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6 min read dbmf-update

DBMF update - 9 may 2023

DBMF update - 9 may 2023
dbmfwatch - DBMF | 2023-05-09 | changes found
descriptionsharesvaluepct1d chg1wk chg4wk chg13wk chg
CL - WTI CRUDE OIL-166K$-12.1M-1.6%-24.8% | -28.0%-27.7% | -23.6%-5.43K% | -4.97K%30.3% | 31.6%
EC - EUR FX CURR111.8M$123.3M16.7%-0.7% | -0.9%1.5% | 1.8%326.9% | 329.6%25.2% | 28.5%
ED/SFR - 3MO EURDLR/SOFR-323M$-313.0M-42.5%10.5% | 10.6%8.6% | 8.4%12.0% | 11.9%17.0% | 16.4%
ES - S+P500 EMINI-33.8K$-140.2M-19.0%-39.5% | -39.5%-42.7% | -41.6%-26.2% | -26.7%-8.34K% | -8.40K%
FF - FED FUND 30DAY-112.1M$-106.4M-14.5%3.2% | 3.3%1.1% | 1.1%-24.0% | -23.9%-15.5% | -15.2%
GC - GOLD 100 OZ56.1K$114.1M15.5%-4.6% | -4.2%-2.4% | -0.4%17.6% | 19.3%253.3% | 265.8%
JY - JPN YEN CURR-3.8M$-284.3M-38.6%9.5% | 9.8%7.5% | 5.9%-55.2% | -52.8%-742.9% | -731.5%
MES - MSCI EMG MKTS-50.6K$-50.1M-6.8%15.4% | 15.3%13.6% | 12.7%-829.4% | -825.3%-168.7% | -166.9%
MFS - MSCI EAFE115.1K$248.1M33.7%-3.7% | -3.7%-1.6% | -1.3%39.2% | 42.4%2.1% | 5.2%
TU - US 2YR NOTE-303.8M$-313.4M-42.6%10.6% | 10.8%8.7% | 8.5%11.1% | 11.3%16.9% | 16.2%
TY - US 10YR NOTE-17M$-19.6M-2.7%-6.9% | -6.4%-9.0% | -9.6%72.4% | 72.4%83.9% | 83.6%
US - US LONG BOND-39.3M$-51.0M-6.9%14.9% | 15.6%13.1% | 12.9%43.9% | 45.0%-171.0% | -172.9%
UX - US 10YR ULTRA-15.6M$-18.8M-2.6%-7.6% | -7.0%-9.9% | -10.3%73.0% | 73.2%84.2% | 84.1%
WN - US ULTRA BOND-35.7M$-49.3M-6.7%15.0% | 16.0%13.1% | 13.2%44.2% | 46.0%-183.3% | -176.4%
not investment advice - use at own risk - see terms - data by imgp funds
dbmfwatch - DBMF | 2023-05-09 | history
2023-05-09 2023-05-08 (1d)2023-05-02 (1wk)2023-04-11 (4wk)2023-02-07 (13wk)2022-11-08 (26wk)
symboldescriptionsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepct
-CL - WTI CRUDE OIL-166K$-12.1M-1.6%-133K$-9.5M-1.3%-130K$-9.8M-1.4%-3K$-239.3K0%-238K$-17.7M-2.0%655K$59.4M5.4%
CLF3WTI CRUDEFUTURE JAN23---------------655K$59.4M5.4%
CLJ3WTI CRUDEFUTURE APR23-------------238K$-17.7M-2.0%---
CLM3WTI CRUDEFUTURE JUN23----------3K$-239.3K0%------
CLN3WTI CRUDEFUTURE JUL23-166K$-12.1M-1.6%-133K$-9.5M-1.3%-130K$-9.8M-1.4%---------
-EC - EUR FX CURR111.8M$123.3M16.7%112.5M$124.4M17.0%110.1M$121.1M17.1%-49.2M$-53.7M-7.5%89.2M$95.9M10.9%-278M$-279.6M-25.2%
ECZ2EURO FX CURR FUT DEC22----------------278M$-279.6M-25.2%
ECH3EURO FX CURR FUT MAR23------------89.2M$95.9M10.9%---
ECM3EURO FX CURR FUT JUN23111.8M$123.3M16.7%112.5M$124.4M17.0%110.1M$121.1M17.1%-49.2M$-53.7M-7.5%------
-ED/SFR - 3MO EURDLR/SOFR-323M$-313.0M-42.5%-361M$-350.1M-47.8%-353.2M$-341.7M-48.1%-367.0M$-355.4M-49.3%-389.2M$-374.6M-42.7%-574M$-546.2M-49.3%
EDH490DAY EURFUTR MAR24----------------574M$-546.2M-49.3%
SFRM43 MONTH SOFR FUT JUN24-------------389.2M$-374.6M-42.7%---
SFRU43 MONTH SOFR FUT SEP24-323M$-313.0M-42.5%-361M$-350.1M-47.8%-353.2M$-341.7M-48.1%-367.0M$-355.4M-49.3%------
-ES - S+P500 EMINI-33.8K$-140.2M-19.0%-24.2K$-100.4M-13.7%-23.6K$-99.0M-13.9%-26.8K$-110.6M-15.4%-400.0$-1.6M-0.2%-17.4K$-66.6M-6.0%
ESZ2S+P500 EMINI FUT DEC22----------------17.4K$-66.6M-6.0%
ESH3S+P500 EMINI FUT MAR23-------------400.0$-1.6M-0.2%---
ESM3S+P500 EMINI FUT JUN23-33.8K$-140.2M-19.0%-24.2K$-100.4M-13.7%-23.6K$-99.0M-13.9%-26.8K$-110.6M-15.4%------
-FF - FED FUND 30DAY-112.1M$-106.4M-14.5%-115.8M$-110.0M-15.0%-113.3M$-107.5M-15.1%-90.4M$-85.9M-11.9%-97.1M$-92.4M-10.5%-176.7M$-168.9M-15.2%
FFF3FED FUND 30DAY JAN23----------------176.7M$-168.9M-15.2%
FFJ3FED FUND 30DAY APR23-------------97.1M$-92.4M-10.5%---
FFN3FED FUND 30DAY JUL23-112.1M$-106.4M-14.5%-115.8M$-110.0M-15.0%-113.3M$-107.5M-15.1%-90.4M$-85.9M-11.9%------
-GC - GOLD 100 OZ56.1K$114.1M15.5%58.8K$119.1M16.2%57.5K$114.6M16.1%47.7K$95.6M13.3%-36.6K$-68.8M-7.8%-68.5K$-115.1M-10.4%
GCZ2GOLD 100 OZ FUTR DEC22----------------68.5K$-115.1M-10.4%
GCJ3GOLD 100 OZ FUTR APR23-------------36.6K$-68.8M-7.8%---
GCM3GOLD 100 OZ FUTR JUN2356.1K$114.1M15.5%58.8K$119.1M16.2%57.5K$114.6M16.1%47.7K$95.6M13.3%------
-JY - JPN YEN CURR-3.8M$-284.3M-38.6%-4.2M$-315.0M-43.0%-4.1M$-302.2M-42.5%-2.5M$-186.0M-25.8%593.8K$45.0M5.1%-3.1M$-209.3M-18.9%
JYZ2JPN YEN CURR FUT DEC22----------------3.1M$-209.3M-18.9%
JYH3JPN YEN CURR FUT MAR23------------593.8K$45.0M5.1%---
JYM3JPN YEN CURR FUT JUN23-3.8M$-284.3M-38.6%-4.2M$-315.0M-43.0%-4.1M$-302.2M-42.5%-2.5M$-186.0M-25.8%------
-MES - MSCI EMG MKTS-50.6K$-50.1M-6.8%-59.9K$-59.2M-8.1%-58.6K$-57.4M-8.1%-5.5K$-5.4M-0.8%73.7K$75.0M8.5%-85.5K$-77.3M-7.0%
MESZ2MSCI EMGMKT DEC22----------------85.5K$-77.3M-7.0%
MESH3MSCI EMGMKT MAR23------------73.7K$75.0M8.5%---
MESM3MSCI EMGMKT JUN23-50.6K$-50.1M-6.8%-59.9K$-59.2M-8.1%-58.6K$-57.4M-8.1%-5.5K$-5.4M-0.8%------
-MFS - MSCI EAFE115.1K$248.1M33.7%119.5K$257.6M35.1%117.0K$251.3M35.4%82.7K$174.2M24.2%112.8K$235.9M26.9%-32.0K$-57.8M-5.2%
MFSZ2MSCI EAFEDEC22----------------32.0K$-57.8M-5.2%
MFSH3MSCI EAFEMAR23------------112.8K$235.9M26.9%---
MFSM3MSCI EAFEJUN23115.1K$248.1M33.7%119.5K$257.6M35.1%117.0K$251.3M35.4%82.7K$174.2M24.2%------
-TU - US 2YR NOTE-303.8M$-313.4M-42.6%-339.8M$-351.2M-47.9%-332.6M$-342.4M-48.2%-341.8M$-353.2M-49.0%-365.4M$-374.0M-42.6%-537.6M$-546.8M-49.3%
TUZ2US 2YR NOTE (CBT) DEC22----------------537.6M$-546.8M-49.3%
TUH3US 2YR NOTE (CBT) MAR23-------------365.4M$-374.0M-42.6%---
TUM3US 2YR NOTE (CBT) JUN23-303.8M$-313.4M-42.6%-339.8M$-351.2M-47.9%-332.6M$-342.4M-48.2%-341.8M$-353.2M-49.0%------
-TY - US 10YR NOTE-17M$-19.6M-2.7%-15.9M$-18.4M-2.5%-15.6M$-17.9M-2.5%-61.5M$-71.0M-9.9%-105.4M$-119.6M-13.6%-116M$-127.2M-11.5%
TYZ2US 10YR NOTE (CBT)DEC22----------------116M$-127.2M-11.5%
TYH3US 10YR NOTE (CBT)MAR23-------------105.4M$-119.6M-13.6%---
TYM3US 10YR NOTE (CBT)JUN23-17M$-19.6M-2.7%-15.9M$-18.4M-2.5%-15.6M$-17.9M-2.5%-61.5M$-71.0M-9.9%------
-US - US LONG BOND-39.3M$-51.0M-6.9%-46.2M$-60.5M-8.3%-45.2M$-58.6M-8.3%-70M$-92.8M-12.9%-14.5M$-18.7M-2.1%-151.2M$-179.2M-16.2%
USZ2US LONG BOND(CBT) DEC22----------------151.2M$-179.2M-16.2%
USH3US LONG BOND(CBT) MAR23-------------14.5M$-18.7M-2.1%---
USM3US LONG BOND(CBT) JUN23-39.3M$-51.0M-6.9%-46.2M$-60.5M-8.3%-45.2M$-58.6M-8.3%-70M$-92.8M-12.9%------
-UX - US 10YR ULTRA-15.6M$-18.8M-2.6%-14.5M$-17.6M-2.4%-14.2M$-17.1M-2.4%-57.7M$-70.3M-9.8%-98.8M$-118.7M-13.5%-109.7M$-125.9M-11.4%
UXYZ2US 10YR ULTRA FUT DEC22----------------109.7M$-125.9M-11.4%
UXYH3US 10YR ULTRA FUT MAR23-------------98.8M$-118.7M-13.5%---
UXYM3US 10YR ULTRA FUT JUN23-15.6M$-18.8M-2.6%-14.5M$-17.6M-2.4%-14.2M$-17.1M-2.4%-57.7M$-70.3M-9.8%------
-WN - US ULTRA BOND-35.7M$-49.3M-6.7%-42M$-58.7M-8.0%-41.1M$-56.9M-8.0%-64M$-91.3M-12.7%-12.6M$-17.8M-2.0%-141M$-176.6M-15.9%
WNZ2US ULTRA BOND CBT DEC22----------------141M$-176.6M-15.9%
WNH3US ULTRA BOND CBT MAR23-------------12.6M$-17.8M-2.0%---
WNM3US ULTRA BOND CBT JUN23-35.7M$-49.3M-6.7%-42M$-58.7M-8.0%-41.1M$-56.9M-8.0%-64M$-91.3M-12.7%------
not investment advice - use at own risk - see terms - data by imgp funds

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