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8 min read kmlm-update

KMLM update - 15 dec 2023

KMLM update - 15 dec 2023
dbmfwatch - KMLM | 2023-12-15 | changes found
symboldescriptionsharesvaluepct1d chg1wk chg4wk chg13wk chg
--cash--Cash75.4M$75.4M28.1%-1.8% | -1.8%-9.1% | -9.1%-11.1% | -11.1%-10.4% | -10.4%
-CAD-CANADIAN DOLLAR-5.1M$-3.8M-1.4%-0.2% | -0.4%-56.7% | -59.1%-670.1% | -689.4%-10.17K% | -10.28K%
-EUR-EURO-2.3M$-2.5M-0.9%-1.2% | -0.3%-9.8% | -11.1%-429.3% | -428.6%-1.59K% | -1.62K%
-GBP-BRITISH STERLING POUND270.8K$343.2K0.1%-49.6% | -50.0%-83.3% | -83.2%-87.1% | -86.9%-92.3% | -92.1%
-JPY-JAPANESE YEN-771.2M$-5.4M-2.0%-2.9% | -2.6%2.2% | 0.3%-4.0% | -9.4%-23.9% | -28.8%
ADH4AUDUSD CRNCY FUT MAR24-629.0$-42.3M-15.8%9.5% | 9.4%---
BPH4BP CURRENCY FUT MAR24584.0$46.3M17.3%0% | -0.5%---
C H4CORN FUTURE MAR24-802.0$-19.4M-7.2%0% | -0.8%1.5% | 2.0%--
CDH4C$ CURRENCY FUT MAR24-565.0$-42.3M-15.8%9.6% | 9.3%---
CLH4WTI CRUDE FUTURE MAR24-109.0$-7.9M-2.9%-28.2% | -28.0%-194.6% | -196.5%-159.9% | -156.7%-
CNH4CAN 10YR BOND FUT MAR24-663.0$-61.3M-22.8%10.5% | 10.3%20.3% | 17.6%--
ECH4EURO FX CURR FUT MAR24-80.0$-10.9M-4.1%0% | 0.8%---
G H4LONG GILT FUTURE MAR24-311.0$-39.9M-14.9%15.3% | 15.3%36.3% | 33.7%--
GCG4GOLD 100 OZ FUTR FEB2458.0$11.8M4.4%18.4% | 17.8%16.0% | 17.2%--
HGH4COPPER FUTURE MAR24-182.0$-17.7M-6.6%0% | 0.1%1.6% | 0.1%--
HOH4NY HARB ULSD FUT MAR24123.0$13.2M4.9%0% | 1.1%-22.2% | -20.8%--
JBH4JPN 10Y BOND(OSE) MAR2460.0$61.4M22.9%13.2% | 12.5%140.0% | 145.7%--
JYH4JPN YEN CURR FUT MAR24-537.0$-47.9M-17.9%0% | 0.2%---
LCG4LIVE CATTLE FUTR FEB24-121.0$-8.2M-3.1%-28.7% | -29.8%-964.3% | -983.2%--
NGH24NATURAL GAS FUTR MAR24-734.0$-17.0M-6.3%0% | -2.6%1.5% | 3.9%--
RXH4EURO-BUND FUTURE MAR2424.0$3.6M1.3%200.0% | 199.9%111.0% | 111.4%--
S H4SOYBEAN FUTURE MAR2495.0$6.3M2.4%-22.1% | -22.2%-46.9% | -46.6%28.4% | 26.0%-
SBH4SUGAR #11 (WORLD) MAR24221.0$5.4M2.0%-22.2% | -22.8%-59.5% | -61.9%-67.3% | -73.5%-
SFH4CHF CURRENCY FUT MAR24319.0$46.3M17.2%0% | -0.5%---
TYH4US 10YR NOTE (CBT)MAR24-659.0$-74.1M-27.6%0% | 0.1%1.6% | -0.3%--
US912796ZN24Treasury B 12/28/2340M$39.9M14.9%0% | 0%0% | 0.1%0% | 0.4%-
US912797FV43Treasury B 12/21/2345M$45.0M16.8%0% | 0%0% | 0.1%0% | 0.4%-
US912797GC52Treasury B 01/11/2440M$39.9M14.8%0% | 0%0% | 0.1%--
US912797HX80Treasury B 01/02/2435M$34.9M13.0%0% | 0%0% | 0.1%--
US912797JB43Treasury B 01/30/2445M$44.7M16.7%0% | 0%0% | 0.1%--
W H4WHEAT FUTURE(CBT) MAR24-647.0$-20.4M-7.6%0% | -2.2%1.5% | 1.9%--
XBH4GASOLINE RBOB FUT MAR2470.0$6.4M2.4%0% | 0.8%-53.9% | -52.0%--
not investment advice - use at own risk - see terms - data by kfa funds
dbmfwatch - KMLM | 2023-12-15 | history
2023-12-15 2023-12-14 (1d)2023-12-08 (1wk)2023-11-17 (4wk)2023-09-15 (13wk)2023-06-16 (26wk)
symboldescriptionsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepct
--cash--Cash75.4M$75.4M28.1%76.8M$76.8M28.4%83.0M$83.0M29.7%84.8M$84.8M29.7%84.2M$84.2M30.7%94.9M$94.9M36.9%
-CAD-CANADIAN DOLLAR-5.1M$-3.8M-1.4%-5.0M$-3.8M-1.4%-3.2M$-2.4M-0.9%-656.8K$-478.8K-0.2%50.2K$37.1K0%-2.7M$-2.0M-0.8%
-EUR-EURO-2.3M$-2.5M-0.9%-2.3M$-2.5M-0.9%-2.1M$-2.3M-0.8%-441.8K$-482.0K-0.2%157.1K$167.4K0.1%-870.9K$-952.4K-0.4%
-GBP-BRITISH STERLING POUND270.8K$343.2K0.1%537.3K$686.2K0.2%1.6M$2.0M0.7%2.1M$2.6M0.9%3.5M$4.4M1.6%3.8M$4.9M1.9%
-JPY-JAPANESE YEN-771.2M$-5.4M-2.0%-749.5M$-5.3M-2.0%-788.3M$-5.4M-1.9%-741.6M$-5.0M-1.7%-622.5M$-4.2M-1.5%-503.5M$-3.5M-1.4%
ADH4AUDUSD CRNCY FUT MAR24-629.0$-42.3M-15.8%-695.0$-46.7M-17.3%------------
ADU3AUDUSD CRNCY FUT SEP23----------------534.0$-36.8M-14.3%
ADZ3AUDUSD CRNCY FUT DEC23-------709.0$-46.7M-16.7%-768.0$-50.0M-17.5%-662.0$-42.7M-15.6%---
BPH4BP CURRENCY FUT MAR24584.0$46.3M17.3%584.0$46.6M17.2%------------
BPU3BP CURRENCY FUT SEP23---------------552.0$44.3M17.3%
BPZ3BP CURRENCY FUT DEC23------368.0$28.9M10.3%-459.0$-35.7M-12.5%544.0$42.1M15.4%---
C H4CORN FUTURE MAR24-802.0$-19.4M-7.2%-802.0$-19.2M-7.1%-814.0$-19.8M-7.1%---------
C N3CORN FUTURE JUL23----------------491.0$-15.7M-6.1%
C Z3CORN FUTURE DEC23----------856.0$-20.0M-7.0%-755.0$-18.0M-6.6%---
CDH4C$ CURRENCY FUT MAR24-565.0$-42.3M-15.8%-625.0$-46.7M-17.3%------------
CDU3C$ CURRENCY FUT SEP23----------------416.0$-31.6M-12.3%
CDZ3C$ CURRENCY FUT DEC23-------635.0$-46.8M-16.8%-676.0$-49.3M-17.2%-581.0$-43.0M-15.7%---
CLH4WTI CRUDE FUTURE MAR24-109.0$-7.9M-2.9%-85.0$-6.1M-2.3%-37.0$-2.6M-0.9%182.0$13.8M4.8%------
CLU3WTI CRUDE FUTURE SEP23----------------265.0$-19.1M-7.4%
CLZ3WTI CRUDE FUTURE DEC23------------219.0$19.5M7.1%---
CNH4CAN 10YR BOND FUT MAR24-663.0$-61.3M-22.8%-741.0$-68.3M-25.3%-832.0$-74.4M-26.6%---------
CNU3CAN 10YR BOND FUT SEP23----------------740.0$-68.3M-26.6%
CNZ3CAN 10YR BOND FUT DEC23----------925.0$-79.6M-27.8%-765.0$-66.7M-24.3%---
ECH4EURO FX CURR FUT MAR24-80.0$-10.9M-4.1%-80.0$-11.0M-4.1%------------
ECU3EURO FX CURR FUT SEP23---------------320.0$44.0M17.1%
ECZ3EURO FX CURR FUT DEC23-------82.0$-11.0M-4.0%-333.0$-45.4M-15.9%75.0$10.0M3.7%---
G H4LONG GILT FUTURE MAR24-311.0$-39.9M-14.9%-367.0$-47.1M-17.4%-488.0$-60.1M-21.5%---------
G U3LONG GILT FUTURE SEP23----------------560.0$-68.0M-26.5%
G Z3LONG GILT FUTURE DEC23----------676.0$-81.9M-28.6%-558.0$-65.9M-24.1%---
GCG4GOLD 100 OZ FUTR FEB2458.0$11.8M4.4%49.0$10.0M3.7%50.0$10.1M3.6%---------
GCQ3GOLD 100 OZ FUTR AUG23---------------91.0$17.9M7.0%
GCZ3GOLD 100 OZ FUTR DEC23---------54.0$10.7M3.7%22.0$4.3M1.6%---
HGH4COPPER FUTURE MAR24-182.0$-17.7M-6.6%-182.0$-17.7M-6.6%-185.0$-17.7M-6.3%---------
HGN3COPPER FUTURE JUL23----------------104.0$-10.1M-3.9%
HGZ3COPPER FUTURE DEC23----------224.0$-20.9M-7.3%-117.0$-11.1M-4.1%---
HOH4NY HARB ULSD FUT MAR24123.0$13.2M4.9%123.0$13.1M4.8%158.0$16.7M6.0%---------
HOU3NY HARB ULSD FUT SEP23----------------190.0$-19.9M-7.7%
HOZ3NY HARB ULSD FUT DEC23---------168.0$19.6M6.8%146.0$19.4M7.1%---
JBH4JPN 10Y BOND(OSE) MAR2460.0$61.4M22.9%53.0$54.6M20.2%25.0$25M9.0%---------
JBU3JPN 10Y BOND(OSE) SEP23---------------64.0$66.9M26.0%
JBZ3JPN 10Y BOND(OSE) DEC23----------81.0$-78.9M-27.6%67.0$66.0M24.1%---
JYH4JPN YEN CURR FUT MAR24-537.0$-47.9M-17.9%-537.0$-48.0M-17.8%------------
JYU3JPN YEN CURR FUT SEP23----------------471.0$-42.1M-16.4%
JYZ3JPN YEN CURR FUT DEC23-------554.0$-47.8M-17.1%-587.0$-49.3M-17.2%-492.0$-42.2M-15.4%---
LCG4LIVE CATTLE FUTR FEB24-121.0$-8.2M-3.1%-94.0$-6.3M-2.3%14.0$928.1K0.3%---------
LCQ3LIVE CATTLE FUTR AUG23---------------269.0$18.5M7.2%
LCZ3LIVE CATTLE FUTR DEC23---------279.0$19.6M6.9%244.0$18.7M6.8%---
NGH24NATURAL GAS FUTR MAR24-734.0$-17.0M-6.3%-734.0$-16.6M-6.1%-745.0$-17.7M-6.3%---------
NGU23NATURAL GAS FUTR SEP23----------------764.0$-20.7M-8.1%
NGZ23NATURAL GAS FUTR DEC23----------573.0$-17.0M-5.9%-500.0$-16.7M-6.1%---
RXH4EURO-BUND FUTURE MAR2424.0$3.6M1.3%-24.0$-3.6M-1.3%-218.0$-31.6M-11.3%---------
RXU3EURO-BUND FUTURE SEP23----------------466.0$-67.9M-26.4%
RXZ3EURO-BUND FUTURE DEC23----------561.0$-80.2M-28.0%-470.0$-65.3M-23.8%---
S H4SOYBEAN FUTURE MAR2495.0$6.3M2.4%122.0$8.1M3.0%179.0$11.8M4.2%74.0$5.0M1.8%------
S N3SOYBEAN FUTURE JUL23----------------251.0$-18.4M-7.2%
S X3SOYBEAN FUTURE NOV23------------264.0$17.7M6.5%---
SBH4SUGAR #11 (WORLD) MAR24221.0$5.4M2.0%284.0$7.1M2.6%546.0$14.3M5.1%675.0$20.5M7.2%------
SBN3SUGAR #11 (WORLD) JUL23---------------642.0$19.0M7.4%
SBV3SUGAR #11 (WORLD) OCT23------------643.0$19.4M7.1%---
SFH4CHF CURRENCY FUT MAR24319.0$46.3M17.2%319.0$46.5M17.2%------------
SFU3CHF CURRENCY FUT SEP23---------------309.0$43.6M17.0%
SFZ3CHF CURRENCY FUT DEC23------203.0$28.8M10.3%-118.0$-16.7M-5.8%301.0$42.3M15.5%---
TYH4US 10YR NOTE (CBT)MAR24-659.0$-74.1M-27.6%-659.0$-74.1M-27.4%-670.0$-73.9M-26.5%---------
TYU3US 10YR NOTE (CBT)SEP23----------------589.0$-66.6M-25.9%
TYZ3US 10YR NOTE (CBT)DEC23----------721.0$-78.4M-27.4%-608.0$-66.6M-24.3%---
US912796CR84Treasury B 09/21/23------------40M$40.0M14.6%---
US912796CS67Treasury B 09/28/23------------30M$30.0M10.9%---
US912796XY07Treasury B 08/10/23---------------40M$39.7M15.5%
US912796Y296Treasury B 07/27/23---------------39M$38.8M15.1%
US912796YJ21Treasury B 10/05/23------------40M$39.9M14.6%40M$39.4M15.3%
US912796ZD42Treasury B 11/30/23---------40M$39.9M14.0%------
US912796ZN24Treasury B 12/28/2340M$39.9M14.9%40M$39.9M14.8%40M$39.9M14.3%40M$39.8M13.9%------
US912796ZZ53Treasury B 07/20/23---------------38M$37.8M14.7%
US912797FA06Treasury B 10/12/23------------40M$39.9M14.6%---
US912797FV43Treasury B 12/21/2345M$45.0M16.8%45M$45.0M16.6%45M$44.9M16.1%45M$44.8M15.7%------
US912797FY81Treasury B 07/18/23---------------8M$8.0M3.1%
US912797GC52Treasury B 01/11/2440M$39.9M14.8%40M$39.8M14.7%40M$39.8M14.3%---------
US912797HD27Treasury B 10/31/23------------40M$39.7M14.5%---
US912797HL43Treasury B 11/21/23---------40M$40.0M14.0%------
US912797HN09Treasury B 12/05/23---------40M$39.9M14.0%------
US912797HX80Treasury B 01/02/2435M$34.9M13.0%35M$34.9M12.9%35M$34.9M12.5%---------
US912797JB43Treasury B 01/30/2445M$44.7M16.7%45M$44.7M16.5%45M$44.7M16.0%---------
W H4WHEAT FUTURE(CBT) MAR24-647.0$-20.4M-7.6%-647.0$-19.9M-7.4%-657.0$-20.8M-7.4%---------
W N3WHEAT FUTURE(CBT) JUL23----------------607.0$-20.9M-8.1%
W Z3WHEAT FUTURE(CBT) DEC23----------736.0$-20.3M-7.1%-600.0$-18.1M-6.6%---
XBH4GASOLINE RBOB FUT MAR2470.0$6.4M2.4%70.0$6.3M2.3%152.0$13.2M4.7%---------
XBU3GASOLINE RBOB FUT SEP23----------------44.0$-4.6M-1.8%
XBZ3GASOLINE RBOB FUT DEC23---------199.0$18.3M6.4%179.0$19.3M7.0%---
not investment advice - use at own risk - see terms - data by kfa funds

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dbmfwatch

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