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8 min read kmlm-update

KMLM update - 11 dec 2023

KMLM update - 11 dec 2023
dbmfwatch - KMLM | 2023-12-11 | changes found
symboldescriptionsharesvaluepct1d chg1wk chg4wk chg13wk chg
--cash--Cash85.4M$85.4M30.3%3.0% | 3.0%-34.7% | -34.7%-3.7% | -3.7%2.5% | 2.5%
-CAD-CANADIAN DOLLAR-3.0M$-2.2M-0.8%7.0% | 6.9%-18.4% | -18.1%-623.7% | -632.6%-1.65K% | -1.65K%
-EUR-EURO-2.1M$-2.3M-0.8%0.4% | 0.3%-24.6% | -23.8%-717.9% | -721.6%-108.47K% | -108.61K%
-GBP-BRITISH STERLING POUND1.9M$2.4M0.9%19.8% | 19.9%-25.6% | -26.0%-45.8% | -44.5%-53.5% | -53.3%
-JPY-JAPANESE YEN-790.3M$-5.4M-1.9%-0.3% | 0.6%-2.0% | -2.8%-24.6% | -29.3%-24.8% | -25.1%
ADZ3AUDUSD CRNCY FUT DEC23-709.0$-46.6M-16.5%0% | 0.2%0% | 0.8%7.7% | 5.1%-
BPZ3BP CURRENCY FUT DEC23424.0$33.3M11.8%15.2% | 15.3%200.7% | 199.1%165.9% | 167.4%-
C H4CORN FUTURE MAR24-814.0$-19.6M-6.9%0% | 0.8%0% | 0.8%--
CDZ3C$ CURRENCY FUT DEC23-635.0$-46.8M-16.6%0% | -0.1%0% | 0.2%6.1% | 4.5%-
CLH4WTI CRUDE FUTURE MAR24-37.0$-2.7M-0.9%0% | -0.3%-159.7% | -158.2%--
CNH4CAN 10YR BOND FUT MAR24-832.0$-74.3M-26.3%0% | 0.1%0% | -0.2%--
ECZ3EURO FX CURR FUT DEC23-82.0$-11.0M-3.9%0% | 0%0% | 0.6%77.7% | 77.6%-
G H4LONG GILT FUTURE MAR24-488.0$-59.8M-21.2%0% | 0.6%18.9% | 18.6%--
GCG4GOLD 100 OZ FUTR FEB2459.0$11.8M4.2%18.0% | 16.8%18.0% | 15.2%--
HGH4COPPER FUTURE MAR24-185.0$-17.5M-6.2%0% | 1.3%0% | 1.4%--
HOH4NY HARB ULSD FUT MAR24158.0$16.9M6.0%0% | 0.9%-9.7% | -11.5%--
JBH4JPN 10Y BOND(OSE) MAR2432.0$31.7M11.2%28.0% | 26.9%---
JYZ3JPN YEN CURR FUT DEC23-554.0$-47.4M-16.8%0% | 0.8%0% | -0.7%5.6% | 2.5%-
LCG4LIVE CATTLE FUTR FEB24-14.0$-940.2K-0.3%-200.0% | -201.3%-111.4% | -111.4%--
NGH24NATURAL GAS FUTR MAR24-745.0$-16.6M-5.9%0% | 6.1%0% | 11.6%--
RXH4EURO-BUND FUTURE MAR24-170.0$-24.6M-8.7%22.0% | 22.0%58.7% | 58.8%--
S H4SOYBEAN FUTURE MAR24151.0$10.2M3.6%-15.6% | -13.7%-47.8% | -46.7%1.11K% | 1.08K%-
SBH4SUGAR #11 (WORLD) MAR24481.0$12.1M4.3%-11.9% | -15.3%-28.6% | -37.9%-28.7% | -42.2%-
SFZ3CHF CURRENCY FUT DEC23234.0$33.3M11.8%15.3% | 15.5%200.0% | 198.0%206.8% | 209.4%-
TYH4US 10YR NOTE (CBT)MAR24-670.0$-73.9M-26.2%0% | -0.1%0% | -0.1%--
US912796ZN24Treasury B 12/28/2340M$39.9M14.1%0% | 0%0% | 0.1%0% | 0.4%-
US912797FV43Treasury B 12/21/2345M$44.9M15.9%0% | 0%0% | 0.1%--
US912797GC52Treasury B 01/11/2440M$39.8M14.1%0% | 0%0% | 0.1%--
US912797HX80Treasury B 01/02/2435M$34.9M12.4%0% | 0%0% | 0.1%--
US912797JB43Treasury B 01/30/2445M$44.7M15.8%0% | 0%---
W H4WHEAT FUTURE(CBT) MAR24-657.0$-20.0M-7.1%0% | 3.5%0% | 1.8%--
XBH4GASOLINE RBOB FUT MAR24132.0$11.5M4.1%-13.2% | -13.3%-31.6% | -34.0%--
not investment advice - use at own risk - see terms - data by kfa funds
dbmfwatch - KMLM | 2023-12-11 | history
2023-12-11 2023-12-08 (1d)2023-12-04 (1wk)2023-11-13 (4wk)2023-09-11 (13wk)2023-06-12 (26wk)
symboldescriptionsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepct
--cash--Cash85.4M$85.4M30.3%83.0M$83.0M29.7%130.7M$130.7M46.0%88.7M$88.7M30.1%83.3M$83.3M30.5%116.2M$116.2M37.9%
-CAD-CANADIAN DOLLAR-3.0M$-2.2M-0.8%-3.2M$-2.4M-0.9%-2.5M$-1.9M-0.7%573.5K$415.5K0.1%-171.6K$-126.4K-0.1%-2.6M$-2.0M-0.6%
-EUR-EURO-2.1M$-2.3M-0.8%-2.1M$-2.3M-0.8%-1.7M$-1.8M-0.7%343.6K$367.6K0.1%2.0K$2.1K0%-1.4M$-1.6M-0.5%
-GBP-BRITISH STERLING POUND1.9M$2.4M0.9%1.6M$2.0M0.7%2.6M$3.3M1.2%3.6M$4.4M1.5%4.2M$5.2M1.9%3.3M$4.2M1.4%
-JPY-JAPANESE YEN-790.3M$-5.4M-1.9%-788.3M$-5.4M-1.9%-774.9M$-5.3M-1.9%-634.2M$-4.2M-1.4%-633.3M$-4.3M-1.6%-520.6M$-3.7M-1.2%
ADU3AUDUSD CRNCY FUT SEP23-------------664.0$-42.7M-15.6%-769.0$-52.1M-17.0%
ADZ3AUDUSD CRNCY FUT DEC23-709.0$-46.6M-16.5%-709.0$-46.7M-16.7%-709.0$-46.9M-16.5%-768.0$-49.1M-16.7%------
BPU3BP CURRENCY FUT SEP23------------544.0$42.5M15.6%644.0$50.4M16.4%
BPZ3BP CURRENCY FUT DEC23424.0$33.3M11.8%368.0$28.9M10.3%141.0$11.1M3.9%-643.0$-49.4M-16.8%------
C H4CORN FUTURE MAR24-814.0$-19.6M-6.9%-814.0$-19.8M-7.1%-814.0$-19.8M-6.9%---------
C N3CORN FUTURE JUL23----------------707.0$-21.8M-7.1%
C Z3CORN FUTURE DEC23----------856.0$-20.4M-6.9%-755.0$-18.3M-6.7%---
CDM3C$ CURRENCY FUT JUN23----------------679.0$-50.8M-16.6%
CDU3C$ CURRENCY FUT SEP23-------------582.0$-42.9M-15.7%---
CDZ3C$ CURRENCY FUT DEC23-635.0$-46.8M-16.6%-635.0$-46.8M-16.8%-635.0$-46.9M-16.5%-676.0$-49.0M-16.7%------
CLH4WTI CRUDE FUTURE MAR24-37.0$-2.7M-0.9%-37.0$-2.6M-0.9%62.0$4.6M1.6%---------
CLU3WTI CRUDE FUTURE SEP23----------------308.0$-20.7M-6.8%
CLZ3WTI CRUDE FUTURE DEC23---------205.0$16.0M5.5%219.0$18.8M6.9%---
CNH4CAN 10YR BOND FUT MAR24-832.0$-74.3M-26.3%-832.0$-74.4M-26.6%-832.0$-74.1M-26.1%---------
CNU3CAN 10YR BOND FUT SEP23----------------616.0$-56.2M-18.3%
CNZ3CAN 10YR BOND FUT DEC23----------925.0$-78.2M-26.6%-765.0$-66.6M-24.3%---
ECU3EURO FX CURR FUT SEP23------------196.0$26.3M9.6%373.0$50.4M16.5%
ECZ3EURO FX CURR FUT DEC23-82.0$-11.0M-3.9%-82.0$-11.0M-4.0%-82.0$-11.1M-3.9%-368.0$-49.3M-16.8%------
G H4LONG GILT FUTURE MAR24-488.0$-59.8M-21.2%-488.0$-60.1M-21.5%-602.0$-73.4M-25.8%---------
G U3LONG GILT FUTURE SEP23----------------653.0$-78.0M-25.4%
G Z3LONG GILT FUTURE DEC23----------676.0$-78.8M-26.8%-558.0$-65.8M-24.1%---
GCG4GOLD 100 OZ FUTR FEB2459.0$11.8M4.2%50.0$10.1M3.6%50.0$10.2M3.6%---------
GCQ3GOLD 100 OZ FUTR AUG23---------------106.0$20.9M6.8%
GCZ3GOLD 100 OZ FUTR DEC23---------54.0$10.5M3.6%48.0$9.3M3.4%---
HGH4COPPER FUTURE MAR24-185.0$-17.5M-6.2%-185.0$-17.7M-6.3%-185.0$-17.7M-6.2%---------
HGN3COPPER FUTURE JUL23----------------187.0$-17.5M-5.7%
HGZ3COPPER FUTURE DEC23----------224.0$-20.5M-7.0%-117.0$-11.1M-4.1%---
HOH4NY HARB ULSD FUT MAR24158.0$16.9M6.0%158.0$16.7M6.0%175.0$19.0M6.7%---------
HOU3NY HARB ULSD FUT SEP23----------------221.0$-21.3M-7.0%
HOZ3NY HARB ULSD FUT DEC23---------168.0$20.0M6.8%146.0$19.3M7.0%---
JBH4JPN 10Y BOND(OSE) MAR2432.0$31.7M11.2%25.0$25M9.0%------------
JBU3JPN 10Y BOND(OSE) SEP23---------------74.0$78.5M25.6%
JBZ3JPN 10Y BOND(OSE) DEC23-------4.0$-4.0M-1.4%-73.0$-69.5M-23.6%67.0$66.6M24.3%---
JYU3JPN YEN CURR FUT SEP23-------------499.0$-42.6M-15.6%-548.0$-49.8M-16.3%
JYZ3JPN YEN CURR FUT DEC23-554.0$-47.4M-16.8%-554.0$-47.8M-17.1%-554.0$-47.1M-16.6%-587.0$-48.7M-16.5%------
LCG4LIVE CATTLE FUTR FEB24-14.0$-940.2K-0.3%14.0$928.1K0.3%123.0$8.2M2.9%---------
LCQ3LIVE CATTLE FUTR AUG23---------------313.0$21.7M7.1%
LCZ3LIVE CATTLE FUTR DEC23---------279.0$19.5M6.6%244.0$18.4M6.7%---
NGH24NATURAL GAS FUTR MAR24-745.0$-16.6M-5.9%-745.0$-17.7M-6.3%-745.0$-18.8M-6.6%---------
NGU23NATURAL GAS FUTR SEP23----------------891.0$-20.9M-6.8%
NGZ23NATURAL GAS FUTR DEC23----------573.0$-18.3M-6.2%-500.0$-17.0M-6.2%---
RXH4EURO-BUND FUTURE MAR24-170.0$-24.6M-8.7%-218.0$-31.6M-11.3%-412.0$-59.7M-21.0%---------
RXU3EURO-BUND FUTURE SEP23----------------543.0$-78.4M-25.6%
RXZ3EURO-BUND FUTURE DEC23----------561.0$-77.8M-26.5%-470.0$-66.0M-24.1%---
S H4SOYBEAN FUTURE MAR24151.0$10.2M3.6%179.0$11.8M4.2%289.0$19.2M6.7%-15.0$-1.0M-0.4%------
S N3SOYBEAN FUTURE JUL23----------------323.0$-22.2M-7.2%
S X3SOYBEAN FUTURE NOV23------------264.0$18.1M6.6%---
SBH4SUGAR #11 (WORLD) MAR24481.0$12.1M4.3%546.0$14.3M5.1%674.0$19.5M6.9%675.0$20.9M7.1%------
SBN3SUGAR #11 (WORLD) JUL23---------------749.0$21.4M7.0%
SBV3SUGAR #11 (WORLD) OCT23------------643.0$19.0M7.0%---
SFU3CHF CURRENCY FUT SEP23------------304.0$42.7M15.6%361.0$50.1M16.4%
SFZ3CHF CURRENCY FUT DEC23234.0$33.3M11.8%203.0$28.8M10.3%78.0$11.2M3.9%-219.0$-30.5M-10.4%------
TYH4US 10YR NOTE (CBT)MAR24-670.0$-73.9M-26.2%-670.0$-73.9M-26.5%-670.0$-73.8M-26.0%---------
TYU3US 10YR NOTE (CBT)SEP23----------------621.0$-70.4M-23.0%
TYZ3US 10YR NOTE (CBT)DEC23----------721.0$-77.5M-26.3%-608.0$-66.7M-24.4%---
US912796CR84Treasury B 09/21/23------------40M$39.9M14.6%---
US912796CS67Treasury B 09/28/23------------30M$29.9M10.9%---
US912796XY07Treasury B 08/10/23---------------40M$39.7M12.9%
US912796Y296Treasury B 07/27/23---------------39M$38.8M12.7%
US912796YJ21Treasury B 10/05/23------------40M$39.9M14.6%40M$39.3M12.8%
US912796ZD42Treasury B 11/30/23---------40M$39.9M13.6%------
US912796ZN24Treasury B 12/28/2340M$39.9M14.1%40M$39.9M14.3%40M$39.9M14.0%40M$39.7M13.5%------
US912796ZZ53Treasury B 07/20/23---------------38M$37.8M12.3%
US912797FA06Treasury B 10/12/23------------40M$39.8M14.6%---
US912797FK87Treasury B 11/16/23---------45M$45.0M15.3%------
US912797FV43Treasury B 12/21/2345M$44.9M15.9%45M$44.9M16.1%45M$44.9M15.8%---------
US912797FY81Treasury B 07/18/23---------------38M$37.8M12.3%
US912797GC52Treasury B 01/11/2440M$39.8M14.1%40M$39.8M14.3%40M$39.8M14.0%---------
US912797HD27Treasury B 10/31/23------------40M$39.7M14.5%---
US912797HL43Treasury B 11/21/23---------40M$40.0M13.6%------
US912797HN09Treasury B 12/05/23---------40M$39.9M13.6%------
US912797HX80Treasury B 01/02/2435M$34.9M12.4%35M$34.9M12.5%35M$34.9M12.3%---------
US912797JB43Treasury B 01/30/2445M$44.7M15.8%45M$44.7M16.0%------------
W H4WHEAT FUTURE(CBT) MAR24-657.0$-20.0M-7.1%-657.0$-20.8M-7.4%-657.0$-20.4M-7.2%---------
W N3WHEAT FUTURE(CBT) JUL23----------------707.0$-22.4M-7.3%
W Z3WHEAT FUTURE(CBT) DEC23----------736.0$-21.3M-7.2%-600.0$-17.5M-6.4%---
XBH4GASOLINE RBOB FUT MAR24132.0$11.5M4.1%152.0$13.2M4.7%193.0$17.4M6.1%---------
XBU3GASOLINE RBOB FUT SEP23----------------93.0$-9.1M-3.0%
XBZ3GASOLINE RBOB FUT DEC23---------220.0$20.7M7.0%179.0$19.1M7.0%---
not investment advice - use at own risk - see terms - data by kfa funds

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dbmfwatch

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