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6 min read dbmf-update

DBMF update - 6 may 2024

DBMF update - 6 may 2024
dbmfwatch - DBMF | 2024-05-06 | no 1d changes
descriptionsharesvaluepct1d chg1wk chg4wk chg13wk chg
CL - WTI CRUDE OIL1.8M$136.4M13.5%0% | -0.9%-17.4% | -21.8%-19.1% | -26.9%2.64K% | 2.83K%
EC - EUR FX CURR-523.1M$-564.3M-55.8%0% | -0.3%24.6% | 24.1%26.2% | 26.7%-359.9% | -358.8%
ES - S+P500 EMINI-19.3K$-99.5M-9.8%0% | -1.2%49.9% | 49.5%-142.8% | -142.0%-128.0% | -129.0%
GC - GOLD 100 OZ64.1K$148.0M14.6%0% | 0%-12.9% | -14.0%-23.7% | -24.9%493.5% | 567.2%
JY - JPN YEN CURR-10.6M$-696.5M-68.9%0% | -0.1%28.8% | 27.9%-8.0% | -6.6%-157.9% | -150.1%
MES - MSCI EMG MKTS103.0K$111.2M11.0%0% | 0.9%-9.1% | -5.0%470.0% | 479.3%207.7% | 217.8%
MFS - MSCI EAFE175.2K$405.7M40.1%0% | 1.0%-34.3% | -33.4%-41.1% | -41.5%112.8% | 120.5%
TU - US 2YR NOTE-842.4M$-857.2M-84.8%0% | -0.1%3.1% | 2.9%8.4% | 8.6%-3.17K% | -3.14K%
TY - US 10YR NOTE-461.4M$-502.3M-49.7%0% | -0.5%8.7% | 7.8%-41.3% | -40.2%-3.02K% | -2.94K%
US - US LONG BOND-33.7M$-39.1M-3.9%0% | -0.7%-9.1% | -11.0%-156.8% | -156.1%-177.5% | -173.7%
not investment advice - use at own risk - see terms - data by imgp funds
dbmfwatch - DBMF | 2024-05-06 | history
2024-05-06 2024-05-03 (1d)2024-04-25 (1wk)2024-04-08 (4wk)2024-02-05 (13wk)2023-11-06 (26wk)2023-05-08 (52wk)
symboldescriptionsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepct
BP0VPK2TREASURY BILL------------40M$39.4M5.4%------
-CL - WTI CRUDE OIL1.8M$136.4M13.5%1.8M$137.7M13.6%2.1M$174.4M17.3%2.2M$186.7M19.5%-69K$-5.0M-0.7%895K$71.8M7.8%-133K$-9.5M-1.3%
CLN3WTI CRUDEFUTURE JUL23-------------------133K$-9.5M-1.3%
CLF4WTI CRUDEFUTURE JAN24---------------895K$71.8M7.8%---
CLJ4WTI CRUDEFUTURE APR24-------------69K$-5.0M-0.7%------
CLM4WTI CRUDEFUTURE JUN24---------2.2M$186.7M19.5%---------
CLN4WTI CRUDEFUTURE JUL241.8M$136.4M13.5%1.8M$137.7M13.6%2.1M$174.4M17.3%------------
-EC - EUR FX CURR-523.1M$-564.3M-55.8%-523.1M$-562.4M-55.4%-693.5M$-743.2M-73.7%-708.9M$-770.3M-80.5%-113.8M$-123.0M-17.0%-63.5M$-68.3M-7.5%112.5M$124.4M17.0%
ECM3EURO FX CURR FUT JUN23------------------112.5M$124.4M17.0%
ECZ3EURO FX CURR FUT DEC23----------------63.5M$-68.3M-7.5%---
ECH4EURO FX CURR FUT MAR24-------------113.8M$-123.0M-17.0%------
ECM4EURO FX CURR FUT JUN24-523.1M$-564.3M-55.8%-523.1M$-562.4M-55.4%-693.5M$-743.2M-73.7%-708.9M$-770.3M-80.5%---------
-ED/SFR - 3MO EURDLR/SOFR-------------26.8M$-25.8M-3.6%-388.8M$-372.9M-40.7%-361M$-350.1M-47.8%
SFRU43 MONTH SOFR FUT SEP24-------------------361M$-350.1M-47.8%
SFRH53 MONTH SOFR FUT MAR25----------------388.8M$-372.9M-40.7%---
SFRM53 MONTH SOFR FUT JUN25-------------26.8M$-25.8M-3.6%------
-ES - S+P500 EMINI-19.3K$-99.5M-9.8%-19.3K$-98.3M-9.7%-38.5K$-196.9M-19.5%45.1K$236.9M24.8%68.8K$342.9M47.3%-8.7K$-37.9M-4.1%-24.2K$-100.4M-13.7%
ESM3S+P500 EMINI FUT JUN23-------------------24.2K$-100.4M-13.7%
ESZ3S+P500 EMINI FUT DEC23----------------8.7K$-37.9M-4.1%---
ESH4S+P500 EMINI FUT MAR24------------68.8K$342.9M47.3%------
ESM4S+P500 EMINI FUT JUN24-19.3K$-99.5M-9.8%-19.3K$-98.3M-9.7%-38.5K$-196.9M-19.5%45.1K$236.9M24.8%---------
-FF - FED FUND 30DAY----------------198.3M$-187.7M-20.5%-115.8M$-110.0M-15.0%
FFN3FED FUND 30DAY JUL23-------------------115.8M$-110.0M-15.0%
FFF4FED FUND 30DAY JAN24----------------198.3M$-187.7M-20.5%---
-GC - GOLD 100 OZ64.1K$148.0M14.6%64.1K$148.0M14.6%73.6K$172.1M17.1%84K$197.0M20.6%10.8K$22.2M3.1%-61.9K$-123.8M-13.5%58.8K$119.1M16.2%
GCM3GOLD 100 OZ FUTR JUN23------------------58.8K$119.1M16.2%
GCZ3GOLD 100 OZ FUTR DEC23----------------61.9K$-123.8M-13.5%---
GCJ4GOLD 100 OZ FUTR APR24------------10.8K$22.2M3.1%------
GCM4GOLD 100 OZ FUTR JUN2464.1K$148.0M14.6%64.1K$148.0M14.6%73.6K$172.1M17.1%84K$197.0M20.6%---------
-JY - JPN YEN CURR-10.6M$-696.5M-68.9%-10.6M$-695.9M-68.6%-14.9M$-965.7M-95.8%-9.8M$-653.5M-68.3%-4.1M$-278.5M-38.4%-3.0M$-203.9M-22.3%-4.2M$-315.0M-43.0%
JYM3JPN YEN CURR FUT JUN23-------------------4.2M$-315.0M-43.0%
JYZ3JPN YEN CURR FUT DEC23----------------3.0M$-203.9M-22.3%---
JYH4JPN YEN CURR FUT MAR24-------------4.1M$-278.5M-38.4%------
JYM4JPN YEN CURR FUT JUN24-10.6M$-696.5M-68.9%-10.6M$-695.9M-68.6%-14.9M$-965.7M-95.8%-9.8M$-653.5M-68.3%---------
-MES - MSCI EMG MKTS103.0K$111.2M11.0%103.0K$110.2M10.9%113.3K$117.1M11.6%-27.9K$-29.3M-3.1%-95.7K$-94.4M-13.0%-71.7K$-69.0M-7.5%-59.9K$-59.2M-8.1%
MESM3MSCI EMGMKT JUN23-------------------59.9K$-59.2M-8.1%
MESZ3MSCI EMGMKT DEC23----------------71.7K$-69.0M-7.5%---
MESH4MSCI EMGMKT MAR24-------------95.7K$-94.4M-13.0%------
MESM4MSCI EMGMKT JUN24103.0K$111.2M11.0%103.0K$110.2M10.9%113.3K$117.1M11.6%-27.9K$-29.3M-3.1%---------
-MFS - MSCI EAFE175.2K$405.7M40.1%175.2K$401.9M39.6%266.8K$609.0M60.4%297.7K$693.2M72.5%82.3K$184.0M25.4%-28.2K$-58.0M-6.3%119.5K$257.6M35.1%
MFSM3MSCI EAFEJUN23------------------119.5K$257.6M35.1%
MFSZ3MSCI EAFEDEC23----------------28.2K$-58.0M-6.3%---
MFSH4MSCI EAFEMAR24------------82.3K$184.0M25.4%------
MFSM4MSCI EAFEJUN24175.2K$405.7M40.1%175.2K$401.9M39.6%266.8K$609.0M60.4%297.7K$693.2M72.5%---------
-TU - US 2YR NOTE-842.4M$-857.2M-84.8%-842.4M$-856.1M-84.4%-869.4M$-882.8M-87.6%-919.4M$-937.9M-98.1%-25.8M$-26.5M-3.6%-368M$-374.1M-40.9%-339.8M$-351.2M-47.9%
TUM3US 2YR NOTE (CBT) JUN23-------------------339.8M$-351.2M-47.9%
TUZ3US 2YR NOTE (CBT) DEC23----------------368M$-374.1M-40.9%---
TUH4US 2YR NOTE (CBT) MAR24-------------25.8M$-26.5M-3.6%------
TUM4US 2YR NOTE (CBT) JUN24-842.4M$-857.2M-84.8%-842.4M$-856.1M-84.4%-869.4M$-882.8M-87.6%-919.4M$-937.9M-98.1%---------
-TY - US 10YR NOTE-461.4M$-502.3M-49.7%-461.4M$-500.0M-49.3%-505.5M$-544.6M-54.0%-326.6M$-358.1M-37.5%-14.8M$-16.5M-2.3%-171.2M$-185.5M-20.3%-15.9M$-18.4M-2.5%
TYM3US 10YR NOTE (CBT)JUN23-------------------15.9M$-18.4M-2.5%
TYZ3US 10YR NOTE (CBT)DEC23----------------171.2M$-185.5M-20.3%---
TYH4US 10YR NOTE (CBT)MAR24-------------14.8M$-16.5M-2.3%------
TYM4US 10YR NOTE (CBT)JUN24-461.4M$-502.3M-49.7%-461.4M$-500.0M-49.3%-505.5M$-544.6M-54.0%-326.6M$-358.1M-37.5%---------
-US - US LONG BOND-33.7M$-39.1M-3.9%-33.7M$-38.8M-3.8%-30.9M$-35.2M-3.5%59.3M$69.7M7.3%43.5M$53.0M7.3%-57.2M$-65.0M-7.1%-46.2M$-60.5M-8.3%
USM3US LONG BOND(CBT) JUN23-------------------46.2M$-60.5M-8.3%
USZ3US LONG BOND(CBT) DEC23----------------57.2M$-65.0M-7.1%---
USH4US LONG BOND(CBT) MAR24------------43.5M$53.0M7.3%------
USM4US LONG BOND(CBT) JUN24-33.7M$-39.1M-3.9%-33.7M$-38.8M-3.8%-30.9M$-35.2M-3.5%59.3M$69.7M7.3%---------
-UX - US 10YR ULTRA-------------13.6M$-15.8M-2.2%-166.2M$-185.5M-20.3%-14.5M$-17.6M-2.4%
UXYM3US 10YR ULTRA FUT JUN23-------------------14.5M$-17.6M-2.4%
UXYZ3US 10YR ULTRA FUT DEC23----------------166.2M$-185.5M-20.3%---
UXYH4US 10YR ULTRA FUT MAR24-------------13.6M$-15.8M-2.2%------
-WN - US ULTRA BOND------------40.3M$52.0M7.2%-54.9M$-64.6M-7.1%-42M$-58.7M-8.0%
WNM3US ULTRA BOND CBT JUN23-------------------42M$-58.7M-8.0%
WNZ3US ULTRA BOND CBT DEC23----------------54.9M$-64.6M-7.1%---
WNH4US ULTRA BOND CBT MAR24------------40.3M$52.0M7.2%------
not investment advice - use at own risk - see terms - data by imgp funds

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