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8 min read kmlm-update

KMLM update - 14 dec 2023

KMLM update - 14 dec 2023
dbmfwatch - KMLM | 2023-12-14 | changes found
symboldescriptionsharesvaluepct1d chg1wk chg4wk chg13wk chg
--cash--Cash76.8M$76.8M28.4%-1.7% | -1.7%-38.8% | -38.8%-8.0% | -8.0%-9.0% | -9.0%
-CAD-CANADIAN DOLLAR-5.0M$-3.8M-1.4%-14.3% | -15.1%-29.1% | -31.0%-679.8% | -700.6%-1.76K% | -1.78K%
-EUR-EURO-2.3M$-2.5M-0.9%-1.8% | -2.8%1.1% | -0.6%-334.8% | -340.7%-739.5% | -767.0%
-GBP-BRITISH STERLING POUND537.3K$686.2K0.2%-23.5% | -22.6%-60.8% | -60.2%-75.0% | -74.2%-82.2% | -81.7%
-JPY-JAPANESE YEN-749.5M$-5.3M-2.0%1.3% | 0.5%4.6% | 3.3%-5.7% | -12.3%-19.1% | -23.8%
ADH4AUDUSD CRNCY FUT MAR24-695.0$-46.7M-17.3%0% | -0.5%---
BPH4BP CURRENCY FUT MAR24584.0$46.6M17.2%10.6% | 11.7%---
C H4CORN FUTURE MAR24-802.0$-19.2M-7.1%0% | 0.1%1.5% | 3.2%--
CDH4C$ CURRENCY FUT MAR24-625.0$-46.7M-17.3%----
CLH4WTI CRUDE FUTURE MAR24-85.0$-6.1M-2.3%-39.3% | -43.8%-608.3% | -632.7%-141.3% | -140.7%-
CNH4CAN 10YR BOND FUT MAR24-741.0$-68.3M-25.3%9.5% | 8.3%10.9% | 8.6%--
ECH4EURO FX CURR FUT MAR24-80.0$-11.0M-4.1%0% | -0.9%---
G H4LONG GILT FUTURE MAR24-367.0$-47.1M-17.4%13.2% | 11.9%32.7% | 30.4%--
GCG4GOLD 100 OZ FUTR FEB2449.0$10.0M3.7%0% | 2.4%-2.0% | -2.1%--
HGH4COPPER FUTURE MAR24-182.0$-17.7M-6.6%0% | -2.8%1.6% | -0.8%--
HOH4NY HARB ULSD FUT MAR24123.0$13.1M4.8%-11.5% | -9.8%-29.7% | -28.3%--
JBH4JPN 10Y BOND(OSE) MAR2453.0$54.6M20.2%15.2% | 16.3%---
JYH4JPN YEN CURR FUT MAR24-537.0$-48.0M-17.8%0% | -0.8%---
LCG4LIVE CATTLE FUTR FEB24-94.0$-6.3M-2.3%-40.3% | -40.9%-329.3% | -336.9%--
NGH24NATURAL GAS FUTR MAR24-734.0$-16.6M-6.1%0% | -2.7%1.5% | 7.2%--
RXH4EURO-BUND FUTURE MAR24-24.0$-3.6M-1.3%66.7% | 66.2%91.0% | 90.8%--
S H4SOYBEAN FUTURE MAR24122.0$8.1M3.0%-18.1% | -17.8%-40.8% | -40.7%64.9% | 59.7%-
SBH4SUGAR #11 (WORLD) MAR24284.0$7.1M2.6%-18.2% | -17.4%-53.4% | -55.2%-57.9% | -65.7%-
SFH4CHF CURRENCY FUT MAR24319.0$46.5M17.2%10.4% | 10.8%---
TYH4US 10YR NOTE (CBT)MAR24-659.0$-74.1M-27.4%0% | -0.6%1.6% | 0.4%--
US912796ZN24Treasury B 12/28/2340M$39.9M14.8%0% | 0%0% | 0.1%0% | 0.4%-
US912797FV43Treasury B 12/21/2345M$45.0M16.6%0% | 0%0% | 0.1%0% | 0.4%-
US912797GC52Treasury B 01/11/2440M$39.8M14.7%0% | 0%0% | 0.1%--
US912797HX80Treasury B 01/02/2435M$34.9M12.9%0% | 0%0% | 0.1%--
US912797JB43Treasury B 01/30/2445M$44.7M16.5%0% | 0%---
W H4WHEAT FUTURE(CBT) MAR24-647.0$-19.9M-7.4%0% | -1.7%1.5% | 5.6%--
XBH4GASOLINE RBOB FUT MAR2470.0$6.3M2.3%-22.2% | -19.0%-59.5% | -57.2%--
not investment advice - use at own risk - see terms - data by kfa funds
dbmfwatch - KMLM | 2023-12-14 | history
2023-12-14 2023-12-13 (1d)2023-12-07 (1wk)2023-11-16 (4wk)2023-09-14 (13wk)2023-06-15 (26wk)
symboldescriptionsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepct
--cash--Cash76.8M$76.8M28.4%78.1M$78.1M28.7%125.5M$125.5M45.5%83.5M$83.5M29.3%84.4M$84.4M30.9%111.7M$111.7M36.8%
-CAD-CANADIAN DOLLAR-5.0M$-3.8M-1.4%-4.4M$-3.3M-1.2%-3.9M$-2.9M-1.0%-647.5K$-470.5K-0.2%-271.1K$-200.6K-0.1%-2.7M$-2.1M-0.7%
-EUR-EURO-2.3M$-2.5M-0.9%-2.3M$-2.5M-0.9%-2.3M$-2.5M-0.9%-531.6K$-576.6K-0.2%-275.3K$-293.1K-0.1%-619.3K$-678.1K-0.2%
-GBP-BRITISH STERLING POUND537.3K$686.2K0.2%702.1K$886.6K0.3%1.4M$1.7M0.6%2.1M$2.7M0.9%3.0M$3.7M1.4%3.7M$4.7M1.6%
-JPY-JAPANESE YEN-749.5M$-5.3M-2.0%-759.3M$-5.3M-1.9%-785.6M$-5.5M-2.0%-709.2M$-4.7M-1.7%-629.2M$-4.3M-1.6%-521.3M$-3.7M-1.2%
ADH4AUDUSD CRNCY FUT MAR24-695.0$-46.7M-17.3%-695.0$-46.5M-17.1%------------
ADU3AUDUSD CRNCY FUT SEP23----------------699.0$-48.3M-15.9%
ADZ3AUDUSD CRNCY FUT DEC23-------709.0$-46.8M-17.0%-768.0$-49.7M-17.5%-662.0$-42.8M-15.7%---
BPH4BP CURRENCY FUT MAR24584.0$46.6M17.2%528.0$41.7M15.3%------------
BPU3BP CURRENCY FUT SEP23---------------647.0$51.7M17.1%
BPZ3BP CURRENCY FUT DEC23------311.0$24.5M8.9%-520.0$-40.4M-14.2%544.0$42.2M15.5%---
C H4CORN FUTURE MAR24-802.0$-19.2M-7.1%-802.0$-19.2M-7.1%-814.0$-19.9M-7.2%---------
C N3CORN FUTURE JUL23----------------643.0$-20.0M-6.6%
C Z3CORN FUTURE DEC23----------856.0$-20.3M-7.1%-755.0$-18.1M-6.6%---
CDH4C$ CURRENCY FUT MAR24-625.0$-46.7M-17.3%---------------
CDU3C$ CURRENCY FUT SEP23----------------552.0$-41.8M-13.8%
CDZ3C$ CURRENCY FUT DEC23----625.0$-46.3M-17.0%-635.0$-46.7M-16.9%-676.0$-49.1M-17.3%-581.0$-43.1M-15.8%---
CLH4WTI CRUDE FUTURE MAR24-85.0$-6.1M-2.3%-61.0$-4.3M-1.6%-12.0$-837.7K-0.3%206.0$15.1M5.3%------
CLU3WTI CRUDE FUTURE SEP23----------------310.0$-22.0M-7.2%
CLZ3WTI CRUDE FUTURE DEC23------------219.0$19.4M7.1%---
CNH4CAN 10YR BOND FUT MAR24-741.0$-68.3M-25.3%-819.0$-74.5M-27.4%-832.0$-74.8M-27.1%---------
CNU3CAN 10YR BOND FUT SEP23----------------867.0$-80.0M-26.4%
CNZ3CAN 10YR BOND FUT DEC23----------925.0$-79.3M-27.9%-765.0$-66.9M-24.5%---
ECH4EURO FX CURR FUT MAR24-80.0$-11.0M-4.1%-80.0$-10.9M-4.0%------------
ECU3EURO FX CURR FUT SEP23---------------375.0$51.6M17.0%
ECZ3EURO FX CURR FUT DEC23-------82.0$-11.1M-4.0%-333.0$-45.2M-15.9%105.0$14.0M5.1%---
G H4LONG GILT FUTURE MAR24-367.0$-47.1M-17.4%-423.0$-53.5M-19.6%-545.0$-67.7M-24.5%---------
G U3LONG GILT FUTURE SEP23----------------656.0$-79.5M-26.2%
G Z3LONG GILT FUTURE DEC23----------676.0$-81.5M-28.6%-558.0$-66.6M-24.4%---
GCG4GOLD 100 OZ FUTR FEB2449.0$10.0M3.7%49.0$9.8M3.6%50.0$10.2M3.7%---------
GCQ3GOLD 100 OZ FUTR AUG23---------------107.0$21.1M6.9%
GCZ3GOLD 100 OZ FUTR DEC23---------54.0$10.7M3.8%31.0$6.0M2.2%---
HGH4COPPER FUTURE MAR24-182.0$-17.7M-6.6%-182.0$-17.2M-6.3%-185.0$-17.6M-6.4%---------
HGN3COPPER FUTURE JUL23----------------144.0$-14.0M-4.6%
HGZ3COPPER FUTURE DEC23----------224.0$-20.7M-7.3%-117.0$-11.2M-4.1%---
HOH4NY HARB ULSD FUT MAR24123.0$13.1M4.8%139.0$14.5M5.3%175.0$18.3M6.6%---------
HOU3NY HARB ULSD FUT SEP23----------------222.0$-22.8M-7.5%
HOZ3NY HARB ULSD FUT DEC23---------168.0$19.4M6.8%146.0$19.9M7.3%---
JBH4JPN 10Y BOND(OSE) MAR2453.0$54.6M20.2%46.0$46.9M17.2%------------
JBU3JPN 10Y BOND(OSE) SEP23---------------74.0$78.1M25.7%
JBZ3JPN 10Y BOND(OSE) DEC23------18.0$18.3M6.6%-81.0$-78.1M-27.4%67.0$66.2M24.3%---
JYH4JPN YEN CURR FUT MAR24-537.0$-48.0M-17.8%-537.0$-47.6M-17.5%------------
JYU3JPN YEN CURR FUT SEP23----------------551.0$-49.8M-16.4%
JYZ3JPN YEN CURR FUT DEC23-------554.0$-48.3M-17.5%-587.0$-48.9M-17.2%-492.0$-42.3M-15.5%---
LCG4LIVE CATTLE FUTR FEB24-94.0$-6.3M-2.3%-67.0$-4.5M-1.6%41.0$2.7M1.0%---------
LCQ3LIVE CATTLE FUTR AUG23---------------315.0$21.6M7.1%
LCZ3LIVE CATTLE FUTR DEC23---------279.0$19.5M6.8%244.0$18.6M6.8%---
NGH24NATURAL GAS FUTR MAR24-734.0$-16.6M-6.1%-734.0$-16.2M-5.9%-745.0$-17.9M-6.5%---------
NGU23NATURAL GAS FUTR SEP23----------------896.0$-23.3M-7.7%
NGZ23NATURAL GAS FUTR DEC23----------573.0$-17.5M-6.2%-500.0$-17.1M-6.3%---
RXH4EURO-BUND FUTURE MAR24-24.0$-3.6M-1.3%-72.0$-10.6M-3.9%-267.0$-39.0M-14.2%---------
RXU3EURO-BUND FUTURE SEP23----------------546.0$-79.3M-26.1%
RXZ3EURO-BUND FUTURE DEC23----------561.0$-79.8M-28.0%-470.0$-65.6M-24.1%---
S H4SOYBEAN FUTURE MAR24122.0$8.1M3.0%149.0$9.9M3.6%206.0$13.7M5.0%74.0$5.1M1.8%------
S N3SOYBEAN FUTURE JUL23----------------325.0$-23.2M-7.6%
S X3SOYBEAN FUTURE NOV23------------264.0$18.0M6.6%---
SBH4SUGAR #11 (WORLD) MAR24284.0$7.1M2.6%347.0$8.5M3.1%610.0$15.7M5.7%675.0$20.6M7.2%------
SBN3SUGAR #11 (WORLD) JUL23---------------752.0$21.9M7.2%
SBV3SUGAR #11 (WORLD) OCT23------------643.0$19.4M7.1%---
SFH4CHF CURRENCY FUT MAR24319.0$46.5M17.2%289.0$42.0M15.4%------------
SFU3CHF CURRENCY FUT SEP23---------------363.0$51.4M16.9%
SFZ3CHF CURRENCY FUT DEC23------172.0$24.6M8.9%-151.0$-21.3M-7.5%301.0$42.4M15.5%---
TYH4US 10YR NOTE (CBT)MAR24-659.0$-74.1M-27.4%-659.0$-73.7M-27.1%-670.0$-74.5M-27.0%---------
TYU3US 10YR NOTE (CBT)SEP23----------------690.0$-78.3M-25.8%
TYZ3US 10YR NOTE (CBT)DEC23----------721.0$-78.5M-27.6%-608.0$-66.7M-24.5%---
US912796CR84Treasury B 09/21/23------------40M$40.0M14.6%---
US912796CS67Treasury B 09/28/23------------30M$29.9M11.0%---
US912796XY07Treasury B 08/10/23---------------40M$39.7M13.1%
US912796Y296Treasury B 07/27/23---------------39M$38.8M12.8%
US912796YJ21Treasury B 10/05/23------------40M$39.9M14.6%40M$39.4M13.0%
US912796ZD42Treasury B 11/30/23---------40M$39.9M14.0%------
US912796ZN24Treasury B 12/28/2340M$39.9M14.8%40M$39.9M14.7%40M$39.9M14.5%40M$39.8M14.0%------
US912796ZZ53Treasury B 07/20/23---------------38M$37.8M12.5%
US912797FA06Treasury B 10/12/23------------40M$39.8M14.6%---
US912797FV43Treasury B 12/21/2345M$45.0M16.6%45M$45.0M16.5%45M$44.9M16.3%45M$44.8M15.7%------
US912797FY81Treasury B 07/18/23---------------38M$37.8M12.5%
US912797GC52Treasury B 01/11/2440M$39.8M14.7%40M$39.8M14.6%40M$39.8M14.4%---------
US912797HD27Treasury B 10/31/23------------40M$39.7M14.6%---
US912797HL43Treasury B 11/21/23---------40M$40.0M14.0%------
US912797HN09Treasury B 12/05/23---------40M$39.9M14.0%------
US912797HX80Treasury B 01/02/2435M$34.9M12.9%35M$34.9M12.8%35M$34.9M12.6%---------
US912797JB43Treasury B 01/30/2445M$44.7M16.5%45M$44.7M16.4%------------
W H4WHEAT FUTURE(CBT) MAR24-647.0$-19.9M-7.4%-647.0$-19.6M-7.2%-657.0$-21.1M-7.6%---------
W N3WHEAT FUTURE(CBT) JUL23----------------711.0$-23.5M-7.7%
W Z3WHEAT FUTURE(CBT) DEC23----------736.0$-20.4M-7.2%-600.0$-17.8M-6.5%---
XBH4GASOLINE RBOB FUT MAR2470.0$6.3M2.3%90.0$7.8M2.9%173.0$14.7M5.3%---------
XBU3GASOLINE RBOB FUT SEP23----------------73.0$-7.5M-2.5%
XBZ3GASOLINE RBOB FUT DEC23---------220.0$19.4M6.8%179.0$19.5M7.1%---
not investment advice - use at own risk - see terms - data by kfa funds

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dbmfwatch

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