6 min read

DBMF update - 9 may 2024

DBMF update - 9 may 2024
dbmfwatch - DBMF | 2024-05-09 | no 1d changes
descriptionsharesvaluepct1d chg1wk chg4wk chg13wk chg
CL - WTI CRUDE OIL1.8M$142.0M14.0%0% | 0.6%3.1% | 3.2%-19.1% | -25.7%1.53K% | 1.63K%
EC - EUR FX CURR-381.6M$-410.8M-40.4%0% | 0.1%27.0% | 26.9%37.1% | 37.1%-134.5% | -133.9%
ES - S+P500 EMINI-9.3K$-48.7M-4.8%0% | 0%51.6% | 50.0%-200.0% | -200.1%-119.3% | -120.0%
GC - GOLD 100 OZ71.3K$165.6M16.3%0% | -0.1%11.2% | 11.8%-13.2% | -14.1%416.7% | 484.8%
JY - JPN YEN CURR-9.4M$-605.3M-59.5%0% | 0.6%11.5% | 10.7%20.2% | 21.9%-114.9% | -104.5%
MES - MSCI EMG MKTS50.9K$54.6M5.4%0% | -0.1%-50.6% | -49.2%69.4% | 72.7%151.0% | 154.1%
MFS - MSCI EAFE113.7K$265.4M26.1%0% | -0.1%-35.1% | -33.1%-57.1% | -56.6%12.5% | 17.5%
TU - US 2YR NOTE-825.4M$-839.3M-82.6%0% | 0%2.0% | 1.8%9.3% | 9.1%-18.86K% | -18.72K%
TY - US 10YR NOTE-424.8M$-462.3M-45.5%0% | 0.2%7.9% | 7.3%-25.2% | -25.9%-5.76K% | -5.64K%
US - US LONG BOND-73.4M$-85.4M-8.4%0% | 0.3%-117.8% | -120.3%-366.9% | -368.7%-247.7% | -242.2%
not investment advice - use at own risk - see terms - data by imgp funds
dbmfwatch - DBMF | 2024-05-09 | history
2024-05-09 2024-05-08 (1d)2024-05-02 (1wk)2024-04-11 (4wk)2024-02-08 (13wk)2023-11-09 (26wk)2023-05-11 (52wk)
symboldescriptionsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepct
BP0VPK2TREASURY BILL------------40M$39.4M5.4%------
-CL - WTI CRUDE OIL1.8M$142.0M14.0%1.8M$141.1M13.9%1.8M$137.6M13.4%2.2M$191.0M19.5%-126K$-9.3M-1.3%505K$38.0M4.6%-163K$-11.8M-1.6%
CLN3WTI CRUDEFUTURE JUL23-------------------163K$-11.8M-1.6%
CLF4WTI CRUDEFUTURE JAN24---------------505K$38.0M4.6%---
CLJ4WTI CRUDEFUTURE APR24-------------126K$-9.3M-1.3%------
CLM4WTI CRUDEFUTURE JUN24---------2.2M$191.0M19.5%---------
CLN4WTI CRUDEFUTURE JUL241.8M$142.0M14.0%1.8M$141.1M13.9%1.8M$137.6M13.4%------------
-EC - EUR FX CURR-381.6M$-410.8M-40.4%-381.6M$-411.0M-40.5%-523.1M$-562.3M-54.7%-606.2M$-652.7M-66.8%-162.8M$-175.6M-24.0%-75.1M$-80.5M-9.7%110.1M$121.2M16.7%
ECM3EURO FX CURR FUT JUN23------------------110.1M$121.2M16.7%
ECZ3EURO FX CURR FUT DEC23----------------75.1M$-80.5M-9.7%---
ECH4EURO FX CURR FUT MAR24-------------162.8M$-175.6M-24.0%------
ECM4EURO FX CURR FUT JUN24-381.6M$-410.8M-40.4%-381.6M$-411.0M-40.5%-523.1M$-562.3M-54.7%-606.2M$-652.7M-66.8%---------
-ED/SFR - 3MO EURDLR/SOFR------------3.8M$3.6M0.5%-293.5M$-281.3M-33.8%-318.5M$-309.2M-42.6%
SFRU43 MONTH SOFR FUT SEP24-------------------318.5M$-309.2M-42.6%
SFRH53 MONTH SOFR FUT MAR25----------------293.5M$-281.3M-33.8%---
SFRM53 MONTH SOFR FUT JUN25------------3.8M$3.6M0.5%------
-ES - S+P500 EMINI-9.3K$-48.7M-4.8%-9.3K$-48.7M-4.8%-19.3K$-97.4M-9.5%9.3K$48.7M5.0%48.5K$243.2M33.2%-6.7K$-29.5M-3.5%-33.3K$-138.3M-19.1%
ESM3S+P500 EMINI FUT JUN23-------------------33.3K$-138.3M-19.1%
ESZ3S+P500 EMINI FUT DEC23----------------6.7K$-29.5M-3.5%---
ESH4S+P500 EMINI FUT MAR24------------48.5K$243.2M33.2%------
ESM4S+P500 EMINI FUT JUN24-9.3K$-48.7M-4.8%-9.3K$-48.7M-4.8%-19.3K$-97.4M-9.5%9.3K$48.7M5.0%---------
-FF - FED FUND 30DAY----------------170.8M$-161.7M-19.4%-110.4M$-104.9M-14.4%
FFN3FED FUND 30DAY JUL23-------------------110.4M$-104.9M-14.4%
FFF4FED FUND 30DAY JAN24----------------170.8M$-161.7M-19.4%---
-GC - GOLD 100 OZ71.3K$165.6M16.3%71.3K$165.7M16.3%64.1K$148.1M14.4%82.1K$192.8M19.7%13.8K$28.3M3.9%-16.9K$-33.1M-4.0%55.3K$112.7M15.5%
GCM3GOLD 100 OZ FUTR JUN23------------------55.3K$112.7M15.5%
GCZ3GOLD 100 OZ FUTR DEC23----------------16.9K$-33.1M-4.0%---
GCJ4GOLD 100 OZ FUTR APR24------------13.8K$28.3M3.9%------
GCM4GOLD 100 OZ FUTR JUN2471.3K$165.6M16.3%71.3K$165.7M16.3%64.1K$148.1M14.4%82.1K$192.8M19.7%---------
-JY - JPN YEN CURR-9.4M$-605.3M-59.5%-9.4M$-608.8M-60.0%-10.6M$-678.0M-66.0%-11.7M$-774.9M-79.3%-4.4M$-295.9M-40.4%-3.4M$-228.1M-27.4%-3.8M$-282.0M-38.8%
JYM3JPN YEN CURR FUT JUN23-------------------3.8M$-282.0M-38.8%
JYZ3JPN YEN CURR FUT DEC23----------------3.4M$-228.1M-27.4%---
JYH4JPN YEN CURR FUT MAR24-------------4.4M$-295.9M-40.4%------
JYM4JPN YEN CURR FUT JUN24-9.4M$-605.3M-59.5%-9.4M$-608.8M-60.0%-10.6M$-678.0M-66.0%-11.7M$-774.9M-79.3%---------
-MES - MSCI EMG MKTS50.9K$54.6M5.4%50.9K$54.6M5.4%103.0K$107.4M10.5%30.1K$31.6M3.2%-99.8K$-100.8M-13.8%-71.5K$-68.9M-8.3%-49.9K$-49.1M-6.8%
MESM3MSCI EMGMKT JUN23-------------------49.9K$-49.1M-6.8%
MESZ3MSCI EMGMKT DEC23----------------71.5K$-68.9M-8.3%---
MESH4MSCI EMGMKT MAR24-------------99.8K$-100.8M-13.8%------
MESM4MSCI EMGMKT JUN2450.9K$54.6M5.4%50.9K$54.6M5.4%103.0K$107.4M10.5%30.1K$31.6M3.2%---------
-MFS - MSCI EAFE113.7K$265.4M26.1%113.7K$265.7M26.2%175.2K$396.4M38.6%265.1K$611.8M62.6%101.0K$225.8M30.8%-25.1K$-50.8M-6.1%113.5K$243.1M33.5%
MFSM3MSCI EAFEJUN23------------------113.5K$243.1M33.5%
MFSZ3MSCI EAFEDEC23----------------25.1K$-50.8M-6.1%---
MFSH4MSCI EAFEMAR24------------101.0K$225.8M30.8%------
MFSM4MSCI EAFEJUN24113.7K$265.4M26.1%113.7K$265.7M26.2%175.2K$396.4M38.6%265.1K$611.8M62.6%---------
-TU - US 2YR NOTE-825.4M$-839.3M-82.6%-825.4M$-839.6M-82.7%-842.4M$-855.1M-83.2%-909.8M$-923.7M-94.5%4.4M$4.5M0.6%-277.8M$-281.8M-33.8%-299.6M$-309.7M-42.7%
TUM3US 2YR NOTE (CBT) JUN23-------------------299.6M$-309.7M-42.7%
TUZ3US 2YR NOTE (CBT) DEC23----------------277.8M$-281.8M-33.8%---
TUH4US 2YR NOTE (CBT) MAR24------------4.4M$4.5M0.6%------
TUM4US 2YR NOTE (CBT) JUN24-825.4M$-839.3M-82.6%-825.4M$-839.6M-82.7%-842.4M$-855.1M-83.2%-909.8M$-923.7M-94.5%---------
-TY - US 10YR NOTE-424.8M$-462.3M-45.5%-424.8M$-463.1M-45.6%-461.4M$-498.8M-48.6%-339.3M$-367.1M-37.6%7.5M$8.3M1.1%-137.6M$-149.1M-17.9%-16.8M$-19.5M-2.7%
TYM3US 10YR NOTE (CBT)JUN23-------------------16.8M$-19.5M-2.7%
TYZ3US 10YR NOTE (CBT)DEC23----------------137.6M$-149.1M-17.9%---
TYH4US 10YR NOTE (CBT)MAR24------------7.5M$8.3M1.1%------
TYM4US 10YR NOTE (CBT)JUN24-424.8M$-462.3M-45.5%-424.8M$-463.1M-45.6%-461.4M$-498.8M-48.6%-339.3M$-367.1M-37.6%---------
-US - US LONG BOND-73.4M$-85.4M-8.4%-73.4M$-85.6M-8.4%-33.7M$-38.8M-3.8%27.5M$31.8M3.3%49.7M$60.1M8.2%-66.4M$-76.2M-9.2%-38.7M$-50.6M-7.0%
USM3US LONG BOND(CBT) JUN23-------------------38.7M$-50.6M-7.0%
USZ3US LONG BOND(CBT) DEC23----------------66.4M$-76.2M-9.2%---
USH4US LONG BOND(CBT) MAR24------------49.7M$60.1M8.2%------
USM4US LONG BOND(CBT) JUN24-73.4M$-85.4M-8.4%-73.4M$-85.6M-8.4%-33.7M$-38.8M-3.8%27.5M$31.8M3.3%---------
-UX - US 10YR ULTRA------------6.6M$7.6M1.0%-132.9M$-148.7M-17.8%-15.4M$-18.7M-2.6%
UXYM3US 10YR ULTRA FUT JUN23-------------------15.4M$-18.7M-2.6%
UXYZ3US 10YR ULTRA FUT DEC23----------------132.9M$-148.7M-17.8%---
UXYH4US 10YR ULTRA FUT MAR24------------6.6M$7.6M1.0%------
-WN - US ULTRA BOND------------45.9M$58.4M8.0%-63.5M$-75.7M-9.1%-35.2M$-48.9M-6.7%
WNM3US ULTRA BOND CBT JUN23-------------------35.2M$-48.9M-6.7%
WNZ3US ULTRA BOND CBT DEC23----------------63.5M$-75.7M-9.1%---
WNH4US ULTRA BOND CBT MAR24------------45.9M$58.4M8.0%------
not investment advice - use at own risk - see terms - data by imgp funds