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7 min read dbmf-update

DBMF update - 5 dec 2023

DBMF update - 5 dec 2023
dbmfwatch - DBMF | 2023-12-05 | changes found
descriptionsharesvaluepct1d chg1wk chg4wk chg13wk chg
CL - WTI CRUDE OIL-123K$-9.0M-1.1%-143.9% | -143.4%-143.9% | -142.9%-124.4% | -122.2%-122.0% | -119.0%
EC - EUR FX CURR44.9M$48.6M6.1%-40.3% | -40.5%-40.3% | -41.0%159.7% | 160.2%-85.1% | -85.0%
ED/SFR - 3MO EURDLR/SOFR-233.2M$-224.4M-28.3%22.8% | 22.9%22.8% | 22.6%20.5% | 20.2%12.1% | 11.8%
ES - S+P500 EMINI43.8K$200.2M25.2%105.4% | 104.3%105.4% | 106.1%753.0% | 781.6%288.9% | 293.6%
GC - GOLD 100 OZ72.9K$148.9M18.8%620.7% | 608.9%620.7% | 628.4%531.4% | 543.0%208.2% | 212.3%
JY - JPN YEN CURR-3.6M$-243.6M-30.7%26.1% | 26.4%26.1% | 25.6%-4.6% | -6.0%-20.2% | -19.2%
MES - MSCI EMG MKTS-164.6K$-161.2M-20.3%-8.4% | -7.2%-8.4% | -8.0%-130.0% | -131.8%-672.3% | -665.4%
MFS - MSCI EAFE-8.8K$-18.9M-2.4%66.6% | 66.9%66.6% | 66.5%64.7% | 63.2%-234.1% | -235.5%
TU - US 2YR NOTE-219.8M$-225.0M-28.3%23.3% | 23.4%23.3% | 22.7%20.9% | 20.2%12.6% | 12.2%
TY - US 10YR NOTE-106.9M$-117.8M-14.8%9.1% | 9.5%9.1% | 8.1%22.3% | 20.4%14.4% | 14.7%
US - US LONG BOND-48.5M$-57.0M-7.2%10.4% | 10.8%10.4% | 9.2%27.0% | 23.6%-3.2% | -0.8%
UX - US 10YR ULTRA-102.5M$-116.9M-14.7%9.4% | 9.8%9.4% | 8.4%22.9% | 20.5%13.9% | 14.9%
WN - US ULTRA BOND-44.6M$-55.5M-7.0%11.7% | 12.0%11.7% | 9.5%29.8% | 24.6%-0.9% | 1.7%
not investment advice - use at own risk - see terms - data by imgp funds
dbmfwatch - DBMF | 2023-12-05 | history
2023-12-05 2023-12-04 (1d)2023-11-28 (1wk)2023-11-07 (4wk)2023-09-05 (13wk)2023-06-06 (26wk)2022-12-06 (52wk)
symboldescriptionsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepct
-CL - WTI CRUDE OIL-123K$-9.0M-1.1%280K$20.8M2.6%280K$21.0M2.6%505K$40.7M4.8%559K$47.4M6.3%-914K$-66.0M-9.5%-214K$-16.5M-1.6%
CLG3WTI CRUDEFUTURE FEB23-------------------214K$-16.5M-1.6%
CLQ3WTI CRUDEFUTURE AUG23----------------914K$-66.0M-9.5%---
CLX3WTI CRUDEFUTURE NOV23------------559K$47.4M6.3%------
CLF4WTI CRUDEFUTURE JAN24---------505K$40.7M4.8%---------
CLG4WTI CRUDEFUTURE FEB24-123K$-9.0M-1.1%280K$20.8M2.6%280K$21.0M2.6%------------
-EC - EUR FX CURR44.9M$48.6M6.1%75.1M$81.7M10.3%75.1M$82.4M10.2%-75.1M$-80.7M-9.4%300.9M$324.5M43.4%104M$111.5M16.1%-298.6M$-313.7M-30.3%
ECZ2EURO FX CURR FUT DEC22-------------------298.6M$-313.7M-30.3%
ECM3EURO FX CURR FUT JUN23---------------104M$111.5M16.1%---
ECU3EURO FX CURR FUT SEP23------------300.9M$324.5M43.4%------
ECZ3EURO FX CURR FUT DEC2344.9M$48.6M6.1%75.1M$81.7M10.3%75.1M$82.4M10.2%-75.1M$-80.7M-9.4%---------
-ED/SFR - 3MO EURDLR/SOFR-233.2M$-224.4M-28.3%-302.2M$-291.0M-36.9%-302.2M$-289.8M-35.9%-293.5M$-281.1M-32.9%-265.5M$-254.4M-34.0%-257.5M$-248.2M-35.9%-460.8M$-440.9M-42.6%
EDH490DAY EURFUTR MAR24-------------------460.8M$-440.9M-42.6%
SFRU43 MONTH SOFR FUT SEP24----------------257.5M$-248.2M-35.9%---
SFRZ43 MONTH SOFR FUT DEC24-------------265.5M$-254.4M-34.0%------
SFRH53 MONTH SOFR FUT MAR25-233.2M$-224.4M-28.3%-302.2M$-291.0M-36.9%-302.2M$-289.8M-35.9%-293.5M$-281.1M-32.9%---------
-ES - S+P500 EMINI43.8K$200.2M25.2%21.3K$98.0M12.4%21.3K$97.1M12.0%-6.7K$-29.4M-3.4%11.2K$50.9M6.8%21.1K$90.5M13.1%-16.4K$-65.9M-6.4%
ESZ2S+P500 EMINI FUT DEC22-------------------16.4K$-65.9M-6.4%
ESM3S+P500 EMINI FUT JUN23---------------21.1K$90.5M13.1%---
ESU3S+P500 EMINI FUT SEP23------------11.2K$50.9M6.8%------
ESZ3S+P500 EMINI FUT DEC2343.8K$200.2M25.2%21.3K$98.0M12.4%21.3K$97.1M12.0%-6.7K$-29.4M-3.4%---------
-FF - FED FUND 30DAY----125.4M$-118.7M-15.0%-125.4M$-118.7M-14.7%-170.8M$-161.7M-18.9%-143.3M$-135.7M-18.2%-67.5M$-64.0M-9.3%-205.8M$-196.9M-19.0%
FFF3FED FUND 30DAY JAN23-------------------205.8M$-196.9M-19.0%
FFN3FED FUND 30DAY JUL23----------------67.5M$-64.0M-9.3%---
FFV3FED FUND 30DAY OCT23-------------143.3M$-135.7M-18.2%------
FFF4FED FUND 30DAY JAN24----125.4M$-118.7M-15.0%-125.4M$-118.7M-14.7%-170.8M$-161.7M-18.9%---------
-GC - GOLD 100 OZ72.9K$148.9M18.8%-14K$-29.3M-3.7%-14K$-28.2M-3.5%-16.9K$-33.6M-3.9%-67.4K$-132.6M-17.7%33.9K$66.9M9.7%-65.1K$-116.0M-11.2%
GCG3GOLD 100 OZ FUTR FEB23-------------------65.1K$-116.0M-11.2%
GCQ3GOLD 100 OZ FUTR AUG23---------------33.9K$66.9M9.7%---
GCZ3GOLD 100 OZ FUTR DEC23-------14K$-28.2M-3.5%-16.9K$-33.6M-3.9%-67.4K$-132.6M-17.7%------
GCG4GOLD 100 OZ FUTR FEB2472.9K$148.9M18.8%-14K$-29.3M-3.7%---------------
-JY - JPN YEN CURR-3.6M$-243.6M-30.7%-4.8M$-330.9M-41.9%-4.8M$-327.3M-40.5%-3.4M$-229.8M-26.9%-3.0M$-204.3M-27.3%-5.9M$-425.0M-61.4%1.8M$130.0M12.6%
JYZ2JPN YEN CURR FUT DEC22------------------1.8M$130.0M12.6%
JYM3JPN YEN CURR FUT JUN23----------------5.9M$-425.0M-61.4%---
JYU3JPN YEN CURR FUT SEP23-------------3.0M$-204.3M-27.3%------
JYZ3JPN YEN CURR FUT DEC23-3.6M$-243.6M-30.7%-4.8M$-330.9M-41.9%-4.8M$-327.3M-40.5%-3.4M$-229.8M-26.9%---------
-MES - MSCI EMG MKTS-164.6K$-161.2M-20.3%-151.8K$-150.4M-19.0%-151.8K$-149.2M-18.5%-71.5K$-69.5M-8.1%28.8K$28.5M3.8%-77.1K$-76.3M-11.0%-115.1K$-111.8M-10.8%
MESZ2MSCI EMGMKT DEC22-------------------115.1K$-111.8M-10.8%
MESM3MSCI EMGMKT JUN23----------------77.1K$-76.3M-11.0%---
MESU3MSCI EMGMKT SEP23------------28.8K$28.5M3.8%------
MESZ3MSCI EMGMKT DEC23-164.6K$-161.2M-20.3%-151.8K$-150.4M-19.0%-151.8K$-149.2M-18.5%-71.5K$-69.5M-8.1%---------
-MFS - MSCI EAFE-8.8K$-18.9M-2.4%-26.5K$-56.9M-7.2%-26.5K$-56.3M-7.0%-25.1K$-51.2M-6.0%6.6K$13.9M1.9%28.8K$60.4M8.7%41.6K$82.0M7.9%
MFSZ2MSCI EAFEDEC22------------------41.6K$82.0M7.9%
MFSM3MSCI EAFEJUN23---------------28.8K$60.4M8.7%---
MFSU3MSCI EAFESEP23------------6.6K$13.9M1.9%------
MFSZ3MSCI EAFEDEC23-8.8K$-18.9M-2.4%-26.5K$-56.9M-7.2%-26.5K$-56.3M-7.0%-25.1K$-51.2M-6.0%---------
-TU - US 2YR NOTE-219.8M$-225.0M-28.3%-286.4M$-293.6M-37.2%-286.4M$-290.9M-36.0%-277.8M$-281.8M-33.0%-251.6M$-256.3M-34.3%-242.2M$-248.8M-36.0%-430.2M$-441.6M-42.7%
TUH3US 2YR NOTE (CBT) MAR23-------------------430.2M$-441.6M-42.7%
TUU3US 2YR NOTE (CBT) SEP23----------------242.2M$-248.8M-36.0%---
TUZ3US 2YR NOTE (CBT) DEC23-------286.4M$-290.9M-36.0%-277.8M$-281.8M-33.0%-251.6M$-256.3M-34.3%------
TUH4US 2YR NOTE (CBT) MAR24-219.8M$-225.0M-28.3%-286.4M$-293.6M-37.2%---------------
-TY - US 10YR NOTE-106.9M$-117.8M-14.8%-117.6M$-130.2M-16.5%-117.6M$-128.2M-15.9%-137.6M$-148.0M-17.3%-124.9M$-138.1M-18.5%53.6M$61.0M8.8%-166.4M$-189.5M-18.3%
TYH3US 10YR NOTE (CBT)MAR23-------------------166.4M$-189.5M-18.3%
TYU3US 10YR NOTE (CBT)SEP23---------------53.6M$61.0M8.8%---
TYZ3US 10YR NOTE (CBT)DEC23-------117.6M$-128.2M-15.9%-137.6M$-148.0M-17.3%-124.9M$-138.1M-18.5%------
TYH4US 10YR NOTE (CBT)MAR24-106.9M$-117.8M-14.8%-117.6M$-130.2M-16.5%---------------
-US - US LONG BOND-48.5M$-57.0M-7.2%-54.1M$-63.9M-8.1%-54.1M$-62.8M-7.8%-66.4M$-74.7M-8.7%-47M$-56.6M-7.6%-52.3M$-66.9M-9.7%-65.2M$-84.0M-8.1%
USH3US LONG BOND(CBT) MAR23-------------------65.2M$-84.0M-8.1%
USU3US LONG BOND(CBT) SEP23----------------52.3M$-66.9M-9.7%---
USZ3US LONG BOND(CBT) DEC23-------54.1M$-62.8M-7.8%-66.4M$-74.7M-8.7%-47M$-56.6M-7.6%------
USH4US LONG BOND(CBT) MAR24-48.5M$-57.0M-7.2%-54.1M$-63.9M-8.1%---------------
-UX - US 10YR ULTRA-102.5M$-116.9M-14.7%-113.1M$-129.6M-16.4%-113.1M$-127.6M-15.8%-132.9M$-147.0M-17.2%-119.1M$-137.3M-18.4%50.3M$60.2M8.7%-156.1M$-188.3M-18.2%
UXYH3US 10YR ULTRA FUT MAR23-------------------156.1M$-188.3M-18.2%
UXYU3US 10YR ULTRA FUT SEP23---------------50.3M$60.2M8.7%---
UXYZ3US 10YR ULTRA FUT DEC23-------113.1M$-127.6M-15.8%-132.9M$-147.0M-17.2%-119.1M$-137.3M-18.4%------
UXYH4US 10YR ULTRA FUT MAR24-102.5M$-116.9M-14.7%-113.1M$-129.6M-16.4%---------------
-WN - US ULTRA BOND-44.6M$-55.5M-7.0%-50.5M$-63.1M-8.0%-50.5M$-61.4M-7.6%-63.5M$-73.6M-8.6%-44.2M$-56.5M-7.6%-48.6M$-66.1M-9.6%-58.7M$-82.8M-8.0%
WNH3US ULTRA BOND CBT MAR23-------------------58.7M$-82.8M-8.0%
WNU3US ULTRA BOND CBT SEP23----------------48.6M$-66.1M-9.6%---
WNZ3US ULTRA BOND CBT DEC23-------50.5M$-61.4M-7.6%-63.5M$-73.6M-8.6%-44.2M$-56.5M-7.6%------
WNH4US ULTRA BOND CBT MAR24-44.6M$-55.5M-7.0%-50.5M$-63.1M-8.0%---------------
not investment advice - use at own risk - see terms - data by imgp funds

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