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7 min read dbmf-update

DBMF update - 7 dec 2023

DBMF update - 7 dec 2023
dbmfwatch - DBMF | 2023-12-07 | changes found
descriptionsharesvaluepct1d chg1wk chg4wk chg13wk chg
CL - WTI CRUDE OIL-123K$-8.6M-1.1%0% | 4.0%-143.9% | -139.2%-124.4% | -122.5%-116.2% | -113.0%
EC - EUR FX CURR44.9M$48.3M6.1%0% | -0.2%-40.3% | -41.5%159.7% | 160.0%-79.9% | -79.9%
ED/SFR - 3MO EURDLR/SOFR-233.2M$-224.5M-28.4%0% | 0.1%22.8% | 22.8%20.5% | 20.2%31.3% | 30.9%
ES - S+P500 EMINI43.8K$201.5M25.5%0% | 0.7%105.4% | 107.5%753.0% | 783.7%162.8% | 170.7%
GC - GOLD 100 OZ72.9K$149.3M18.9%0% | 0.6%620.7% | 615.9%531.4% | 551.2%197.6% | 202.8%
JY - JPN YEN CURR-3.6M$-243.4M-30.8%0% | 0.1%26.1% | 26.3%-4.6% | -6.7%0.3% | 0.1%
MES - MSCI EMG MKTS-164.6K$-161.8M-20.5%0% | -0.9%-8.4% | -8.2%-130.0% | -134.8%-2.24K% | -2.25K%
MFS - MSCI EAFE-8.8K$-19.0M-2.4%0% | -1.2%66.6% | 66.3%64.7% | 62.5%-298.9% | -305.1%
TU - US 2YR NOTE-219.8M$-225.2M-28.5%0% | 0.1%23.3% | 23.2%20.9% | 20.1%31.4% | 30.7%
TY - US 10YR NOTE-106.9M$-118.8M-15.0%0% | -0.2%9.1% | 8.4%22.3% | 20.3%22.7% | 21.7%
US - US LONG BOND-48.5M$-58.5M-7.4%0% | -1.0%10.4% | 8.0%27.0% | 23.3%-14.7% | -16.0%
UX - US 10YR ULTRA-102.5M$-118.5M-15.0%0% | -0.4%9.4% | 8.3%22.9% | 20.3%22.3% | 21.4%
WN - US ULTRA BOND-44.6M$-57.5M-7.3%0% | -1.4%11.7% | 8.3%29.8% | 24.0%-13.5% | -15.9%
not investment advice - use at own risk - see terms - data by imgp funds
dbmfwatch - DBMF | 2023-12-07 | history
2023-12-07 2023-12-06 (1d)2023-11-30 (1wk)2023-11-09 (4wk)2023-09-07 (13wk)2023-06-08 (26wk)2022-12-08 (52wk)
symboldescriptionsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepct
-CL - WTI CRUDE OIL-123K$-8.6M-1.1%-123K$-8.9M-1.1%280K$21.8M2.7%505K$38.0M4.6%761K$66.0M8.7%-901K$-65.4M-9.6%-214K$-15.5M-1.5%
CLG3WTI CRUDEFUTURE FEB23-------------------214K$-15.5M-1.5%
CLQ3WTI CRUDEFUTURE AUG23----------------901K$-65.4M-9.6%---
CLX3WTI CRUDEFUTURE NOV23------------761K$66.0M8.7%------
CLF4WTI CRUDEFUTURE JAN24---------505K$38.0M4.6%---------
CLG4WTI CRUDEFUTURE FEB24-123K$-8.6M-1.1%-123K$-8.9M-1.1%280K$21.8M2.7%------------
-EC - EUR FX CURR44.9M$48.3M6.1%44.9M$48.4M6.2%75.1M$82.6M10.3%-75.1M$-80.5M-9.7%223.6M$240.0M31.8%102.6M$109.9M16.1%-298.6M$-314.3M-30.9%
ECZ2EURO FX CURR FUT DEC22-------------------298.6M$-314.3M-30.9%
ECM3EURO FX CURR FUT JUN23---------------102.6M$109.9M16.1%---
ECU3EURO FX CURR FUT SEP23------------223.6M$240.0M31.8%------
ECZ3EURO FX CURR FUT DEC2344.9M$48.3M6.1%44.9M$48.4M6.2%75.1M$82.6M10.3%-75.1M$-80.5M-9.7%---------
-ED/SFR - 3MO EURDLR/SOFR-233.2M$-224.5M-28.4%-233.2M$-224.6M-28.6%-302.2M$-290.7M-36.4%-293.5M$-281.3M-33.8%-339.8M$-324.8M-43.0%-253.8M$-244.1M-35.7%-460.8M$-441.7M-43.4%
EDH490DAY EURFUTR MAR24-------------------460.8M$-441.7M-43.4%
SFRU43 MONTH SOFR FUT SEP24----------------253.8M$-244.1M-35.7%---
SFRZ43 MONTH SOFR FUT DEC24-------------339.8M$-324.8M-43.0%------
SFRH53 MONTH SOFR FUT MAR25-233.2M$-224.5M-28.4%-233.2M$-224.6M-28.6%-302.2M$-290.7M-36.4%-293.5M$-281.3M-33.8%---------
-ES - S+P500 EMINI43.8K$201.5M25.5%43.8K$200.2M25.5%21.3K$97.1M12.2%-6.7K$-29.5M-3.5%16.6K$74.5M9.9%20.9K$89.1M13.0%-16.4K$-64.8M-6.4%
ESZ2S+P500 EMINI FUT DEC22-------------------16.4K$-64.8M-6.4%
ESM3S+P500 EMINI FUT JUN23---------------20.9K$89.1M13.0%---
ESU3S+P500 EMINI FUT SEP23------------16.6K$74.5M9.9%------
ESZ3S+P500 EMINI FUT DEC23---43.8K$200.2M25.5%21.3K$97.1M12.2%-6.7K$-29.5M-3.5%---------
ESH4S+P500 EMINI FUT MAR2443.8K$201.5M25.5%------------------
-FF - FED FUND 30DAY-------125.4M$-118.7M-14.9%-170.8M$-161.7M-19.4%-153.8M$-145.5M-19.3%-66.7M$-63.2M-9.2%-205.8M$-196.9M-19.4%
FFF3FED FUND 30DAY JAN23-------------------205.8M$-196.9M-19.4%
FFV3FED FUND 30DAY OCT23-------------153.8M$-145.5M-19.3%-66.7M$-63.2M-9.2%---
FFF4FED FUND 30DAY JAN24-------125.4M$-118.7M-14.9%-170.8M$-161.7M-19.4%---------
-GC - GOLD 100 OZ72.9K$149.3M18.9%72.9K$148.4M18.9%-14K$-28.9M-3.6%-16.9K$-33.1M-4.0%-74.7K$-145.2M-19.2%33.4K$65.4M9.6%-65.1K$-117.0M-11.5%
GCG3GOLD 100 OZ FUTR FEB23-------------------65.1K$-117.0M-11.5%
GCQ3GOLD 100 OZ FUTR AUG23---------------33.4K$65.4M9.6%---
GCZ3GOLD 100 OZ FUTR DEC23----------16.9K$-33.1M-4.0%-74.7K$-145.2M-19.2%------
GCG4GOLD 100 OZ FUTR FEB2472.9K$149.3M18.9%72.9K$148.4M18.9%-14K$-28.9M-3.6%------------
-JY - JPN YEN CURR-3.6M$-243.4M-30.8%-3.6M$-243.6M-31.1%-4.8M$-330.2M-41.3%-3.4M$-228.1M-27.4%-3.6M$-243.6M-32.3%-5.8M$-417.4M-61.0%1.8M$130.3M12.8%
JYZ2JPN YEN CURR FUT DEC22------------------1.8M$130.3M12.8%
JYM3JPN YEN CURR FUT JUN23----------------5.8M$-417.4M-61.0%---
JYU3JPN YEN CURR FUT SEP23-------------3.6M$-243.6M-32.3%------
JYZ3JPN YEN CURR FUT DEC23-3.6M$-243.4M-30.8%-3.6M$-243.6M-31.1%-4.8M$-330.2M-41.3%-3.4M$-228.1M-27.4%---------
-MES - MSCI EMG MKTS-164.6K$-161.8M-20.5%-164.6K$-160.3M-20.4%-151.8K$-149.5M-18.7%-71.5K$-68.9M-8.3%7.7K$7.5M1.0%-76K$-75.5M-11.0%-115.1K$-111.0M-10.9%
MESZ2MSCI EMGMKT DEC22-------------------115.1K$-111.0M-10.9%
MESM3MSCI EMGMKT JUN23----------------76K$-75.5M-11.0%---
MESU3MSCI EMGMKT SEP23------------7.7K$7.5M1.0%------
MESZ3MSCI EMGMKT DEC23----164.6K$-160.3M-20.4%-151.8K$-149.5M-18.7%-71.5K$-68.9M-8.3%---------
MESH4MSCI EMGMKT MAR24-164.6K$-161.8M-20.5%------------------
-MFS - MSCI EAFE-8.8K$-19.0M-2.4%-8.8K$-18.8M-2.4%-26.5K$-56.4M-7.1%-25.1K$-50.8M-6.1%4.5K$9.3M1.2%28.4K$59.4M8.7%41.6K$81.6M8.0%
MFSZ2MSCI EAFEDEC22------------------41.6K$81.6M8.0%
MFSM3MSCI EAFEJUN23---------------28.4K$59.4M8.7%---
MFSU3MSCI EAFESEP23------------4.5K$9.3M1.2%------
MFSZ3MSCI EAFEDEC23----8.8K$-18.8M-2.4%-26.5K$-56.4M-7.1%-25.1K$-50.8M-6.1%---------
MFSH4MSCI EAFEMAR24-8.8K$-19.0M-2.4%------------------
-TU - US 2YR NOTE-219.8M$-225.2M-28.5%-219.8M$-225.3M-28.7%-286.4M$-293.2M-36.7%-277.8M$-281.8M-33.8%-320.2M$-325.1M-43.1%-238.8M$-244.9M-35.8%-430.2M$-442.9M-43.5%
TUH3US 2YR NOTE (CBT) MAR23-------------------430.2M$-442.9M-43.5%
TUU3US 2YR NOTE (CBT) SEP23----------------238.8M$-244.9M-35.8%---
TUZ3US 2YR NOTE (CBT) DEC23----------277.8M$-281.8M-33.8%-320.2M$-325.1M-43.1%------
TUH4US 2YR NOTE (CBT) MAR24-219.8M$-225.2M-28.5%-219.8M$-225.3M-28.7%-286.4M$-293.2M-36.7%------------
-TY - US 10YR NOTE-106.9M$-118.8M-15.0%-106.9M$-118.6M-15.1%-117.6M$-129.7M-16.2%-137.6M$-149.1M-17.9%-138.3M$-151.7M-20.1%52.8M$59.8M8.7%-166.4M$-191.6M-18.8%
TYH3US 10YR NOTE (CBT)MAR23-------------------166.4M$-191.6M-18.8%
TYU3US 10YR NOTE (CBT)SEP23---------------52.8M$59.8M8.7%---
TYZ3US 10YR NOTE (CBT)DEC23----------137.6M$-149.1M-17.9%-138.3M$-151.7M-20.1%------
TYH4US 10YR NOTE (CBT)MAR24-106.9M$-118.8M-15.0%-106.9M$-118.6M-15.1%-117.6M$-129.7M-16.2%------------
-US - US LONG BOND-48.5M$-58.5M-7.4%-48.5M$-57.9M-7.4%-54.1M$-63.5M-8.0%-66.4M$-76.2M-9.2%-42.3M$-50.4M-6.7%-51.6M$-65.3M-9.5%-65.2M$-86.0M-8.5%
USH3US LONG BOND(CBT) MAR23-------------------65.2M$-86.0M-8.5%
USU3US LONG BOND(CBT) SEP23----------------51.6M$-65.3M-9.5%---
USZ3US LONG BOND(CBT) DEC23----------66.4M$-76.2M-9.2%-42.3M$-50.4M-6.7%------
USH4US LONG BOND(CBT) MAR24-48.5M$-58.5M-7.4%-48.5M$-57.9M-7.4%-54.1M$-63.5M-8.0%------------
-UX - US 10YR ULTRA-102.5M$-118.5M-15.0%-102.5M$-118.0M-15.0%-113.1M$-129.2M-16.2%-132.9M$-148.7M-17.8%-132M$-150.8M-20.0%49.6M$59.0M8.6%-156.1M$-191.2M-18.8%
UXYH3US 10YR ULTRA FUT MAR23-------------------156.1M$-191.2M-18.8%
UXYU3US 10YR ULTRA FUT SEP23---------------49.6M$59.0M8.6%---
UXYZ3US 10YR ULTRA FUT DEC23----------132.9M$-148.7M-17.8%-132M$-150.8M-20.0%------
UXYH4US 10YR ULTRA FUT MAR24-102.5M$-118.5M-15.0%-102.5M$-118.0M-15.0%-113.1M$-129.2M-16.2%------------
-WN - US ULTRA BOND-44.6M$-57.5M-7.3%-44.6M$-56.7M-7.2%-50.5M$-62.8M-7.9%-63.5M$-75.7M-9.1%-39.3M$-49.6M-6.6%-47.9M$-64.5M-9.4%-58.7M$-85.9M-8.4%
WNH3US ULTRA BOND CBT MAR23-------------------58.7M$-85.9M-8.4%
WNU3US ULTRA BOND CBT SEP23----------------47.9M$-64.5M-9.4%---
WNZ3US ULTRA BOND CBT DEC23----------63.5M$-75.7M-9.1%-39.3M$-49.6M-6.6%------
WNH4US ULTRA BOND CBT MAR24-44.6M$-57.5M-7.3%-44.6M$-56.7M-7.2%-50.5M$-62.8M-7.9%------------
not investment advice - use at own risk - see terms - data by imgp funds

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