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9 min read kmlm-update

KMLM update - 13 dec 2024

KMLM update - 13 dec 2024
dbmfwatch - KMLM | 2024-12-13 | changes found
symboldescriptionsharesvaluepct1d chg1wk chg4wk chg13wk chg
--cash--Cash135.8M$135.8M40.4%0.9% | 0.9%9.1% | 9.1%10.3% | 10.3%2.3% | 2.3%
-CAD-CANADIAN DOLLAR-7.9M$-5.6M-1.7%-1.3% | -1.2%-8.4% | -7.7%-2.8% | -0.7%-117.3% | -107.3%
-EUR-EURO-8.6M$-9.1M-2.7%-1.6% | -1.9%-2.7% | -2.0%-18.9% | -15.2%-56.0% | -47.8%
-GBP-BRITISH STERLING POUND-4.1M$-5.1M-1.5%9.9% | 10.3%18.5% | 19.3%-8.6% | -6.0%-160.3% | -150.2%
-JPY-JAPANESE YEN-1.1B$-7.3M-2.2%-1.0% | -0.3%-1.1% | 1.3%-13.3% | -12.8%-19.5% | -9.6%
ADH5AUDUSD CRNCY FUT MAR25-821.0$-52.2M-15.5%0% | 0.1%---
BPH5BP CURRENCY FUT MAR25-674.0$-53.1M-15.8%0% | 0.4%---
C H5CORN FUTURE MAR25-1.0K$-22.9M-6.8%0% | 0.3%0% | -0.5%--
CDH5C$ CURRENCY FUT MAR25-747.0$-52.7M-15.7%0% | 0.2%---
CLH5WTI CRUDE FUTURE MAR25-333.0$-23.4M-7.0%0% | -1.5%0% | -5.3%--
CNH5CAN 10YR BOND FUT MAR25409.0$35.3M10.5%28.6% | 28.1%28.6% | 25.8%--
ECH5EURO FX CURR FUT MAR25-403.0$-53.1M-15.8%0% | -0.2%---
G H5LONG GILT FUTURE MAR25-688.0$-81.9M-24.4%0% | 1.1%0% | 2.3%--
GCG5GOLD 100 OZ FUTR FEB2584.0$22.5M6.7%0% | -1.2%0% | 0.6%--
HGH5COPPER FUTURE MAR25-217.0$-22.8M-6.8%0% | 1.1%-61.9% | -62.0%--
HOH5NY HARB ULSD FUT MAR25-246.0$-23.4M-7.0%0% | -1.4%0% | -6.1%--
JBH5JPN 10Y BOND(OSE) MAR25-88.0$-81.6M-24.3%0% | 0.6%---
JYH5JPN YEN CURR FUT MAR25-632.0$-52.0M-15.5%0% | 0.8%---
LCG5LIVE CATTLE FUTR FEB25298.0$22.9M6.8%0% | 0.6%0% | 3.1%--
NGH25NATURAL GAS FUTR MAR25-763.0$-21.0M-6.3%0% | 1.3%0% | -2.5%--
RXH5EURO-BUND FUTURE MAR25249.0$35.2M10.5%28.4% | 28.0%989.3% | 974.3%--
S H5SOYBEAN FUTURE MAR25-451.0$-22.4M-6.7%0% | 0.8%0% | 0.4%8.7% | 9.9%-
SBH5SUGAR #11 (WORLD) MAR25952.0$22.1M6.6%0% | -0.8%0% | -5.0%-2.7% | -8.6%183.9% | 189.5%
SFH5CHF CURRENCY FUT MAR25-373.0$-52.8M-15.7%0% | 0.2%---
US912796ZV40Treasury B 12/26/2455M$54.9M16.4%0% | 0%0% | 0.1%0% | 0.5%-
US912797LR66Treasury B 01/02/2553M$52.9M15.7%0% | 0%0% | 0.1%--
US912797LY18Treasury B 01/16/2527M$26.9M8.0%0% | 0%0% | 0.1%--
US912797LZ82Treasury B 01/30/2550M$49.7M14.8%0% | 0%0% | 0.1%--
US912797MK05Treasury B 02/13/2543M$42.7M12.7%0% | 0%---
UXYH5US 10YR ULTRA FUT MAR25-732.0$-82.6M-24.6%0% | 0.6%0% | 2.0%--
W H5WHEAT FUTURE(CBT) MAR25-820.0$-22.6M-6.7%0% | 1.1%0% | 0.9%--
XBH5GASOLINE RBOB FUT MAR25-278.0$-23.7M-7.0%0% | -0.6%0% | -4.8%--
not investment advice - use at own risk - see terms - data by kfa funds
dbmfwatch - KMLM | 2024-12-13 | history
2024-12-13 2024-12-12 (1d)2024-12-06 (1wk)2024-11-01 (4wk)2024-09-13 (13wk)2024-06-14 (26wk)2023-12-15 (52wk)
symboldescriptionsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepct
--cash--Cash135.8M$135.8M40.4%134.6M$134.6M40.3%124.5M$124.5M37.3%123.1M$123.1M33.7%132.8M$132.8M35.0%97.8M$97.8M36.2%75.4M$75.4M28.1%
-CAD-CANADIAN DOLLAR-7.9M$-5.6M-1.7%-7.8M$-5.5M-1.6%-7.3M$-5.2M-1.5%-7.7M$-5.5M-1.5%-3.6M$-2.7M-0.7%-7.9M$-5.7M-2.1%-5.1M$-3.8M-1.4%
-EUR-EURO-8.6M$-9.1M-2.7%-8.5M$-8.9M-2.7%-8.4M$-8.9M-2.7%-7.3M$-7.9M-2.1%-5.5M$-6.1M-1.6%-5.3M$-5.7M-2.1%-2.3M$-2.5M-0.9%
-GBP-BRITISH STERLING POUND-4.1M$-5.1M-1.5%-4.5M$-5.7M-1.7%-5.0M$-6.3M-1.9%-3.7M$-4.8M-1.3%-1.6M$-2.0M-0.5%-3.9M$-5.0M-1.8%270.8K$343.2K0.1%
-JPY-JAPANESE YEN-1.1B$-7.3M-2.2%-1.1B$-7.2M-2.2%-1.1B$-7.4M-2.2%-984.8M$-6.4M-1.8%-933.5M$-6.6M-1.8%-842.3M$-5.4M-2.0%-771.2M$-5.4M-2.0%
ADH4AUDUSD CRNCY FUT MAR24-------------------629.0$-42.3M-15.8%
ADH5AUDUSD CRNCY FUT MAR25-821.0$-52.2M-15.5%-821.0$-52.3M-15.6%---------------
ADU4AUDUSD CRNCY FUT SEP24---------------619.0$41.0M15.2%---
ADZ4AUDUSD CRNCY FUT DEC24-------743.0$-47.4M-14.2%301.0$19.8M5.4%883.0$59.3M15.6%------
BPH4BP CURRENCY FUT MAR24------------------584.0$46.3M17.3%
BPH5BP CURRENCY FUT MAR25-674.0$-53.1M-15.8%-674.0$-53.3M-16.0%---------------
BPU4BP CURRENCY FUT SEP24---------------573.0$45.4M16.8%---
BPZ4BP CURRENCY FUT DEC24-------417.0$-33.2M-9.9%738.0$59.6M16.3%729.0$59.8M15.8%------
C H4CORN FUTURE MAR24-------------------802.0$-19.4M-7.2%
C H5CORN FUTURE MAR25-1.0K$-22.9M-6.8%-1.0K$-23.0M-6.9%-1.0K$-22.8M-6.8%------------
C Z4CORN FUTURE DEC24----------1.2K$-25.1M-6.9%-1.3K$-25.9M-6.8%-826.0$-19.4M-7.2%---
CDH4C$ CURRENCY FUT MAR24-------------------565.0$-42.3M-15.8%
CDH5C$ CURRENCY FUT MAR25-747.0$-52.7M-15.7%-747.0$-52.8M-15.8%---------------
CDU4C$ CURRENCY FUT SEP24----------------620.0$-45.2M-16.7%---
CDZ4C$ CURRENCY FUT DEC24-------749.0$-52.9M-15.8%-746.0$-53.5M-14.6%-38.0$-2.8M-0.7%------
CLH4WTI CRUDE FUTURE MAR24-------------------109.0$-7.9M-2.9%
CLH5WTI CRUDE FUTURE MAR25-333.0$-23.4M-7.0%-333.0$-23.1M-6.9%-333.0$-22.3M-6.7%------------
CLU4WTI CRUDE FUTURE SEP24---------------131.0$10.2M3.8%---
CLZ4WTI CRUDE FUTURE DEC24----------120.0$-8.3M-2.3%-250.0$-16.8M-4.4%------
CNH4CAN 10YR BOND FUT MAR24-------------------663.0$-61.3M-22.8%
CNH5CAN 10YR BOND FUT MAR25409.0$35.3M10.5%318.0$27.5M8.2%318.0$28.1M8.4%------------
CNU4CAN 10YR BOND FUT SEP24----------------195.0$-17.4M-6.4%---
CNZ4CAN 10YR BOND FUT DEC24---------1.1K$92.7M25.4%1.0K$95.2M25.1%------
ECH4EURO FX CURR FUT MAR24-------------------80.0$-10.9M-4.1%
ECH5EURO FX CURR FUT MAR25-403.0$-53.1M-15.8%-403.0$-53.0M-15.8%---------------
ECU4EURO FX CURR FUT SEP24----------------335.0$-45.0M-16.7%---
ECZ4EURO FX CURR FUT DEC24-------405.0$-53.4M-16.0%-270.0$-36.6M-10.0%431.0$59.9M15.8%------
G H4LONG GILT FUTURE MAR24-------------------311.0$-39.9M-14.9%
G H5LONG GILT FUTURE MAR25-688.0$-81.9M-24.4%-688.0$-82.8M-24.8%-688.0$-83.8M-25.1%------------
G U4LONG GILT FUTURE SEP24---------------83.0$10.4M3.9%---
G Z4LONG GILT FUTURE DEC24----------622.0$-75.5M-20.6%725.0$96.2M25.4%------
GCG4GOLD 100 OZ FUTR FEB24------------------58.0$11.8M4.4%
GCG5GOLD 100 OZ FUTR FEB2584.0$22.5M6.7%84.0$22.8M6.8%84.0$22.3M6.7%------------
GCQ4GOLD 100 OZ FUTR AUG24---------------82.0$19.3M7.1%---
GCZ4GOLD 100 OZ FUTR DEC24---------91.0$25.0M6.8%99.0$25.8M6.8%------
HGH4COPPER FUTURE MAR24-------------------182.0$-17.7M-6.6%
HGH5COPPER FUTURE MAR25-217.0$-22.8M-6.8%-217.0$-23.0M-6.9%-134.0$-14.1M-4.2%------------
HGU4COPPER FUTURE SEP24---------------166.0$18.6M6.9%---
HGZ4COPPER FUTURE DEC24---------230.0$25.1M6.9%125.0$13.2M3.5%------
HOH4NY HARB ULSD FUT MAR24------------------123.0$13.2M4.9%
HOH5NY HARB ULSD FUT MAR25-246.0$-23.4M-7.0%-246.0$-23.1M-6.9%-246.0$-22.0M-6.6%------------
HOU4NY HARB ULSD FUT SEP24----------------152.0$-15.9M-5.9%---
HOZ4NY HARB ULSD FUT DEC24----------265.0$-24.9M-6.8%-260.0$-23.1M-6.1%------
JBH4JPN 10Y BOND(OSE) MAR24------------------60.0$61.4M22.9%
JBH5JPN 10Y BOND(OSE) MAR25-88.0$-81.6M-24.3%-88.0$-82.1M-24.6%---------------
JBU4JPN 10Y BOND(OSE) SEP24----------------79.0$-72.3M-26.8%---
JBZ4JPN 10Y BOND(OSE) DEC24-------88.0$-84.0M-25.1%98.0$92.3M25.3%95.0$97.5M25.7%------
JYH4JPN YEN CURR FUT MAR24-------------------537.0$-47.9M-17.9%
JYH5JPN YEN CURR FUT MAR25-632.0$-52.0M-15.5%-632.0$-52.4M-15.7%---------------
JYU4JPN YEN CURR FUT SEP24----------------565.0$-45.5M-16.9%---
JYZ4JPN YEN CURR FUT DEC24-------640.0$-53.4M-16.0%-718.0$-59.0M-16.1%427.0$38.3M10.1%------
LCG4LIVE CATTLE FUTR FEB24-------------------121.0$-8.2M-3.1%
LCG5LIVE CATTLE FUTR FEB25298.0$22.9M6.8%298.0$22.7M6.8%298.0$22.2M6.6%------------
LCQ4LIVE CATTLE FUTR AUG24---------------64.0$4.7M1.7%---
LCZ4LIVE CATTLE FUTR DEC24---------334.0$24.8M6.8%-354.0$-25.3M-6.7%------
NGH24NATURAL GAS FUTR MAR24-------------------734.0$-17.0M-6.3%
NGH25NATURAL GAS FUTR MAR25-763.0$-21.0M-6.3%-763.0$-21.3M-6.4%-763.0$-20.5M-6.1%------------
NGU24NATURAL GAS FUTR SEP24----------------722.0$-21.2M-7.9%---
NGZ24NATURAL GAS FUTR DEC24----------920.0$-24.5M-6.7%-827.0$-25.0M-6.6%------
RXH4EURO-BUND FUTURE MAR24------------------24.0$3.6M1.3%
RXH5EURO-BUND FUTURE MAR25249.0$35.2M10.5%194.0$27.5M8.2%-28.0$-4.0M-1.2%------------
RXU4EURO-BUND FUTURE SEP24----------------508.0$-72.4M-26.8%---
RXZ4EURO-BUND FUTURE DEC24---------340.0$48.5M13.3%637.0$95.1M25.1%------
S H4SOYBEAN FUTURE MAR24------------------95.0$6.3M2.4%
S H5SOYBEAN FUTURE MAR25-451.0$-22.4M-6.7%-451.0$-22.6M-6.8%-451.0$-22.5M-6.7%-494.0$-24.9M-6.8%---------
S X4SOYBEAN FUTURE NOV24-------------502.0$-25.3M-6.7%-326.0$-18.7M-6.9%---
SBH4SUGAR #11 (WORLD) MAR24------------------221.0$5.4M2.0%
SBH5SUGAR #11 (WORLD) MAR25952.0$22.1M6.6%952.0$22.3M6.7%952.0$23.3M7.0%978.0$24.2M6.6%-1.1K$-24.7M-6.5%------
SBV4SUGAR #11 (WORLD) OCT24----------------940.0$-20.5M-7.6%---
SFH4CHF CURRENCY FUT MAR24------------------319.0$46.3M17.2%
SFH5CHF CURRENCY FUT MAR25-373.0$-52.8M-15.7%-373.0$-52.9M-15.8%---------------
SFU4CHF CURRENCY FUT SEP24----------------326.0$-46.3M-17.1%---
SFZ4CHF CURRENCY FUT DEC24-------377.0$-53.7M-16.1%-136.0$-19.6M-5.4%364.0$54.2M14.3%------
TYH4US 10YR NOTE (CBT)MAR24-------------------659.0$-74.1M-27.6%
US912796Y452Treasury B 06/27/24---------------35M$34.9M12.9%---
US912796ZN24Treasury B 12/28/23------------------40M$39.9M14.9%
US912796ZV40Treasury B 12/26/2455M$54.9M16.4%55M$54.9M16.4%55M$54.9M16.4%55M$54.6M14.9%---------
US912797FV43Treasury B 12/21/23------------------45M$45.0M16.8%
US912797GC52Treasury B 01/11/24------------------40M$39.9M14.8%
US912797GW17Treasury B 10/03/24------------55M$54.9M14.5%------
US912797HP56Treasury B 11/29/24---------55M$54.8M15.0%---------
US912797HX80Treasury B 01/02/24------------------35M$34.9M13.0%
US912797JB43Treasury B 01/30/24------------------45M$44.7M16.7%
US912797KH93Treasury B 07/02/24---------------40M$39.9M14.8%---
US912797KM88Treasury B 09/26/24------------55M$54.9M14.5%------
US912797KQ92Treasury B 07/23/24---------------40M$39.8M14.7%---
US912797KR75Treasury B 07/30/24---------------40M$39.7M14.7%---
US912797KW60Treasury B 08/06/24---------------40M$39.7M14.7%---
US912797LR66Treasury B 01/02/2553M$52.9M15.7%53M$52.9M15.8%53M$52.8M15.8%------------
US912797LT23Treasury B 10/15/24------------55M$54.8M14.4%------
US912797LV78Treasury B 10/29/24------------55M$54.7M14.4%------
US912797LY18Treasury CMBR 01/16/2527M$26.9M8.0%27M$26.9M8.0%27M$26.9M8.1%------------
US912797LZ82Treasury B 01/30/2550M$49.7M14.8%50M$49.7M14.9%50M$49.7M14.9%------------
US912797MA23Treasury B 11/05/24---------55M$55.0M15.0%45M$44.7M11.8%------
US912797MB06Treasury B 11/12/24---------50M$49.9M13.7%---------
US912797MK05Treasury B 02/13/2543M$42.7M12.7%43M$42.7M12.8%---------------
US912797MN44Treasury B 12/10/24------53M$53.0M15.9%53M$52.8M14.4%---------
UXYH5US 10YR ULTRA FUT MAR25-732.0$-82.6M-24.6%-732.0$-83.1M-24.9%-732.0$-84.3M-25.2%------------
UXYU4US 10YR ULTRA FUT SEP24----------------639.0$-73.3M-27.1%---
UXYZ4US 10YR ULTRA FUT DEC24---------117.0$13.2M3.6%800.0$95.9M25.3%------
W H4WHEAT FUTURE(CBT) MAR24-------------------647.0$-20.4M-7.6%
W H5WHEAT FUTURE(CBT) MAR25-820.0$-22.6M-6.7%-820.0$-22.9M-6.8%-820.0$-22.8M-6.8%------------
W Z4WHEAT FUTURE(CBT) DEC24----------873.0$-24.8M-6.8%-911.0$-27.1M-7.1%227.0$7.4M2.7%---
XBH4GASOLINE RBOB FUT MAR24------------------70.0$6.4M2.4%
XBH5GASOLINE RBOB FUT MAR25-278.0$-23.7M-7.0%-278.0$-23.5M-7.0%-278.0$-22.6M-6.8%------------
XBU4GASOLINE RBOB FUT SEP24----------------64.0$-6.3M-2.3%---
XBZ4GASOLINE RBOB FUT DEC24----------272.0$-22.5M-6.1%-296.0$-23.4M-6.2%------
not investment advice - use at own risk - see terms - data by kfa funds

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dbmfwatch

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