINI45.0K$213.4M32.7%45.0K$215.2M31.3%41.7K$201.6M29.1%43.8K$201.5M25.5%5.2K$22.6M2.3%32.8K$146.8M20.7%-28.4K$-110.0M-11.6%
ESH3S+P500 EMINI FUT MAR23-------------------28.4K$-110.0M-11.6%
ESU3S+P500 EMINI FUT SEP23---------------32.8K$146.8M20.7%---
ESZ3S+P500 EMINI FUT DEC23------------5.2K$22.6M2.3%------
ESH4S+P500 EMINI FUT MAR2445.0K$213.4M32.7%45.0K$215.2M31.3%41.7K$201.6M29.1%43.8K$201.5M25.5%---------
-FF - FED FUND 30DAY-------------202.9M$-191.9M-19.5%-46.7M$-44.2M-6.2%-54.2M$-51.5M-5.4%
FFJ3FED FUND 30DAY APR23-------------------54.2M$-51.5M-5.4%
FFV3FED FUND 30DAY OCT23----------------46.7M$-44.2M-6.2%---
FFF4FED FUND 30DAY JAN24-------------202.9M$-191.9M-19.5%------
-GC - GOLD 100 OZ2.1K$4.3M0.7%2.1K$4.4M0.6%4.4K$9.2M1.3%72.9K$149.3M18.9%-105.3K$-193.2M-19.7%27.6K$53.2M7.5%-10.2K$-19.0M-2.0%
GCG3GOLD 100 OZ FUTR FEB23-------------------10.2K$-19.0M-2.0%
GCQ3GOLD 100 OZ FUTR AUG23---------------27.6K$53.2M7.5%---
GCZ3GOLD 100 OZ FUTR DEC23-------------105.3K$-193.2M-19.7%------
GCG4GOLD 100 OZ FUTR FEB242.1K$4.3M0.7%2.1K$4.4M0.6%4.4K$9.2M1.3%72.9K$149.3M18.9%---------
-JY - JPN YEN CURR-2.4M$-169.2M-26.0%-2.4M$-170.7M-24.8%-2.1M$-151.8M-21.9%-3.6M$-243.4M-30.8%-5.9M$-397.7M-40.5%-4.7M$-325.2M-45.9%710K$54.0M5.7%
JYH3JPN YEN CURR FUT MAR23------------------710K$54.0M5.7%
JYU3JPN YEN CURR FUT SEP23----------------4.7M$-325.2M-45.9%---
JYZ3JPN YEN CURR FUT DEC23----------3.6M$-243.4M-30.8%-5.9M$-397.7M-40.5%------
JYH4JPN YEN CURR FUT MAR24-2.4M$-169.2M-26.0%-2.4M$-170.7M-24.8%-2.1M$-151.8M-21.9%------------
-MES - MSCI EMG MKTS-126.8K$-128.7M-19.7%-126.8K$-129.3M-18.8%-144.3K$-148.0M-21.4%-164.6K$-161.8M-20.5%-60.0K$-56.0M-5.7%-39.5K$-39.6M-5.6%-74.5K$-74.4M-7.8%
MESH3MSCI EMGMKT MAR23-------------------74.5K$-74.4M-7.8%
MESU3MSCI EMGMKT SEP23----------------39.5K$-39.6M-5.6%---
MESZ3MSCI EMGMKT DEC23-------------60.0K$-56.0M-5.7%------
MESH4MSCI EMGMKT MAR24-126.8K$-128.7M-19.7%-126.8K$-129.3M-18.8%-144.3K$-148.0M-21.4%-164.6K$-161.8M-20.5%---------
-MFS - MSCI EAFE41.4K$91.5M14.0%41.4K$92.2M13.4%8.3K$18.9M2.7%-8.8K$-19.0M-2.4%52.0K$103.4M10.5%-12.8K$-27.3M-3.8%13.1K$26.0M2.7%
MFSH3MSCI EAFEMAR23------------------13.1K$26.0M2.7%
MFSU3MSCI EAFESEP23----------------12.8K$-27.3M-3.8%---
MFSZ3MSCI EAFEDEC23------------52.0K$103.4M10.5%------
MFSH4MSCI EAFEMAR2441.4K$91.5M14.0%41.4K$92.2M13.4%8.3K$18.9M2.7%-8.8K$-19.0M-2.4%---------
-TU - US 2YR NOTE-130.4M$-134.1M-20.6%-130.4M$-134.0M-19.5%-140.6M$-144.8M-20.9%-219.8M$-225.2M-28.5%-484.4M$-490.9M-50.0%-172.6M$-175.2M-24.7%-259.4M$-266.1M-28.0%
TUH3US 2YR NOTE (CBT) MAR23-------------------259.4M$-266.1M-28.0%
TUU3US 2YR NOTE (CBT) SEP23----------------172.6M$-175.2M-24.7%---
TUZ3US 2YR NOTE (CBT) DEC23-------------484.4M$-490.9M-50.0%------
TUH4US 2YR NOTE (CBT) MAR24-130.4M$-134.1M-20.6%-130.4M$-134.0M-19.5%-140.6M$-144.8M-20.9%-219.8M$-225.2M-28.5%---------
-TY - US 10YR NOTE-66.2M$-74.5M-11.4%-66.2M$-74.3M-10.8%-74.6M$-84.5M-12.2%-106.9M$-118.8M-15.0%-186.8M$-200.1M-20.4%45.3M$50.4M7.1%-102.3M$-115.8M-12.2%
TYH3US 10YR NOTE (CBT)MAR23-------------------102.3M$-115.8M-12.2%
TYU3US 10YR NOTE (CBT)SEP23---------------45.3M$50.4M7.1%---
TYZ3US 10YR NOTE (CBT)DEC23-------------186.8M$-200.1M-20.4%------
TYH4US 10YR NOTE (CBT)MAR24-66.2M$-74.5M-11.4%-66.2M$-74.3M-10.8%-74.6M$-84.5M-12.2%-106.9M$-118.8M-15.0%---------
-US - US LONG BOND34M$42.2M6.5%34M$42.1M6.1%15.9M$20.0M2.9%-48.5M$-58.5M-7.4%-97.2M$-108.4M-11.0%-41.3M$-51.7M-7.3%-45M$-57.4M-6.0%
USH3US LONG BOND(CBT) MAR23-------------------45M$-57.4M-6.0%
USU3US LONG BOND(CBT) SEP23----------------41.3M$-51.7M-7.3%---
USZ3US LONG BOND(CBT) DEC23-------------97.2M$-108.4M-11.0%------
USH4US LONG BOND(CBT) MAR2434M$42.2M6.5%34M$42.1M6.1%15.9M$20.0M2.9%-48.5M$-58.5M-7.4%---------
-UX - US 10YR ULTRA-62.7M$-73.7M-11.3%-62.7M$-73.5M-10.7%-70.8M$-84.0M-12.1%-102.5M$-118.5M-15.0%-180M$-198.2M-20.2%42.3M$49.6M7.0%-96.3M$-115.1M-12.1%
UXYH3US 10YR ULTRA FUT MAR23-------------------96.3M$-115.1M-12.1%
UXYU3US 10YR ULTRA FUT SEP23---------------42.3M$49.6M7.0%---
UXYZ3US 10YR ULTRA FUT DEC23-------------180M$-198.2M-20.2%------
UXYH4US 10YR ULTRA FUT MAR24-62.7M$-73.7M-11.3%-62.7M$-73.5M-10.7%-70.8M$-84.0M-12.1%-102.5M$-118.5M-15.0%---------
-WN - US ULTRA BOND30.8M$40.8M6.3%30.8M$40.7M5.9%13.8M$18.7M2.7%-44.6M$-57.5M-7.3%-91.5M$-105.7M-10.8%-37.9M$-50.9M-7.2%-41.3M$-56.7M-6.0%
WNH3US ULTRA BOND CBT MAR23-------------------41.3M$-56.7M-6.0%
WNU3US ULTRA BOND CBT SEP23----------------37.9M$-50.9M-7.2%---
WNZ3US ULTRA BOND CBT DEC23-------------91.5M$-105.7M-10.8%------
WNH4US ULTRA BOND CBT MAR2430.8M$40.8M6.3%30.8M$40.7M5.9%13.8M$18.7M2.7%-44.6M$-57.5M-7.3%---------
not investment advice - use at own risk - see terms - data by imgp funds

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