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8 min read kmlm-update

KMLM update - 12 dec 2023

KMLM update - 12 dec 2023
dbmfwatch - KMLM | 2023-12-12 | changes found
symboldescriptionsharesvaluepct1d chg1wk chg4wk chg13wk chg
--cash--Cash84.4M$84.4M30.1%-1.1% | -1.1%-34.8% | -34.8%0.5% | 0.5%0.8% | 0.8%
-CAD-CANADIAN DOLLAR-3.2M$-2.3M-0.8%-5.8% | -5.7%11.4% | 11.4%-273.5% | -276.2%-1.11K% | -1.10K%
-EUR-EURO-2.2M$-2.4M-0.9%-3.6% | -3.9%-1.5% | -1.5%-524.8% | -519.9%-33.13K% | -33.34K%
-GBP-BRITISH STERLING POUND1.4M$1.7M0.6%-30.3% | -30.2%-17.0% | -17.2%-43.5% | -43.2%-64.7% | -64.5%
-JPY-JAPANESE YEN-779.1M$-5.4M-1.9%1.4% | 0.9%-0.5% | -1.7%-19.6% | -23.5%-22.6% | -24.0%
ADZ3AUDUSD CRNCY FUT DEC23-709.0$-46.5M-16.6%0% | 0.2%0% | 0%7.7% | 7.1%-
BPZ3BP CURRENCY FUT DEC23481.0$37.8M13.5%13.4% | 13.5%142.9% | 142.5%174.8% | 175.2%-
C H4CORN FUTURE MAR24-814.0$-19.7M-7.0%0% | -0.8%0% | 1.1%--
CDZ3C$ CURRENCY FUT DEC23-635.0$-46.7M-16.7%0% | 0.2%0% | 0.1%6.1% | 5.4%-
CLH4WTI CRUDE FUTURE MAR24-37.0$-2.6M-0.9%0% | 3.7%-200.0% | -195.0%--
CNH4CAN 10YR BOND FUT MAR24-832.0$-74.3M-26.5%0% | 0%0% | 0.4%--
ECZ3EURO FX CURR FUT DEC23-82.0$-11.1M-3.9%0% | -0.3%0% | 0%77.7% | 77.9%-
G H4LONG GILT FUTURE MAR24-488.0$-60.6M-21.6%0% | -1.3%18.9% | 18.7%--
GCG4GOLD 100 OZ FUTR FEB2450.0$10.0M3.6%-15.3% | -15.3%0% | -2.1%--
HGH4COPPER FUTURE MAR24-185.0$-17.5M-6.2%0% | -0.2%0% | -0.1%--
HOH4NY HARB ULSD FUT MAR24158.0$16.2M5.8%0% | -3.7%-9.7% | -14.1%--
JBH4JPN 10Y BOND(OSE) MAR2439.0$38.9M13.9%21.9% | 22.8%---
JYZ3JPN YEN CURR FUT DEC23-554.0$-47.6M-17.0%0% | -0.4%0% | -1.0%5.6% | 3.0%-
LCG4LIVE CATTLE FUTR FEB24-41.0$-2.8M-1.0%-192.9% | -194.1%-143.2% | -143.1%--
NGH24NATURAL GAS FUTR MAR24-745.0$-15.9M-5.7%0% | 4.3%0% | 15.6%--
RXH4EURO-BUND FUTURE MAR24-121.0$-17.6M-6.3%28.8% | 28.4%66.8% | 66.7%--
S H4SOYBEAN FUTURE MAR24151.0$10.1M3.6%0% | -0.8%-42.1% | -41.4%906.7% | 863.8%-
SBH4SUGAR #11 (WORLD) MAR24417.0$10.6M3.8%-13.3% | -12.8%-38.1% | -44.0%-38.2% | -48.7%-
SFZ3CHF CURRENCY FUT DEC23265.0$37.8M13.5%13.2% | 13.6%143.1% | 142.8%221.0% | 222.4%-
TYH4US 10YR NOTE (CBT)MAR24-670.0$-74.1M-26.4%0% | -0.2%0% | 0.3%--
US912796ZN24Treasury B 12/28/2340M$39.9M14.2%0% | 0%0% | 0.1%0% | 0.4%-
US912797FV43Treasury B 12/21/2345M$44.9M16.0%0% | 0%0% | 0.1%--
US912797GC52Treasury B 01/11/2440M$39.8M14.2%0% | 0%0% | 0.1%--
US912797HX80Treasury B 01/02/2435M$34.9M12.4%0% | 0%0% | 0.1%--
US912797JB43Treasury B 01/30/2445M$44.7M15.9%0% | 0%---
W H4WHEAT FUTURE(CBT) MAR24-657.0$-20.5M-7.3%0% | -2.6%0% | 0.9%--
XBH4GASOLINE RBOB FUT MAR24112.0$9.5M3.4%-15.2% | -17.6%-42.0% | -45.1%--
not investment advice - use at own risk - see terms - data by kfa funds
dbmfwatch - KMLM | 2023-12-12 | history
2023-12-12 2023-12-11 (1d)2023-12-05 (1wk)2023-11-14 (4wk)2023-09-12 (13wk)2023-06-13 (26wk)
symboldescriptionsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepct
--cash--Cash84.4M$84.4M30.1%85.4M$85.4M30.3%129.5M$129.5M46.1%84.0M$84.0M29.4%83.7M$83.7M30.6%115.8M$115.8M37.6%
-CAD-CANADIAN DOLLAR-3.2M$-2.3M-0.8%-3.0M$-2.2M-0.8%-3.6M$-2.6M-0.9%-851.0K$-621.5K-0.2%-263.4K$-194.3K-0.1%-2.0M$-1.5M-0.5%
-EUR-EURO-2.2M$-2.4M-0.9%-2.1M$-2.3M-0.8%-2.2M$-2.3M-0.8%-352.1K$-383.1K-0.1%6.7K$7.1K0%-1.1M$-1.2M-0.4%
-GBP-BRITISH STERLING POUND1.4M$1.7M0.6%1.9M$2.4M0.9%1.6M$2.1M0.7%2.4M$3.0M1.1%3.9M$4.8M1.8%4.0M$5.1M1.7%
-JPY-JAPANESE YEN-779.1M$-5.4M-1.9%-790.3M$-5.4M-1.9%-775.5M$-5.3M-1.9%-651.7M$-4.3M-1.5%-635.3M$-4.3M-1.6%-508.0M$-3.6M-1.2%
ADU3AUDUSD CRNCY FUT SEP23-------------664.0$-42.7M-15.6%-773.0$-52.4M-17.0%
ADZ3AUDUSD CRNCY FUT DEC23-709.0$-46.5M-16.6%-709.0$-46.6M-16.5%-709.0$-46.5M-16.6%-768.0$-50.0M-17.5%------
BPU3BP CURRENCY FUT SEP23------------544.0$42.5M15.5%647.0$51.0M16.6%
BPZ3BP CURRENCY FUT DEC23481.0$37.8M13.5%424.0$33.3M11.8%198.0$15.6M5.5%-643.0$-50.2M-17.6%------
C H4CORN FUTURE MAR24-814.0$-19.7M-7.0%-814.0$-19.6M-6.9%-814.0$-20.0M-7.1%---------
C N3CORN FUTURE JUL23----------------643.0$-19.7M-6.4%
C Z3CORN FUTURE DEC23----------856.0$-20.5M-7.2%-755.0$-18.0M-6.6%---
CDM3C$ CURRENCY FUT JUN23----------------683.0$-51.3M-16.7%
CDU3C$ CURRENCY FUT SEP23-------------582.0$-42.9M-15.7%---
CDZ3C$ CURRENCY FUT DEC23-635.0$-46.7M-16.7%-635.0$-46.8M-16.6%-635.0$-46.7M-16.7%-676.0$-49.4M-17.3%------
CLH4WTI CRUDE FUTURE MAR24-37.0$-2.6M-0.9%-37.0$-2.7M-0.9%37.0$2.7M1.0%---------
CLU3WTI CRUDE FUTURE SEP23----------------310.0$-21.6M-7.0%
CLZ3WTI CRUDE FUTURE DEC23---------205.0$16.0M5.6%219.0$19.1M7.0%---
CNH4CAN 10YR BOND FUT MAR24-832.0$-74.3M-26.5%-832.0$-74.3M-26.3%-832.0$-74.6M-26.6%---------
CNU3CAN 10YR BOND FUT SEP23----------------702.0$-63.8M-20.7%
CNZ3CAN 10YR BOND FUT DEC23----------925.0$-79.9M-27.9%-765.0$-66.7M-24.4%---
ECU3EURO FX CURR FUT SEP23------------166.0$22.3M8.2%375.0$50.8M16.5%
ECZ3EURO FX CURR FUT DEC23-82.0$-11.1M-3.9%-82.0$-11.0M-3.9%-82.0$-11.1M-3.9%-368.0$-50.1M-17.5%------
G H4LONG GILT FUTURE MAR24-488.0$-60.6M-21.6%-488.0$-59.8M-21.2%-602.0$-74.5M-26.5%---------
G U3LONG GILT FUTURE SEP23----------------656.0$-78.0M-25.3%
G Z3LONG GILT FUTURE DEC23----------676.0$-81.8M-28.6%-558.0$-66.1M-24.2%---
GCG4GOLD 100 OZ FUTR FEB2450.0$10.0M3.6%59.0$11.8M4.2%50.0$10.2M3.6%---------
GCQ3GOLD 100 OZ FUTR AUG23---------------107.0$21.0M6.8%
GCZ3GOLD 100 OZ FUTR DEC23---------54.0$10.6M3.7%48.0$9.3M3.4%---
HGH4COPPER FUTURE MAR24-185.0$-17.5M-6.2%-185.0$-17.5M-6.2%-185.0$-17.5M-6.2%---------
HGN3COPPER FUTURE JUL23----------------188.0$-18.0M-5.8%
HGZ3COPPER FUTURE DEC23----------224.0$-20.6M-7.2%-117.0$-11.1M-4.1%---
HOH4NY HARB ULSD FUT MAR24158.0$16.2M5.8%158.0$16.9M6.0%175.0$18.9M6.7%---------
HOU3NY HARB ULSD FUT SEP23----------------222.0$-22.2M-7.2%
HOZ3NY HARB ULSD FUT DEC23---------168.0$20.0M7.0%146.0$19.2M7.0%---
JBH4JPN 10Y BOND(OSE) MAR2439.0$38.9M13.9%32.0$31.7M11.2%------------
JBU3JPN 10Y BOND(OSE) SEP23---------------74.0$78.2M25.4%
JBZ3JPN 10Y BOND(OSE) DEC23------4.0$4.0M1.4%-81.0$-78.0M-27.2%67.0$66.3M24.2%---
JYU3JPN YEN CURR FUT SEP23-------------499.0$-42.4M-15.5%-551.0$-49.8M-16.2%
JYZ3JPN YEN CURR FUT DEC23-554.0$-47.6M-17.0%-554.0$-47.4M-16.8%-554.0$-47.1M-16.8%-587.0$-49.1M-17.1%------
LCG4LIVE CATTLE FUTR FEB24-41.0$-2.8M-1.0%-14.0$-940.2K-0.3%95.0$6.4M2.3%---------
LCQ3LIVE CATTLE FUTR AUG23---------------315.0$21.9M7.1%
LCZ3LIVE CATTLE FUTR DEC23---------279.0$19.6M6.9%244.0$18.4M6.7%---
NGH24NATURAL GAS FUTR MAR24-745.0$-15.9M-5.7%-745.0$-16.6M-5.9%-745.0$-18.9M-6.7%---------
NGU23NATURAL GAS FUTR SEP23----------------896.0$-21.6M-7.0%
NGZ23NATURAL GAS FUTR DEC23----------573.0$-17.8M-6.2%-500.0$-17.2M-6.3%---
RXH4EURO-BUND FUTURE MAR24-121.0$-17.6M-6.3%-170.0$-24.6M-8.7%-364.0$-53.0M-18.9%---------
RXU3EURO-BUND FUTURE SEP23----------------546.0$-78.8M-25.6%
RXZ3EURO-BUND FUTURE DEC23----------561.0$-79.9M-27.9%-470.0$-65.9M-24.1%---
S H4SOYBEAN FUTURE MAR24151.0$10.1M3.6%151.0$10.2M3.6%261.0$17.3M6.2%15.0$1.1M0.4%------
S N3SOYBEAN FUTURE JUL23----------------325.0$-22.7M-7.4%
S X3SOYBEAN FUTURE NOV23------------264.0$17.8M6.5%---
SBH4SUGAR #11 (WORLD) MAR24417.0$10.6M3.8%481.0$12.1M4.3%674.0$18.8M6.7%675.0$20.5M7.2%------
SBN3SUGAR #11 (WORLD) JUL23---------------752.0$21.2M6.9%
SBV3SUGAR #11 (WORLD) OCT23------------643.0$19.3M7.1%---
SFU3CHF CURRENCY FUT SEP23------------304.0$42.7M15.6%363.0$50.6M16.4%
SFZ3CHF CURRENCY FUT DEC23265.0$37.8M13.5%234.0$33.3M11.8%109.0$15.6M5.6%-219.0$-30.9M-10.8%------
TYH4US 10YR NOTE (CBT)MAR24-670.0$-74.1M-26.4%-670.0$-73.9M-26.2%-670.0$-74.3M-26.5%---------
TYU3US 10YR NOTE (CBT)SEP23----------------690.0$-77.7M-25.2%
TYZ3US 10YR NOTE (CBT)DEC23----------721.0$-78.5M-27.4%-608.0$-66.8M-24.4%---
US912796CR84Treasury B 09/21/23------------40M$40.0M14.6%---
US912796CS67Treasury B 09/28/23------------30M$29.9M10.9%---
US912796XY07Treasury B 08/10/23---------------40M$39.7M12.9%
US912796Y296Treasury B 07/27/23---------------39M$38.8M12.6%
US912796YJ21Treasury B 10/05/23------------40M$39.9M14.6%40M$39.4M12.8%
US912796ZD42Treasury B 11/30/23---------40M$39.9M13.9%------
US912796ZN24Treasury B 12/28/2340M$39.9M14.2%40M$39.9M14.1%40M$39.9M14.2%40M$39.7M13.9%------
US912796ZZ53Treasury B 07/20/23---------------38M$37.8M12.3%
US912797FA06Treasury B 10/12/23------------40M$39.8M14.6%---
US912797FK87Treasury B 11/16/23---------45M$45.0M15.7%------
US912797FV43Treasury B 12/21/2345M$44.9M16.0%45M$44.9M15.9%45M$44.9M16.0%---------
US912797FY81Treasury B 07/18/23---------------38M$37.8M12.3%
US912797GC52Treasury B 01/11/2440M$39.8M14.2%40M$39.8M14.1%40M$39.8M14.2%---------
US912797HD27Treasury B 10/31/23------------40M$39.7M14.5%---
US912797HL43Treasury B 11/21/23---------40M$40.0M14.0%------
US912797HN09Treasury B 12/05/23---------40M$39.9M13.9%------
US912797HX80Treasury B 01/02/2435M$34.9M12.4%35M$34.9M12.4%35M$34.9M12.4%---------
US912797JB43Treasury B 01/30/2445M$44.7M15.9%45M$44.7M15.8%------------
W H4WHEAT FUTURE(CBT) MAR24-657.0$-20.5M-7.3%-657.0$-20.0M-7.1%-657.0$-20.7M-7.4%---------
W N3WHEAT FUTURE(CBT) JUL23----------------711.0$-22.6M-7.3%
W Z3WHEAT FUTURE(CBT) DEC23----------736.0$-21.0M-7.4%-600.0$-17.6M-6.4%---
XBH4GASOLINE RBOB FUT MAR24112.0$9.5M3.4%132.0$11.5M4.1%193.0$17.2M6.1%---------
XBU3GASOLINE RBOB FUT SEP23----------------93.0$-9.3M-3.0%
XBZ3GASOLINE RBOB FUT DEC23---------220.0$20.5M7.2%179.0$19.3M7.1%---
not investment advice - use at own risk - see terms - data by kfa funds

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dbmfwatch

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