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10 min read kmlm-update

KMLM update - 14 may 2024

KMLM update - 14 may 2024
dbmfwatch - KMLM | 2024-05-14 | changes found
symboldescriptionsharesvaluepct1d chg1wk chg4wk chg13wk chg
--cash--Cash92.5M$92.5M34.5%-0.1% | -0.1%-2.3% | -2.3%-10.7% | -10.7%-3.9% | -3.9%
-CAD-CANADIAN DOLLAR-5.5M$-4.1M-1.5%0% | -0.2%13.5% | 13.0%0% | -1.3%6.5% | 7.1%
-EUR-EURO-4.4M$-4.8M-1.8%4.0% | 3.7%11.4% | 10.9%2.1% | 0.3%-3.9% | -5.0%
-GBP-BRITISH STERLING POUND-3.8M$-4.8M-1.8%0.1% | -0.2%2.0% | 1.3%-6.3% | -7.7%-85.1% | -85.1%
-JPY-JAPANESE YEN-783.7M$-5.0M-1.9%1.0% | 1.2%5.7% | 6.8%4.0% | 5.1%-7.9% | -4.0%
ADM4AUDUSD CRNCY FUT JUN24-369.0$-24.5M-9.1%15.4% | 15.2%27.1% | 26.8%39.7% | 37.8%-
BPM4BP CURRENCY FUT JUN24-585.0$-46.0M-17.2%0% | -0.3%-22.9% | -23.7%-343.8% | -346.7%-
C N4CORN FUTURE JUL24-859.0$-20.1M-7.5%0% | 1.1%0.5% | 0.4%-5.4% | -11.3%-
CDM4C$ CURRENCY FUT JUN24-629.0$-46.1M-17.2%0% | -0.1%0.5% | -0.1%-5.2% | -6.4%-
CLU4WTI CRUDE FUTURE SEP24239.0$18.3M6.8%----
CNM4CAN 10YR BOND FUT JUN24-845.0$-73.1M-27.2%0% | -0.2%0.5% | 0.8%-8.2% | -9.5%-
ECM4EURO FX CURR FUT JUN24-342.0$-46.3M-17.3%0% | -0.3%0.6% | 0%-4.6% | -6.3%-
G M4LONG GILT FUTURE JUN24-143.0$-17.6M-6.6%28.5% | 28.3%28.9% | 28.7%-132.1% | -133.0%-
GCM4GOLD 100 OZ FUTR JUN2483.0$19.6M7.3%0% | 0.7%-1.2% | 0.3%0% | -2.0%13.7% | 32.4%
HGN4COPPER FUTURE JUL24168.0$20.6M7.7%0% | 2.7%-0.6% | 5.7%-8.7% | 3.2%-
HOM4NY HARB ULSD FUT JUN2477.0$7.8M2.9%-18.9% | -19.5%-31.2% | -32.5%-54.4% | -58.5%-
JBM4JPN 10Y BOND(OSE) JUN24-78.0$-71.7M-26.7%-9.9% | -9.6%-90.2% | -86.9%-305.3% | -302.2%-
JYM4JPN YEN CURR FUT JUN24-572.0$-45.9M-17.1%0% | 0.2%0.7% | 1.9%-8.1% | -6.4%-
LCM4LIVE CATTLE FUTR JUN24-274.0$-19.5M-7.3%0% | -1.5%0.7% | 0.4%-349.2% | -355.4%-589.3% | -577.6%
NGM24NATURAL GAS FUTR JUN24-963.0$-22.6M-8.4%0% | 1.6%0.6% | -5.5%-3.7% | -22.2%-
RXM4EURO-BUND FUTURE JUN24-468.0$-66.1M-24.6%0% | 0%-11.2% | -10.7%-307.0% | -312.4%-
S N4SOYBEAN FUTURE JUL24-330.0$-20.0M-7.5%0% | 0.4%0.6% | 3.2%-7.1% | -12.2%-
SBN4SUGAR #11 (WORLD) JUL24-882.0$-18.6M-6.9%0% | -1.3%0.6% | 5.9%-18.1% | -14.1%-
SFM4CHF CURRENCY FUT JUN24-334.0$-46.2M-17.2%0% | -0.1%0.6% | 0.4%-5.7% | -6.0%-
US912796Y452Treasury B 06/27/2435M$34.8M13.0%0% | 0%0% | 0.1%--
US912797FH58Treasury B 05/16/2440M$40.0M14.9%0% | 0%0% | 0.1%0% | 0.4%-
US912797HS95Treasury B 05/30/2440M$39.9M14.9%0% | 0%0% | 0.1%0% | 0.4%-
US912797JZ11Treasury B 06/04/2440M$39.9M14.9%0% | 0%0% | 0.1%0% | 0.4%-
US912797KE62Treasury B 06/11/2440M$39.8M14.8%0% | 0%0% | 0.1%--
UXYM4US 10YR ULTRA FUT JUN24-651.0$-73.0M-27.2%0% | -0.3%0.5% | 0.4%-7.6% | -9.3%-
W N4WHEAT FUTURE(CBT) JUL24-454.0$-15.3M-5.7%11.8% | 13.7%21.6% | 18.0%29.5% | 16.1%-
XBM4GASOLINE RBOB FUT JUN24170.0$17.6M6.5%0% | -2.0%-0.6% | -3.9%3.7% | -8.7%-
not investment advice - use at own risk - see terms - data by kfa funds
dbmfwatch - KMLM | 2024-05-14 | history
2024-05-14 2024-05-13 (1d)2024-05-07 (1wk)2024-04-16 (4wk)2024-02-13 (13wk)2023-11-14 (26wk)2023-05-16 (52wk)
symboldescriptionsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepct
--cash--Cash92.5M$92.5M34.5%92.6M$92.6M34.5%94.7M$94.7M35.2%103.7M$103.7M36.5%96.3M$96.3M37.8%84.0M$84.0M29.4%108.1M$108.1M37.9%
-CAD-CANADIAN DOLLAR-5.5M$-4.1M-1.5%-5.5M$-4.1M-1.5%-6.4M$-4.7M-1.7%-5.5M$-4.0M-1.4%-5.9M$-4.4M-1.7%-851.0K$-621.5K-0.2%-1.7M$-1.3M-0.5%
-EUR-EURO-4.4M$-4.8M-1.8%-4.6M$-5.0M-1.9%-5.0M$-5.4M-2.0%-4.5M$-4.8M-1.7%-4.2M$-4.5M-1.8%-352.1K$-383.1K-0.1%-1.7M$-1.8M-0.6%
-GBP-BRITISH STERLING POUND-3.8M$-4.8M-1.8%-3.8M$-4.8M-1.8%-3.9M$-4.9M-1.8%-3.6M$-4.5M-1.6%-2.1M$-2.6M-1.0%2.4M$3.0M1.1%309.8K$386.7K0.1%
-JPY-JAPANESE YEN-783.7M$-5.0M-1.9%-792.0M$-5.1M-1.9%-830.7M$-5.4M-2.0%-816.3M$-5.3M-1.9%-726.1M$-4.8M-1.9%-651.7M$-4.3M-1.5%-520.0M$-3.8M-1.3%
ADH4AUDUSD CRNCY FUT MAR24-------------552.0$-35.6M-14.0%------
ADM3AUDUSD CRNCY FUT JUN23-------------------701.0$-46.7M-16.4%
ADM4AUDUSD CRNCY FUT JUN24-369.0$-24.5M-9.1%-436.0$-28.8M-10.8%-506.0$-33.4M-12.4%-612.0$-39.3M-13.8%---------
ADZ3AUDUSD CRNCY FUT DEC23----------------768.0$-50.0M-17.5%---
BPH4BP CURRENCY FUT MAR24------------507.0$39.9M15.7%------
BPM3BP CURRENCY FUT JUN23------------------591.0$46.2M16.2%
BPM4BP CURRENCY FUT JUN24-585.0$-46.0M-17.2%-585.0$-45.9M-17.1%-476.0$-37.2M-13.9%240.0$18.7M6.6%---------
BPZ3BP CURRENCY FUT DEC23----------------643.0$-50.2M-17.6%---
C H4CORN FUTURE MAR24-------------754.0$-16.2M-6.4%------
C N3CORN FUTURE JUL23-------------------413.0$-12.0M-4.2%
C N4CORN FUTURE JUL24-859.0$-20.1M-7.5%-859.0$-20.3M-7.6%-863.0$-20.2M-7.5%-815.0$-18.0M-6.3%---------
C Z3CORN FUTURE DEC23----------------856.0$-20.5M-7.2%---
CDH4C$ CURRENCY FUT MAR24-------------77.0$-5.7M-2.2%------
CDM3C$ CURRENCY FUT JUN23-------------------628.0$-46.7M-16.4%
CDM4C$ CURRENCY FUT JUN24-629.0$-46.1M-17.2%-629.0$-46.0M-17.2%-632.0$-46.1M-17.1%-598.0$-43.3M-15.2%---------
CDZ3C$ CURRENCY FUT DEC23----------------676.0$-49.4M-17.3%---
CLM3WTI CRUDE FUTURE JUN23-------------------254.0$-18.0M-6.3%
CLM4WTI CRUDE FUTURE JUN24---234.0$18.5M6.9%235.0$18.4M6.9%225.0$19.1M6.7%-75.0$-5.8M-2.3%------
CLU4WTI CRUDE FUTURE SEP24239.0$18.3M6.8%------------------
CLZ3WTI CRUDE FUTURE DEC23---------------205.0$16.0M5.6%---
CNH4CAN 10YR BOND FUT MAR24-------------565.0$-49.4M-19.4%------
CNM3CAN 10YR BOND FUT JUN23------------------635.0$58.3M20.4%
CNM4CAN 10YR BOND FUT JUN24-845.0$-73.1M-27.2%-845.0$-73.0M-27.2%-849.0$-73.6M-27.4%-781.0$-66.7M-23.5%---------
CNZ3CAN 10YR BOND FUT DEC23----------------925.0$-79.9M-27.9%---
ECH4EURO FX CURR FUT MAR24-------------268.0$-35.9M-14.1%------
ECM3EURO FX CURR FUT JUN23------------------336.0$45.7M16.0%
ECM4EURO FX CURR FUT JUN24-342.0$-46.3M-17.3%-342.0$-46.2M-17.2%-344.0$-46.3M-17.2%-327.0$-43.6M-15.3%---------
ECZ3EURO FX CURR FUT DEC23----------------368.0$-50.1M-17.5%---
G H4LONG GILT FUTURE MAR24------------213.0$26.0M10.2%------
G M3LONG GILT FUTURE JUN23-------------------572.0$-71.7M-25.1%
G M4LONG GILT FUTURE JUN24-143.0$-17.6M-6.6%-200.0$-24.5M-9.1%-201.0$-24.6M-9.2%445.0$53.3M18.7%---------
G Z3LONG GILT FUTURE DEC23----------------676.0$-81.8M-28.6%---
GCM3GOLD 100 OZ FUTR JUN23------------------98.0$19.5M6.8%
GCM4GOLD 100 OZ FUTR JUN2483.0$19.6M7.3%83.0$19.4M7.3%84.0$19.5M7.3%83.0$20.0M7.0%73.0$14.8M5.8%------
GCZ3GOLD 100 OZ FUTR DEC23---------------54.0$10.6M3.7%---
HGH4COPPER FUTURE MAR24-------------140.0$-13.0M-5.1%------
HGN3COPPER FUTURE JUL23------------------143.0$13.1M4.6%
HGN4COPPER FUTURE JUL24168.0$20.6M7.7%168.0$20.0M7.5%169.0$19.5M7.2%184.0$19.9M7.0%---------
HGZ3COPPER FUTURE DEC23----------------224.0$-20.6M-7.2%---
HOH4NY HARB ULSD FUT MAR24------------144.0$17.5M6.9%------
HOM3NY HARB ULSD FUT JUN23-------------------195.0$-19.4M-6.8%
HOM4NY HARB ULSD FUT JUN2477.0$7.8M2.9%95.0$9.7M3.6%112.0$11.6M4.3%169.0$18.9M6.6%---------
HOZ3NY HARB ULSD FUT DEC23---------------168.0$20.0M7.0%---
JBH4JPN 10Y BOND(OSE) MAR24------------63.0$61.1M24.0%------
JBM3JPN 10Y BOND(OSE) JUN23------------------67.0$73.2M25.7%
JBM4JPN 10Y BOND(OSE) JUN24-78.0$-71.7M-26.7%-71.0$-65.4M-24.4%-41.0$-38.4M-14.3%38.0$35.5M12.5%---------
JBZ3JPN 10Y BOND(OSE) DEC23----------------81.0$-78.0M-27.2%---
JYH4JPN YEN CURR FUT MAR24-------------468.0$-39.0M-15.3%------
JYM3JPN YEN CURR FUT JUN23-------------------503.0$-46.4M-16.3%
JYM4JPN YEN CURR FUT JUN24-572.0$-45.9M-17.1%-572.0$-46.0M-17.2%-576.0$-46.8M-17.4%-529.0$-43.2M-15.2%---------
JYZ3JPN YEN CURR FUT DEC23----------------587.0$-49.1M-17.1%---
LCM3LIVE CATTLE FUTR JUN23------------------295.0$19.3M6.8%
LCM4LIVE CATTLE FUTR JUN24-274.0$-19.5M-7.3%-274.0$-19.2M-7.2%-276.0$-19.6M-7.3%-61.0$-4.3M-1.5%56.0$4.1M1.6%------
LCZ3LIVE CATTLE FUTR DEC23---------------279.0$19.6M6.9%---
NGH24NATURAL GAS FUTR MAR24-------------804.0$-13.6M-5.3%------
NGM23NATURAL GAS FUTR JUN23-------------------809.0$-19.2M-6.7%
NGM24NATURAL GAS FUTR JUN24-963.0$-22.6M-8.4%-963.0$-22.9M-8.6%-969.0$-21.4M-8.0%-929.0$-18.5M-6.5%---------
NGZ23NATURAL GAS FUTR DEC23----------------573.0$-17.8M-6.2%---
RXH4EURO-BUND FUTURE MAR24------------430.0$61.3M24.1%------
RXM3EURO-BUND FUTURE JUN23-------------------488.0$-71.7M-25.1%
RXM4EURO-BUND FUTURE JUN24-468.0$-66.1M-24.6%-468.0$-66.1M-24.7%-421.0$-59.7M-22.2%-115.0$-16.0M-5.6%---------
RXZ3EURO-BUND FUTURE DEC23----------------561.0$-79.9M-27.9%---
S H4SOYBEAN FUTURE MAR24-------------276.0$-16.4M-6.4%15.0$1.1M0.4%---
S N3SOYBEAN FUTURE JUL23-------------------118.0$-8.0M-2.8%
S N4SOYBEAN FUTURE JUL24-330.0$-20.0M-7.5%-330.0$-20.1M-7.5%-332.0$-20.7M-7.7%-308.0$-17.9M-6.3%---------
SBH4SUGAR #11 (WORLD) MAR24---------------675.0$20.5M7.2%---
SBK4SUGAR #11 (WORLD) MAY24-------------582.0$-14.7M-5.8%------
SBN3SUGAR #11 (WORLD) JUL23------------------661.0$19.3M6.8%
SBN4SUGAR #11 (WORLD) JUL24-882.0$-18.6M-6.9%-882.0$-18.4M-6.9%-887.0$-19.8M-7.4%-747.0$-16.3M-5.7%---------
SFH4CHF CURRENCY FUT MAR24------------197.0$27.8M10.9%------
SFM3CHF CURRENCY FUT JUN23------------------330.0$46.2M16.2%
SFM4CHF CURRENCY FUT JUN24-334.0$-46.2M-17.2%-334.0$-46.2M-17.2%-336.0$-46.4M-17.3%-316.0$-43.6M-15.3%---------
SFZ3CHF CURRENCY FUT DEC23----------------219.0$-30.9M-10.8%---
TYM3US 10YR NOTE (CBT)JUN23-------------------332.0$-38.2M-13.4%
TYZ3US 10YR NOTE (CBT)DEC23----------------721.0$-78.5M-27.4%---
US912796W472Treasury B 05/18/23------------------35M$35.0M12.3%
US912796XY07Treasury B 08/10/23------------------40M$39.5M13.9%
US912796Y452Treasury B 06/27/2435M$34.8M13.0%35M$34.8M13.0%35M$34.7M12.9%------------
US912796YJ21Treasury B 10/05/23------------------40M$39.2M13.8%
US912796Z285Treasury B 02/22/24------------40M$40.0M15.7%------
US912796ZD42Treasury B 11/30/23---------------40M$39.9M13.9%---
US912796ZF99Treasury B 05/25/23------------------35M$35.0M12.3%
US912796ZN24Treasury B 12/28/23---------------40M$39.7M13.9%---
US912797FH58Treasury B 05/16/2440M$40.0M14.9%40M$40.0M14.9%40M$40.0M14.9%40M$39.8M14.0%---------
US912797FK87Treasury B 11/16/23---------------45M$45.0M15.7%---
US912797FM44Treasury B 06/06/23------------------35M$34.9M12.2%
US912797GN18Treasury B 02/15/24------------30M$30.0M11.8%------
US912797GP65Treasury B 02/29/24------------30M$29.9M11.8%------
US912797GQ49Treasury B 03/07/24------------45M$44.9M17.6%------
US912797HH31Treasury B 05/02/24---------40M$39.9M14.0%---------
US912797HL43Treasury B 11/21/23---------------40M$40.0M14.0%---
US912797HN09Treasury B 12/05/23---------------40M$39.9M13.9%---
US912797HS95Treasury B 05/30/2440M$39.9M14.9%40M$39.9M14.9%40M$39.9M14.8%40M$39.7M14.0%---------
US912797JQ12Treasury B 04/30/24---------40M$39.9M14.1%---------
US912797JZ11Treasury B 06/04/2440M$39.9M14.9%40M$39.9M14.9%40M$39.8M14.8%40M$39.7M14.0%---------
US912797KE62Treasury B 06/11/2440M$39.8M14.8%40M$39.8M14.9%40M$39.8M14.8%------------
US912797LL96Treasury B 03/21/24------------30M$29.8M11.7%------
UXYH4US 10YR ULTRA FUT MAR24-------------489.0$-55.5M-21.8%------
UXYM4US 10YR ULTRA FUT JUN24-651.0$-73.0M-27.2%-651.0$-72.9M-27.2%-654.0$-73.3M-27.3%-605.0$-66.8M-23.5%---------
W H4WHEAT FUTURE(CBT) MAR24-------------568.0$-17.0M-6.7%------
W N3WHEAT FUTURE(CBT) JUL23-------------------615.0$-19.9M-7.0%
W N4WHEAT FUTURE(CBT) JUL24-454.0$-15.3M-5.7%-515.0$-17.7M-6.6%-579.0$-18.6M-6.9%-644.0$-18.2M-6.4%---------
W Z3WHEAT FUTURE(CBT) DEC23----------------736.0$-21.0M-7.4%---
XBH4GASOLINE RBOB FUT MAR24------------129.0$13.0M5.1%------
XBM3GASOLINE RBOB FUT JUN23-------------------183.0$-19.1M-6.7%
XBM4GASOLINE RBOB FUT JUN24170.0$17.6M6.5%170.0$17.9M6.7%171.0$18.3M6.8%164.0$19.2M6.8%---------
XBZ3GASOLINE RBOB FUT DEC23---------------220.0$20.5M7.2%---
not investment advice - use at own risk - see terms - data by kfa funds

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