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7 min read dbmf-update

DBMF update - 8 dec 2023

DBMF update - 8 dec 2023
dbmfwatch - DBMF | 2023-12-08 | no 1d changes
descriptionsharesvaluepct1d chg1wk chg4wk chg13wk chg
CL - WTI CRUDE OIL-123K$-8.6M-1.1%0% | 0.1%-143.9% | -140.2%-124.4% | -122.4%-116.2% | -113.1%
EC - EUR FX CURR44.9M$48.5M6.2%0% | 0.3%-40.3% | -40.8%159.7% | 160.4%-79.9% | -79.7%
ED/SFR - 3MO EURDLR/SOFR-233.2M$-224.5M-28.6%0% | 0%22.8% | 22.7%20.5% | 20.1%31.3% | 30.9%
ES - S+P500 EMINI43.8K$203.0M25.9%0% | 0.7%105.4% | 108.3%753.0% | 794.6%162.8% | 170.7%
GC - GOLD 100 OZ72.9K$149.2M19.0%0% | -0.1%620.7% | 618.0%531.4% | 548.1%197.6% | 202.8%
JY - JPN YEN CURR-3.6M$-249.9M-31.9%0% | -2.7%26.1% | 23.8%-4.6% | -9.8%0.3% | -2.3%
MES - MSCI EMG MKTS-164.6K$-162.5M-20.7%0% | -0.5%-8.4% | -8.5%-130.0% | -138.3%-2.24K% | -2.26K%
MFS - MSCI EAFE-8.8K$-19.1M-2.4%0% | -0.5%66.6% | 66.1%64.7% | 62.3%-298.9% | -304.8%
TU - US 2YR NOTE-219.8M$-225.3M-28.7%0% | 0%23.3% | 23.1%20.9% | 20.0%31.4% | 30.8%
TY - US 10YR NOTE-106.9M$-118.8M-15.1%0% | 0%9.1% | 8.0%22.3% | 19.7%22.7% | 21.9%
US - US LONG BOND-48.5M$-58.3M-7.4%0% | 0.3%10.4% | 7.4%27.0% | 22.2%-14.7% | -15.6%
UX - US 10YR ULTRA-102.5M$-118.5M-15.1%0% | 0.1%9.4% | 7.7%22.9% | 19.5%22.3% | 21.6%
WN - US ULTRA BOND-44.6M$-57.3M-7.3%0% | 0.3%11.7% | 7.7%29.8% | 22.8%-13.5% | -15.5%
not investment advice - use at own risk - see terms - data by imgp funds
dbmfwatch - DBMF | 2023-12-08 | history
2023-12-08 2023-12-07 (1d)2023-12-01 (1wk)2023-11-10 (4wk)2023-09-08 (13wk)2023-06-09 (26wk)2022-12-09 (52wk)
symboldescriptionsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepct
-CL - WTI CRUDE OIL-123K$-8.6M-1.1%-123K$-8.6M-1.1%280K$21.3M2.7%505K$38.3M4.6%761K$65.6M8.7%-901K$-64.4M-9.4%-214K$-15.3M-1.5%
CLG3WTI CRUDEFUTURE FEB23-------------------214K$-15.3M-1.5%
CLQ3WTI CRUDEFUTURE AUG23----------------901K$-64.4M-9.4%---
CLX3WTI CRUDEFUTURE NOV23------------761K$65.6M8.7%------
CLF4WTI CRUDEFUTURE JAN24---------505K$38.3M4.6%---------
CLG4WTI CRUDEFUTURE FEB24-123K$-8.6M-1.1%-123K$-8.6M-1.1%280K$21.3M2.7%------------
-EC - EUR FX CURR44.9M$48.5M6.2%44.9M$48.3M6.1%75.1M$81.9M10.2%-75.1M$-80.3M-9.6%223.6M$239.3M31.8%102.6M$110.7M16.2%-298.6M$-315.6M-31.0%
ECZ2EURO FX CURR FUT DEC22-------------------298.6M$-315.6M-31.0%
ECM3EURO FX CURR FUT JUN23---------------102.6M$110.7M16.2%---
ECU3EURO FX CURR FUT SEP23------------223.6M$239.3M31.8%------
ECZ3EURO FX CURR FUT DEC2344.9M$48.5M6.2%44.9M$48.3M6.1%75.1M$81.9M10.2%-75.1M$-80.3M-9.6%---------
-ED/SFR - 3MO EURDLR/SOFR-233.2M$-224.5M-28.6%-233.2M$-224.5M-28.4%-302.2M$-290.4M-36.3%-293.5M$-280.9M-33.6%-339.8M$-325.1M-43.3%-253.8M$-244.2M-35.7%-460.8M$-441.3M-43.3%
EDH490DAY EURFUTR MAR24-------------------460.8M$-441.3M-43.3%
SFRU43 MONTH SOFR FUT SEP24----------------253.8M$-244.2M-35.7%---
SFRZ43 MONTH SOFR FUT DEC24-------------339.8M$-325.1M-43.3%------
SFRH53 MONTH SOFR FUT MAR25-233.2M$-224.5M-28.6%-233.2M$-224.5M-28.4%-302.2M$-290.4M-36.3%-293.5M$-280.9M-33.6%---------
-ES - S+P500 EMINI43.8K$203.0M25.9%43.8K$201.5M25.5%21.3K$97.5M12.2%-6.7K$-29.2M-3.5%16.6K$75.0M10.0%20.9K$90.5M13.2%-16.4K$-65.8M-6.5%
ESH3S+P500 EMINI FUT MAR23-------------------16.4K$-65.8M-6.5%
ESU3S+P500 EMINI FUT SEP23---------------20.9K$90.5M13.2%---
ESZ3S+P500 EMINI FUT DEC23------21.3K$97.5M12.2%-6.7K$-29.2M-3.5%16.6K$75.0M10.0%------
ESH4S+P500 EMINI FUT MAR2443.8K$203.0M25.9%43.8K$201.5M25.5%---------------
-FF - FED FUND 30DAY-------125.4M$-118.7M-14.8%-170.8M$-161.7M-19.3%-153.8M$-145.4M-19.4%-66.7M$-63.2M-9.2%-205.8M$-195.8M-19.2%
FFJ3FED FUND 30DAY APR23-------------------205.8M$-195.8M-19.2%
FFV3FED FUND 30DAY OCT23----------------66.7M$-63.2M-9.2%---
FFF4FED FUND 30DAY JAN24-------125.4M$-118.7M-14.8%-170.8M$-161.7M-19.3%-153.8M$-145.4M-19.4%------
-GC - GOLD 100 OZ72.9K$149.2M19.0%72.9K$149.3M18.9%-14K$-28.8M-3.6%-16.9K$-33.3M-4.0%-74.7K$-145.1M-19.3%33.4K$66.1M9.7%-65.1K$-117.3M-11.5%
GCG3GOLD 100 OZ FUTR FEB23-------------------65.1K$-117.3M-11.5%
GCQ3GOLD 100 OZ FUTR AUG23---------------33.4K$66.1M9.7%---
GCZ3GOLD 100 OZ FUTR DEC23----------16.9K$-33.3M-4.0%-74.7K$-145.1M-19.3%------
GCG4GOLD 100 OZ FUTR FEB2472.9K$149.2M19.0%72.9K$149.3M18.9%-14K$-28.8M-3.6%------------
-JY - JPN YEN CURR-3.6M$-249.9M-31.9%-3.6M$-243.4M-30.8%-4.8M$-327.9M-41.0%-3.4M$-227.6M-27.2%-3.6M$-244.4M-32.5%-5.8M$-420.8M-61.6%1.8M$129.9M12.8%
JYZ2JPN YEN CURR FUT DEC22------------------1.8M$129.9M12.8%
JYM3JPN YEN CURR FUT JUN23----------------5.8M$-420.8M-61.6%---
JYU3JPN YEN CURR FUT SEP23-------------3.6M$-244.4M-32.5%------
JYZ3JPN YEN CURR FUT DEC23-3.6M$-249.9M-31.9%-3.6M$-243.4M-30.8%-4.8M$-327.9M-41.0%-3.4M$-227.6M-27.2%---------
-MES - MSCI EMG MKTS-164.6K$-162.5M-20.7%-164.6K$-161.8M-20.5%-151.8K$-149.8M-18.7%-71.5K$-68.2M-8.1%7.7K$7.5M1.0%-76K$-76.2M-11.2%-115.1K$-113.1M-11.1%
MESH3MSCI EMGMKT MAR23-------------------115.1K$-113.1M-11.1%
MESU3MSCI EMGMKT SEP23----------------76K$-76.2M-11.2%---
MESZ3MSCI EMGMKT DEC23-------151.8K$-149.8M-18.7%-71.5K$-68.2M-8.1%7.7K$7.5M1.0%------
MESH4MSCI EMGMKT MAR24-164.6K$-162.5M-20.7%-164.6K$-161.8M-20.5%---------------
-MFS - MSCI EAFE-8.8K$-19.1M-2.4%-8.8K$-19.0M-2.4%-26.5K$-56.4M-7.0%-25.1K$-50.8M-6.1%4.5K$9.3M1.2%28.4K$60.6M8.9%41.6K$82.5M8.1%
MFSH3MSCI EAFEMAR23------------------41.6K$82.5M8.1%
MFSU3MSCI EAFESEP23---------------28.4K$60.6M8.9%---
MFSZ3MSCI EAFEDEC23-------26.5K$-56.4M-7.0%-25.1K$-50.8M-6.1%4.5K$9.3M1.2%------
MFSH4MSCI EAFEMAR24-8.8K$-19.1M-2.4%-8.8K$-19.0M-2.4%---------------
-TU - US 2YR NOTE-219.8M$-225.3M-28.7%-219.8M$-225.2M-28.5%-286.4M$-292.8M-36.6%-277.8M$-281.4M-33.6%-320.2M$-325.6M-43.3%-238.8M$-245.0M-35.9%-430.2M$-442.3M-43.4%
TUH3US 2YR NOTE (CBT) MAR23-------------------430.2M$-442.3M-43.4%
TUU3US 2YR NOTE (CBT) SEP23----------------238.8M$-245.0M-35.9%---
TUZ3US 2YR NOTE (CBT) DEC23----------277.8M$-281.4M-33.6%-320.2M$-325.6M-43.3%------
TUH4US 2YR NOTE (CBT) MAR24-219.8M$-225.3M-28.7%-219.8M$-225.2M-28.5%-286.4M$-292.8M-36.6%------------
-TY - US 10YR NOTE-106.9M$-118.8M-15.1%-106.9M$-118.8M-15.0%-117.6M$-129.1M-16.1%-137.6M$-148.0M-17.7%-138.3M$-152.1M-20.2%52.8M$60.1M8.8%-166.4M$-190.4M-18.7%
TYH3US 10YR NOTE (CBT)MAR23-------------------166.4M$-190.4M-18.7%
TYU3US 10YR NOTE (CBT)SEP23---------------52.8M$60.1M8.8%---
TYZ3US 10YR NOTE (CBT)DEC23----------137.6M$-148.0M-17.7%-138.3M$-152.1M-20.2%------
TYH4US 10YR NOTE (CBT)MAR24-106.9M$-118.8M-15.1%-106.9M$-118.8M-15.0%-117.6M$-129.1M-16.1%------------
-US - US LONG BOND-48.5M$-58.3M-7.4%-48.5M$-58.5M-7.4%-54.1M$-63.0M-7.9%-66.4M$-75.0M-9.0%-42.3M$-50.5M-6.7%-51.6M$-65.9M-9.6%-65.2M$-85.4M-8.4%
USH3US LONG BOND(CBT) MAR23-------------------65.2M$-85.4M-8.4%
USU3US LONG BOND(CBT) SEP23----------------51.6M$-65.9M-9.6%---
USZ3US LONG BOND(CBT) DEC23----------66.4M$-75.0M-9.0%-42.3M$-50.5M-6.7%------
USH4US LONG BOND(CBT) MAR24-48.5M$-58.3M-7.4%-48.5M$-58.5M-7.4%-54.1M$-63.0M-7.9%------------
-UX - US 10YR ULTRA-102.5M$-118.5M-15.1%-102.5M$-118.5M-15.0%-113.1M$-128.4M-16.1%-132.9M$-147.2M-17.6%-132M$-151.1M-20.1%49.6M$59.3M8.7%-156.1M$-189.9M-18.6%
UXYH3US 10YR ULTRA FUT MAR23-------------------156.1M$-189.9M-18.6%
UXYU3US 10YR ULTRA FUT SEP23---------------49.6M$59.3M8.7%---
UXYZ3US 10YR ULTRA FUT DEC23----------132.9M$-147.2M-17.6%-132M$-151.1M-20.1%------
UXYH4US 10YR ULTRA FUT MAR24-102.5M$-118.5M-15.1%-102.5M$-118.5M-15.0%-113.1M$-128.4M-16.1%------------
-WN - US ULTRA BOND-44.6M$-57.3M-7.3%-44.6M$-57.5M-7.3%-50.5M$-62.1M-7.8%-63.5M$-74.3M-8.9%-39.3M$-49.6M-6.6%-47.9M$-65.2M-9.5%-58.7M$-85.2M-8.4%
WNH3US ULTRA BOND CBT MAR23-------------------58.7M$-85.2M-8.4%
WNU3US ULTRA BOND CBT SEP23----------------47.9M$-65.2M-9.5%---
WNZ3US ULTRA BOND CBT DEC23----------63.5M$-74.3M-8.9%-39.3M$-49.6M-6.6%------
WNH4US ULTRA BOND CBT MAR24-44.6M$-57.3M-7.3%-44.6M$-57.5M-7.3%-50.5M$-62.1M-7.8%------------
not investment advice - use at own risk - see terms - data by imgp funds

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