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9 min read kmlm-update

KMLM update - 1 nov 2023

KMLM update - 1 nov 2023
dbmfwatch - KMLM | 2023-11-01 | changes found
symboldescriptionsharesvaluepct1d chg1wk chg4wk chg13wk chg
--cash--Cash131.9M$131.9M44.0%41.3% | 41.3%45.6% | 45.6%-2.5% | -2.5%57.2% | 57.2%
-CAD-CANADIAN DOLLAR1.6M$1.1M0.4%-28.5% | -28.5%-46.7% | -47.0%-47.4% | -47.9%307.7% | 299.9%
-EUR-EURO456.6K$482.6K0.2%-36.2% | -36.3%-61.9% | -61.9%-71.9% | -71.8%176.0% | 173.4%
-GBP-BRITISH STERLING POUND4.6M$5.6M1.9%-3.9% | -3.9%-14.7% | -14.5%-15.5% | -15.5%29.5% | 23.7%
-JPY-JAPANESE YEN-583.0M$-3.9M-1.3%0.9% | 0.4%10.8% | 11.3%14.3% | 15.3%3.2% | 8.0%
ADZ3AUDUSD CRNCY FUT DEC23-768.0$-49.1M-16.4%-1.3% | -1.9%-2.3% | -3.4%-1.2% | -2.0%-
BPZ3BP CURRENCY FUT DEC23-643.0$-48.8M-16.3%-0.3% | -0.1%-1.3% | -1.4%-520.3% | -519.9%-
C Z3CORN FUTURE DEC23-856.0$-20.3M-6.8%0.6% | 1.4%-0.4% | 0.7%0.7% | 2.9%-23.7% | -17.4%
CDZ3C$ CURRENCY FUT DEC23-676.0$-48.7M-16.3%-2.0% | -1.8%-3.0% | -2.4%-25.9% | -24.6%-
CLZ3WTI CRUDE FUTURE DEC23253.0$20.4M6.8%9.5% | 8.7%10.5% | 4.1%9.5% | 6.7%-
CNZ3CAN 10YR BOND FUT DEC23-925.0$-77.2M-25.8%-2.2% | -2.9%-3.1% | -4.0%-2.0% | -2.5%-
ECZ3EURO FX CURR FUT DEC23-368.0$-48.6M-16.2%0.3% | 0.7%-0.8% | -0.6%0.3% | 0%-
G Z3LONG GILT FUTURE DEC23-676.0$-76.7M-25.6%-1.2% | -1.5%-2.1% | -3.8%-1.0% | -2.4%-
GCZ3GOLD 100 OZ FUTR DEC23-5.0$-993.8K-0.3%68.8% | 68.9%91.2% | 91.3%68.8% | 66.1%-105.7% | -105.7%
HGZ3COPPER FUTURE DEC23-224.0$-20.4M-6.8%-1.8% | -1.8%-2.8% | -4.4%-12.6% | -14.4%-
HOZ3NY HARB ULSD FUT DEC23168.0$20.9M7.0%8.4% | 10.3%9.8% | 9.9%8.4% | 9.7%-
JBZ3JPN 10Y BOND(OSE) DEC23-73.0$-69.5M-23.2%-1.4% | -1.8%-15.9% | -14.4%-484.2% | -477.6%-
JYZ3JPN YEN CURR FUT DEC23-587.0$-48.9M-16.3%-1.6% | -1.9%-2.6% | -1.8%-1.6% | 0.3%-
LCZ3LIVE CATTLE FUTR DEC23279.0$20.5M6.8%2.2% | 2.2%3.0% | 5.4%2.2% | 0.9%15.8% | 15.2%
NGZ23NATURAL GAS FUTR DEC23-573.0$-20.0M-6.7%7.6% | 9.7%6.7% | 3.4%7.7% | 2.9%-
RXZ3EURO-BUND FUTURE DEC23-561.0$-76.8M-25.6%0.5% | 0.3%-0.4% | -1.4%0.7% | -1.4%-
S H4SOYBEAN FUTURE MAR24-221.0$-14.7M-4.9%1.3% | 1.0%---
SBH4SUGAR #11 (WORLD) MAR24675.0$20.8M6.9%-2.5% | -0.9%-1.6% | -2.0%-2.6% | 3.3%-
SFZ3CHF CURRENCY FUT DEC23-219.0$-30.3M-10.1%0.5% | 0.4%-0.5% | 1.0%-529.4% | -531.9%-
TYZ3US 10YR NOTE (CBT)DEC23-721.0$-77.0M-25.7%-1.5% | -2.2%-2.4% | -3.6%-1.4% | -1.2%-
US912796ZD42Treasury B 11/30/2340M$39.8M13.3%0% | 0%0% | 0.1%0% | 0.4%-
US912796ZN24Treasury B 12/28/2340M$39.7M13.2%0% | 0%---
US912797FK87Treasury B 11/16/2345M$44.9M15.0%0% | 0%0% | 0.1%--
US912797HN09Treasury B 12/05/2340M$39.8M13.3%0% | 0%0% | 0.1%--
W Z3WHEAT FUTURE(CBT) DEC23-736.0$-20.7M-6.9%2.9% | 1.9%2.0% | 3.2%3.0% | 2.7%-43.5% | -20.8%
XBZ3GASOLINE RBOB FUT DEC23220.0$20.2M6.7%5.8% | 4.3%6.8% | 2.9%5.8% | 6.8%-
not investment advice - use at own risk - see terms - data by kfa funds
dbmfwatch - KMLM | 2023-11-01 | history
2023-11-01 2023-10-31 (1d)2023-10-25 (1wk)2023-10-04 (4wk)2023-08-02 (13wk)2023-05-03 (26wk)
symboldescriptionsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepct
--cash--Cash131.9M$131.9M44.0%93.4M$93.4M30.9%90.6M$90.6M30.1%135.4M$135.4M45.0%83.9M$83.9M32.0%139.0M$139.0M50.4%
-CAD-CANADIAN DOLLAR1.6M$1.1M0.4%2.2M$1.6M0.5%3.0M$2.2M0.7%3.0M$2.2M0.7%-764.2K$-572.7K-0.2%158.5K$116.3K0%
-EUR-EURO456.6K$482.6K0.2%716.1K$757.7K0.2%1.2M$1.3M0.4%1.6M$1.7M0.6%-601K$-657.5K-0.2%-2.1M$-2.4M-0.9%
-GBP-BRITISH STERLING POUND4.6M$5.6M1.9%4.8M$5.9M1.9%5.5M$6.6M2.2%5.5M$6.7M2.2%3.6M$4.6M1.7%-409.5K$-514.1K-0.2%
-JPY-JAPANESE YEN-583.0M$-3.9M-1.3%-588.0M$-3.9M-1.3%-653.6M$-4.4M-1.4%-680.4M$-4.6M-1.5%-602.4M$-4.2M-1.6%-546.6M$-4.0M-1.5%
ADM3AUDUSD CRNCY FUT JUN23----------------667.0$-44.7M-16.2%
ADU3AUDUSD CRNCY FUT SEP23-------------90.0$-5.9M-2.3%---
ADZ3AUDUSD CRNCY FUT DEC23-768.0$-49.1M-16.4%-758.0$-48.1M-15.9%-751.0$-47.5M-15.8%-759.0$-48.1M-16.0%------
BPM3BP CURRENCY FUT JUN23---------------562.0$44.2M16.0%
BPU3BP CURRENCY FUT SEP23------------527.0$41.9M16.0%---
BPZ3BP CURRENCY FUT DEC23-643.0$-48.8M-16.3%-641.0$-48.7M-16.1%-635.0$-48.1M-16.0%153.0$11.6M3.9%------
C N3CORN FUTURE JUL23----------------332.0$-9.8M-3.5%
C Z3CORN FUTURE DEC23-856.0$-20.3M-6.8%-861.0$-20.6M-6.8%-853.0$-20.5M-6.8%-862.0$-20.9M-7.0%-692.0$-17.3M-6.6%---
CDM3C$ CURRENCY FUT JUN23----------------598.0$-44.0M-16.0%
CDU3C$ CURRENCY FUT SEP23------------557.0$41.8M15.9%---
CDZ3C$ CURRENCY FUT DEC23-676.0$-48.7M-16.3%-663.0$-47.8M-15.8%-656.0$-47.6M-15.8%-537.0$-39.1M-13.0%------
CLM3WTI CRUDE FUTURE JUN23----------------242.0$-16.6M-6.0%
CLU3WTI CRUDE FUTURE SEP23-------------72.0$-5.7M-2.2%---
CLZ3WTI CRUDE FUTURE DEC23253.0$20.4M6.8%231.0$18.7M6.2%229.0$19.6M6.5%231.0$19.1M6.3%------
CNM3CAN 10YR BOND FUT JUN23---------------604.0$56.2M20.4%
CNU3CAN 10YR BOND FUT SEP23-------------729.0$-65.1M-24.8%---
CNZ3CAN 10YR BOND FUT DEC23-925.0$-77.2M-25.8%-905.0$-75.0M-24.8%-897.0$-74.2M-24.7%-907.0$-75.3M-25.0%------
ECM3EURO FX CURR FUT JUN23---------------320.0$44.4M16.1%
ECU3EURO FX CURR FUT SEP23------------307.0$42.1M16.1%---
ECZ3EURO FX CURR FUT DEC23-368.0$-48.6M-16.2%-369.0$-48.9M-16.2%-365.0$-48.3M-16.1%-369.0$-48.6M-16.2%------
G M3LONG GILT FUTURE JUN23----------------544.0$-69.5M-25.2%
G U3LONG GILT FUTURE SEP23-------------538.0$-65.0M-24.8%---
G Z3LONG GILT FUTURE DEC23-676.0$-76.7M-25.6%-668.0$-75.6M-25.0%-662.0$-74.0M-24.6%-669.0$-74.9M-24.9%------
GCM3GOLD 100 OZ FUTR JUN23---------------93.0$18.9M6.9%
GCZ3GOLD 100 OZ FUTR DEC23-5.0$-993.8K-0.3%-16.0$-3.2M-1.1%-57.0$-11.4M-3.8%-16.0$-2.9M-1.0%88.0$17.4M6.6%---
HGN3COPPER FUTURE JUL23---------------191.0$18.4M6.7%
HGU3COPPER FUTURE SEP23------------143.0$13.7M5.2%---
HGZ3COPPER FUTURE DEC23-224.0$-20.4M-6.8%-220.0$-20.1M-6.6%-218.0$-19.6M-6.5%-199.0$-17.9M-5.9%------
HOM3NY HARB ULSD FUT JUN23----------------186.0$-17.4M-6.3%
HOU3NY HARB ULSD FUT SEP23-------------74.0$-9.3M-3.6%---
HOZ3NY HARB ULSD FUT DEC23168.0$20.9M7.0%155.0$18.9M6.3%153.0$19.0M6.3%155.0$19.0M6.3%------
JBM3JPN 10Y BOND(OSE) JUN23---------------64.0$70.4M25.5%
JBU3JPN 10Y BOND(OSE) SEP23------------64.0$65.5M25.0%---
JBZ3JPN 10Y BOND(OSE) DEC23-73.0$-69.5M-23.2%-72.0$-68.3M-22.6%-63.0$-60.8M-20.2%19.0$18.4M6.1%------
JYM3JPN YEN CURR FUT JUN23----------------296.0$-27.5M-10.0%
JYU3JPN YEN CURR FUT SEP23-------------478.0$-42.0M-16.0%---
JYZ3JPN YEN CURR FUT DEC23-587.0$-48.9M-16.3%-578.0$-48.0M-15.9%-572.0$-48.1M-16.0%-578.0$-49.1M-16.3%------
LCM3LIVE CATTLE FUTR JUN23---------------280.0$18.1M6.6%
LCZ3LIVE CATTLE FUTR DEC23279.0$20.5M6.8%273.0$20.0M6.6%271.0$19.4M6.5%273.0$20.3M6.8%241.0$17.8M6.8%---
NGM23NATURAL GAS FUTR JUN23----------------770.0$-16.7M-6.1%
NGU23NATURAL GAS FUTR SEP23-------------674.0$-16.7M-6.4%---
NGZ23NATURAL GAS FUTR DEC23-573.0$-20.0M-6.7%-620.0$-22.2M-7.3%-614.0$-20.7M-6.9%-621.0$-20.6M-6.9%------
RXM3EURO-BUND FUTURE JUN23----------------465.0$-70.1M-25.4%
RXU3EURO-BUND FUTURE SEP23-------------454.0$-65.8M-25.1%---
RXZ3EURO-BUND FUTURE DEC23-561.0$-76.8M-25.6%-564.0$-77.0M-25.5%-559.0$-75.7M-25.2%-565.0$-75.7M-25.2%------
S H4SOYBEAN FUTURE MAR24-221.0$-14.7M-4.9%-224.0$-14.8M-4.9%------------
S N3SOYBEAN FUTURE JUL23---------------87.0$6.2M2.2%
S X3SOYBEAN FUTURE NOV23-------137.0$-8.8M-2.9%200.0$12.7M4.2%267.0$17.6M6.7%---
SBH4SUGAR #11 (WORLD) MAR24675.0$20.8M6.9%692.0$21.0M7.0%686.0$21.2M7.1%693.0$20.1M6.7%------
SBN3SUGAR #11 (WORLD) JUL23---------------629.0$17.7M6.4%
SBV3SUGAR #11 (WORLD) OCT23------------658.0$17.8M6.8%---
SFM3CHF CURRENCY FUT JUN23---------------314.0$44.6M16.2%
SFU3CHF CURRENCY FUT SEP23------------294.0$42.1M16.1%---
SFZ3CHF CURRENCY FUT DEC23-219.0$-30.3M-10.1%-220.0$-30.4M-10.1%-218.0$-30.6M-10.2%51.0$7.0M2.3%------
TYM3US 10YR NOTE (CBT)JUN23----------------430.0$-49.8M-18.1%
TYU3US 10YR NOTE (CBT)SEP23-------------596.0$-66.0M-25.2%---
TYZ3US 10YR NOTE (CBT)DEC23-721.0$-77.0M-25.7%-710.0$-75.4M-25.0%-704.0$-74.4M-24.7%-711.0$-76.2M-25.3%------
US912796XY07Treasury B 08/10/23------------40M$40.0M15.2%40M$39.5M14.3%
US912796YH64Treasury B 09/07/23------------40M$39.8M15.2%---
US912796YJ21Treasury B 10/05/23------------40M$39.6M15.1%40M$39.2M14.2%
US912796YT03Treasury B 11/02/23---40M$40.0M13.2%40M$40.0M13.3%40M$39.8M13.2%------
US912796Z517Treasury B 08/31/23------------40M$39.8M15.2%---
US912796ZD42Treasury B 11/30/2340M$39.8M13.3%40M$39.8M13.2%40M$39.8M13.2%40M$39.7M13.2%------
US912796ZE25Treasury B 05/11/23---------------30M$30.0M10.9%
US912796ZN24Treasury B 12/28/2340M$39.7M13.2%40M$39.7M13.1%------------
US912797FA06Treasury B 10/12/23---------40M$40.0M13.3%------
US912797FK87Treasury B 11/16/2345M$44.9M15.0%45M$44.9M14.9%45M$44.9M14.9%---------
US912797FM44Treasury B 06/06/23---------------35M$34.8M12.6%
US912797GG66Treasury B 08/15/23------------20M$20.0M7.6%---
US912797HD27Treasury B 10/31/23------40M$40.0M13.3%40M$39.8M13.2%------
US912797HN09Treasury B 12/05/2340M$39.8M13.3%40M$39.8M13.2%40M$39.8M13.2%---------
W N3WHEAT FUTURE(CBT) JUL23----------------586.0$-18.7M-6.8%
W Z3WHEAT FUTURE(CBT) DEC23-736.0$-20.7M-6.9%-758.0$-21.1M-7.0%-751.0$-21.3M-7.1%-759.0$-21.3M-7.1%-513.0$-17.1M-6.5%---
XBM3GASOLINE RBOB FUT JUN23----------------58.0$-5.7M-2.1%
XBU3GASOLINE RBOB FUT SEP23------------146.0$17.0M6.5%---
XBZ3GASOLINE RBOB FUT DEC23220.0$20.2M6.7%208.0$19.4M6.4%206.0$19.6M6.5%208.0$18.9M6.3%------
not investment advice - use at own risk - see terms - data by kfa funds

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dbmfwatch

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