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6 min read dbmf-update

DBMF update - 8 may 2023

DBMF update - 8 may 2023
dbmfwatch - DBMF | 2023-05-08 | no 1d changes
descriptionsharesvaluepct1d chg1wk chg4wk chg13wk chg
CL - WTI CRUDE OIL-133K$-9.5M-1.3%0% | -4.0%-931.2% | -873.3%7.6% | 18.4%-125.3% | -124.5%
EC - EUR FX CURR112.5M$124.4M17.0%0% | 0.1%163.9% | 164.1%532.7% | 535.8%116.9% | 121.4%
ED/SFR - 3MO EURDLR/SOFR-361M$-350.1M-47.8%0% | 0.2%-5.2% | -5.4%4.0% | 4.1%9.1% | 8.5%
ES - S+P500 EMINI-24.2K$-100.4M-13.7%0% | -1.8%-37.5% | -36.2%-17.5% | -18.0%16.0% | 15.9%
FF - FED FUND 30DAY-115.8M$-110.0M-15.0%0% | 0.1%-73.8% | -73.8%-9.9% | -9.7%-57.1% | -56.7%
GC - GOLD 100 OZ58.8K$119.1M16.2%0% | -1.5%22.8% | 24.3%127.0% | 126.8%50.0% | 61.8%
JY - JPN YEN CURR-4.2M$-315.0M-43.0%0% | 0.5%-85.6% | -87.5%-224.2% | -215.6%-901.5% | -875.4%
MES - MSCI EMG MKTS-59.9K$-59.2M-8.1%0% | -1.3%-308.5% | -310.8%-335.3% | -333.6%-169.5% | -166.6%
MFS - MSCI EAFE119.5K$257.6M35.1%0% | 1.4%18.1% | 18.5%93.7% | 98.2%288.6% | 296.4%
TU - US 2YR NOTE-339.8M$-351.2M-47.9%0% | 0.4%-5.3% | -5.6%1.1% | 1.4%8.8% | 8.1%
TY - US 10YR NOTE-15.9M$-18.4M-2.5%0% | 0.7%49.5% | 49.3%83.0% | 83.1%82.8% | 82.6%
US - US LONG BOND-46.2M$-60.5M-8.3%0% | 0.9%10.8% | 11.3%58.3% | 59.3%-94.1% | -95.5%
UX - US 10YR ULTRA-14.5M$-17.6M-2.4%0% | 0.8%50.5% | 50.5%83.6% | 83.8%83.3% | 83.2%
WN - US ULTRA BOND-42M$-58.7M-8.0%0% | 0.8%12.3% | 13.3%58.8% | 60.2%-99.1% | -94.8%
not investment advice - use at own risk - see terms - data by imgp funds
dbmfwatch - DBMF | 2023-05-08 | history
2023-05-08 2023-05-05 (1d)2023-05-01 (1wk)2023-04-10 (4wk)2023-02-06 (13wk)2022-11-07 (26wk)
symboldescriptionsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepct
-CL - WTI CRUDE OIL-133K$-9.5M-1.3%-133K$-9.1M-1.3%16K$1.2M0.2%-144K$-11.6M-1.6%525K$38.7M4.4%668K$61.1M5.5%
CLF3WTI CRUDEFUTURE JAN23---------------668K$61.1M5.5%
CLJ3WTI CRUDEFUTURE APR23------------525K$38.7M4.4%---
CLM3WTI CRUDEFUTURE JUN23----------144K$-11.6M-1.6%------
CLN3WTI CRUDEFUTURE JUL23-133K$-9.5M-1.3%-133K$-9.1M-1.3%16K$1.2M0.2%---------
-EC - EUR FX CURR112.5M$124.4M17.0%112.5M$124.2M17.0%42.6M$47.1M6.7%-26M$-28.5M-4.0%51.9M$56.2M6.4%-238.5M$-238.0M-21.6%
ECZ2EURO FX CURR FUT DEC22----------------238.5M$-238.0M-21.6%
ECH3EURO FX CURR FUT MAR23------------51.9M$56.2M6.4%---
ECM3EURO FX CURR FUT JUN23112.5M$124.4M17.0%112.5M$124.2M17.0%42.6M$47.1M6.7%-26M$-28.5M-4.0%------
-ED/SFR - 3MO EURDLR/SOFR-361M$-350.1M-47.8%-361M$-351.0M-48.2%-343M$-332.1M-47.0%-376.2M$-365.1M-50.9%-397M$-382.8M-43.8%-557.2M$-530.7M-48.2%
EDH490DAY EURFUTR MAR24----------------557.2M$-530.7M-48.2%
SFRM43 MONTH SOFR FUT JUN24-------------397M$-382.8M-43.8%---
SFRU43 MONTH SOFR FUT SEP24-361M$-350.1M-47.8%-361M$-351.0M-48.2%-343M$-332.1M-47.0%-376.2M$-365.1M-50.9%------
-ES - S+P500 EMINI-24.2K$-100.4M-13.7%-24.2K$-98.6M-13.5%-17.6K$-73.7M-10.4%-20.6K$-85.1M-11.9%-28.8K$-119.5M-13.7%-550.0$-2.1M-0.2%
ESZ2S+P500 EMINI FUT DEC22----------------550.0$-2.1M-0.2%
ESH3S+P500 EMINI FUT MAR23-------------28.8K$-119.5M-13.7%---
ESM3S+P500 EMINI FUT JUN23-24.2K$-100.4M-13.7%-24.2K$-98.6M-13.5%-17.6K$-73.7M-10.4%-20.6K$-85.1M-11.9%------
-FF - FED FUND 30DAY-115.8M$-110.0M-15.0%-115.8M$-110.1M-15.1%-66.7M$-63.3M-9.0%-105.4M$-100.3M-14.0%-73.8M$-70.2M-8.0%-149.6M$-143.0M-13.0%
FFF3FED FUND 30DAY JAN23----------------149.6M$-143.0M-13.0%
FFJ3FED FUND 30DAY APR23-------------73.8M$-70.2M-8.0%---
FFN3FED FUND 30DAY JUL23-115.8M$-110.0M-15.0%-115.8M$-110.1M-15.1%-66.7M$-63.3M-9.0%-105.4M$-100.3M-14.0%------
-GC - GOLD 100 OZ58.8K$119.1M16.2%58.8K$120.9M16.6%47.9K$95.8M13.6%25.9K$52.5M7.3%39.2K$73.6M8.4%-78.2K$-131.1M-11.9%
GCZ2GOLD 100 OZ FUTR DEC22----------------78.2K$-131.1M-11.9%
GCJ3GOLD 100 OZ FUTR APR23------------39.2K$73.6M8.4%---
GCM3GOLD 100 OZ FUTR JUN2358.8K$119.1M16.2%58.8K$120.9M16.6%47.9K$95.8M13.6%25.9K$52.5M7.3%------
-JY - JPN YEN CURR-4.2M$-315.0M-43.0%-4.2M$-316.6M-43.4%-2.3M$-168.0M-23.8%-1.3M$-99.8M-13.9%-421.2K$-32.3M-3.7%-2.5M$-171.7M-15.6%
JYZ2JPN YEN CURR FUT DEC22----------------2.5M$-171.7M-15.6%
JYH3JPN YEN CURR FUT MAR23-------------421.2K$-32.3M-3.7%---
JYM3JPN YEN CURR FUT JUN23-4.2M$-315.0M-43.0%-4.2M$-316.6M-43.4%-2.3M$-168.0M-23.8%-1.3M$-99.8M-13.9%------
-MES - MSCI EMG MKTS-59.9K$-59.2M-8.1%-59.9K$-58.5M-8.0%-14.7K$-14.4M-2.0%-13.8K$-13.7M-1.9%86.2K$88.9M10.2%-150.6K$-136.0M-12.4%
MESZ2MSCI EMGMKT DEC22----------------150.6K$-136.0M-12.4%
MESH3MSCI EMGMKT MAR23------------86.2K$88.9M10.2%---
MESM3MSCI EMGMKT JUN23-59.9K$-59.2M-8.1%-59.9K$-58.5M-8.0%-14.7K$-14.4M-2.0%-13.8K$-13.7M-1.9%------
-MFS - MSCI EAFE119.5K$257.6M35.1%119.5K$254.0M34.8%101.2K$217.4M30.8%61.7K$130.0M18.1%30.8K$65.0M7.4%-67.3K$-121.0M-11.0%
MFSZ2MSCI EAFEDEC22----------------67.3K$-121.0M-11.0%
MFSH3MSCI EAFEMAR23------------30.8K$65.0M7.4%---
MFSM3MSCI EAFEJUN23119.5K$257.6M35.1%119.5K$254.0M34.8%101.2K$217.4M30.8%61.7K$130.0M18.1%------
-TU - US 2YR NOTE-339.8M$-351.2M-47.9%-339.8M$-352.5M-48.4%-322.6M$-332.5M-47.1%-343.6M$-356.3M-49.7%-372.4M$-382.3M-43.7%-521.2M$-530.9M-48.2%
TUZ2US 2YR NOTE (CBT) DEC22----------------521.2M$-530.9M-48.2%
TUH3US 2YR NOTE (CBT) MAR23-------------372.4M$-382.3M-43.7%---
TUM3US 2YR NOTE (CBT) JUN23-339.8M$-351.2M-47.9%-339.8M$-352.5M-48.4%-322.6M$-332.5M-47.1%-343.6M$-356.3M-49.7%------
-TY - US 10YR NOTE-15.9M$-18.4M-2.5%-15.9M$-18.5M-2.5%-31.5M$-36.3M-5.1%-93.6M$-109.1M-15.2%-92.6M$-106.0M-12.1%-98.5M$-108.4M-9.8%
TYZ2US 10YR NOTE (CBT)DEC22----------------98.5M$-108.4M-9.8%
TYH3US 10YR NOTE (CBT)MAR23-------------92.6M$-106.0M-12.1%---
TYM3US 10YR NOTE (CBT)JUN23-15.9M$-18.4M-2.5%-15.9M$-18.5M-2.5%-31.5M$-36.3M-5.1%-93.6M$-109.1M-15.2%------
-US - US LONG BOND-46.2M$-60.5M-8.3%-46.2M$-61.0M-8.4%-51.8M$-68.2M-9.7%-110.8M$-148.6M-20.7%-23.8M$-31.0M-3.5%-127.4M$-152.2M-13.8%
USZ2US LONG BOND(CBT) DEC22----------------127.4M$-152.2M-13.8%
USH3US LONG BOND(CBT) MAR23-------------23.8M$-31.0M-3.5%---
USM3US LONG BOND(CBT) JUN23-46.2M$-60.5M-8.3%-46.2M$-61.0M-8.4%-51.8M$-68.2M-9.7%-110.8M$-148.6M-20.7%------
-UX - US 10YR ULTRA-14.5M$-17.6M-2.4%-14.5M$-17.8M-2.4%-29.3M$-35.6M-5.0%-88.2M$-108.6M-15.1%-86.8M$-105.2M-12.0%-92.8M$-107.0M-9.7%
UXYZ2US 10YR ULTRA FUT DEC22----------------92.8M$-107.0M-9.7%
UXYH3US 10YR ULTRA FUT MAR23-------------86.8M$-105.2M-12.0%---
UXYM3US 10YR ULTRA FUT JUN23-14.5M$-17.6M-2.4%-14.5M$-17.8M-2.4%-29.3M$-35.6M-5.0%-88.2M$-108.6M-15.1%------
-WN - US ULTRA BOND-42M$-58.7M-8.0%-42M$-59.2M-8.1%-47.9M$-67.7M-9.6%-101.9M$-147.6M-20.6%-21.1M$-30.1M-3.4%-117.7M$-148.9M-13.5%
WNZ2US ULTRA BOND CBT DEC22----------------117.7M$-148.9M-13.5%
WNH3US ULTRA BOND CBT MAR23-------------21.1M$-30.1M-3.4%---
WNM3US ULTRA BOND CBT JUN23-42M$-58.7M-8.0%-42M$-59.2M-8.1%-47.9M$-67.7M-9.6%-101.9M$-147.6M-20.6%------
not investment advice - use at own risk - see terms - data by imgp funds

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