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10 min read kmlm-update

KMLM update - 15 may 2024

KMLM update - 15 may 2024
dbmfwatch - KMLM | 2024-05-15 | changes found
symboldescriptionsharesvaluepct1d chg1wk chg4wk chg13wk chg
--cash--Cash131.1M$131.1M49.4%41.7% | 41.7%35.6% | 35.6%30.8% | 30.8%3.9% | 3.9%
-CAD-CANADIAN DOLLAR-6.3M$-4.7M-1.8%-14.5% | -14.8%-4.8% | -5.8%-10.9% | -12.2%2.1% | 2.5%
-EUR-EURO-5.0M$-5.4M-2.0%-12.7% | -13.4%-4.0% | -5.4%-9.7% | -11.8%-22.9% | -24.7%
-GBP-BRITISH STERLING POUND-4.0M$-5.0M-1.9%-3.6% | -4.4%-1.8% | -3.3%-13.8% | -15.9%-108.7% | -110.7%
-JPY-JAPANESE YEN-789.4M$-5.1M-1.9%-0.7% | -1.7%4.4% | 4.0%4.2% | 4.6%-5.3% | -2.3%
ADM4AUDUSD CRNCY FUT JUN24-302.0$-20.2M-7.6%18.2% | 17.3%40.3% | 39.3%50.4% | 48.5%-
BPM4BP CURRENCY FUT JUN24-529.0$-41.9M-15.8%9.6% | 8.9%0.6% | -0.9%-384.4% | -389.6%-
C N4CORN FUTURE JUL24-859.0$-19.9M-7.5%0% | 1.1%0.5% | -0.4%-5.9% | -11.1%-
CDM4C$ CURRENCY FUT JUN24-629.0$-46.3M-17.4%0% | -0.4%0.5% | -0.5%-5.7% | -7.0%-
CLU4WTI CRUDE FUTURE SEP24239.0$18.4M6.9%0% | 0.6%---
CNM4CAN 10YR BOND FUT JUN24-845.0$-73.9M-27.8%0% | -1.1%0.5% | -0.7%-8.9% | -10.8%-
ECM4EURO FX CURR FUT JUN24-342.0$-46.6M-17.6%0% | -0.5%0.6% | -0.6%-5.2% | -7.2%-
G M4LONG GILT FUTURE JUN24-143.0$-17.9M-6.7%0% | -1.7%28.9% | 27.3%-136.6% | -138.0%-
GCM4GOLD 100 OZ FUTR JUN2483.0$19.9M7.5%0% | 1.5%-1.2% | 1.9%1.2% | 1.5%25.8% | 48.8%
HGN4COPPER FUTURE JUL24168.0$20.7M7.8%0% | 0.6%-0.6% | 7.8%-8.2% | 3.6%-
HOM4NY HARB ULSD FUT JUN2460.0$6.1M2.3%-22.1% | -22.0%-46.4% | -47.6%-64.3% | -66.5%-
JBM4JPN 10Y BOND(OSE) JUN24-78.0$-72.4M-27.3%0% | -1.0%-59.2% | -59.1%-305.3% | -304.1%-
JYM4JPN YEN CURR FUT JUN24-572.0$-46.4M-17.5%0% | -1.0%0.7% | 0.3%-8.7% | -7.9%-
LCM4LIVE CATTLE FUTR JUN24-274.0$-19.5M-7.4%0% | 0%0.7% | -0.3%-222.4% | -227.7%-446.8% | -441.3%
NGM24NATURAL GAS FUTR JUN24-963.0$-23.3M-8.8%0% | -3.1%0.6% | -9.8%-4.2% | -28.3%-
RXM4EURO-BUND FUTURE JUN24-517.0$-74.1M-27.9%-10.5% | -12.1%-22.8% | -24.7%-353.5% | -363.4%-
S N4SOYBEAN FUTURE JUL24-330.0$-20.0M-7.5%0% | 0.1%0.6% | 1.8%-7.8% | -12.4%-
SBN4SUGAR #11 (WORLD) JUL24-882.0$-18.4M-6.9%0% | 1.2%0.6% | 5.4%-18.7% | -14.9%-
SFM4CHF CURRENCY FUT JUN24-334.0$-46.4M-17.5%0% | -0.4%0.6% | 0.1%-6.0% | -6.6%-
US912796Y452Treasury B 06/27/2435M$34.8M13.1%0% | 0%0% | 0.1%--
US912797HS95Treasury B 05/30/2440M$39.9M15.0%0% | 0%0% | 0.1%0% | 0.4%-
US912797JZ11Treasury B 06/04/2440M$39.9M15.0%0% | 0%0% | 0.1%0% | 0.4%-
US912797KE62Treasury B 06/11/2440M$39.8M15.0%0% | 0%0% | 0.1%--
UXYM4US 10YR ULTRA FUT JUN24-651.0$-73.6M-27.7%0% | -0.7%0.5% | -0.5%-8.1% | -10.0%-
W N4WHEAT FUTURE(CBT) JUL24-394.0$-13.1M-4.9%13.2% | 14.1%32.0% | 28.5%38.4% | 25.8%-
XBM4GASOLINE RBOB FUT JUN24154.0$16.1M6.1%-9.4% | -8.0%-9.9% | -11.2%-5.5% | -12.6%-
not investment advice - use at own risk - see terms - data by kfa funds
dbmfwatch - KMLM | 2024-05-15 | history
2024-05-15 2024-05-14 (1d)2024-05-08 (1wk)2024-04-17 (4wk)2024-02-14 (13wk)2023-11-15 (26wk)2023-05-17 (52wk)
symboldescriptionsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepct
--cash--Cash131.1M$131.1M49.4%92.5M$92.5M34.5%96.6M$96.6M35.6%100.2M$100.2M35.7%126.1M$126.1M49.6%130.2M$130.2M45.2%143.1M$143.1M50.2%
-CAD-CANADIAN DOLLAR-6.3M$-4.7M-1.8%-5.5M$-4.1M-1.5%-6.1M$-4.4M-1.6%-5.7M$-4.2M-1.5%-6.5M$-4.8M-1.9%-240.5K$-175.8K-0.1%-2.0M$-1.5M-0.5%
-EUR-EURO-5.0M$-5.4M-2.0%-4.4M$-4.8M-1.8%-4.8M$-5.1M-1.9%-4.5M$-4.8M-1.7%-4.0M$-4.3M-1.7%-217.4K$-235.8K-0.1%-1.7M$-1.9M-0.7%
-GBP-BRITISH STERLING POUND-4.0M$-5.0M-1.9%-3.8M$-4.8M-1.8%-3.9M$-4.9M-1.8%-3.5M$-4.3M-1.6%-1.9M$-2.4M-0.9%2.7M$3.4M1.2%349.9K$437.1K0.1%
-JPY-JAPANESE YEN-789.4M$-5.1M-1.9%-783.7M$-5.0M-1.9%-825.8M$-5.3M-2.0%-824.3M$-5.3M-1.9%-749.5M$-5.0M-2.0%-702.8M$-4.6M-1.6%-501.9M$-3.6M-1.3%
ADH4AUDUSD CRNCY FUT MAR24-------------610.0$-39.6M-15.6%------
ADM3AUDUSD CRNCY FUT JUN23-------------------701.0$-46.7M-16.4%
ADM4AUDUSD CRNCY FUT JUN24-302.0$-20.2M-7.6%-369.0$-24.5M-9.1%-506.0$-33.3M-12.3%-609.0$-39.3M-14.0%---------
ADZ3AUDUSD CRNCY FUT DEC23----------------768.0$-50.0M-17.4%---
BPH4BP CURRENCY FUT MAR24------------507.0$39.8M15.7%------
BPM3BP CURRENCY FUT JUN23------------------591.0$46.1M16.2%
BPM4BP CURRENCY FUT JUN24-529.0$-41.9M-15.8%-585.0$-46.0M-17.2%-532.0$-41.6M-15.3%186.0$14.5M5.2%---------
BPZ3BP CURRENCY FUT DEC23----------------581.0$-45.1M-15.7%---
C H4CORN FUTURE MAR24-------------754.0$-16.0M-6.3%------
C N3CORN FUTURE JUL23-------------------476.0$-13.4M-4.7%
C N4CORN FUTURE JUL24-859.0$-19.9M-7.5%-859.0$-20.1M-7.5%-863.0$-19.8M-7.3%-811.0$-17.9M-6.4%---------
C Z3CORN FUTURE DEC23----------------856.0$-20.1M-7.0%---
CDH4C$ CURRENCY FUT MAR24-------------128.0$-9.5M-3.7%------
CDM3C$ CURRENCY FUT JUN23-------------------628.0$-46.7M-16.4%
CDM4C$ CURRENCY FUT JUN24-629.0$-46.3M-17.4%-629.0$-46.1M-17.2%-632.0$-46.1M-17.0%-595.0$-43.2M-15.4%---------
CDZ3C$ CURRENCY FUT DEC23----------------676.0$-49.4M-17.2%---
CLH4WTI CRUDE FUTURE MAR24---------------206.0$15.8M5.5%---
CLM4WTI CRUDE FUTURE JUN24------235.0$18.6M6.8%224.0$18.4M6.6%-53.0$-4.0M-1.6%------
CLU3WTI CRUDE FUTURE SEP23-------------------256.0$-18.6M-6.5%
CLU4WTI CRUDE FUTURE SEP24239.0$18.4M6.9%239.0$18.3M6.8%---------------
CNH4CAN 10YR BOND FUT MAR24-------------631.0$-55.7M-21.9%------
CNM3CAN 10YR BOND FUT JUN23------------------635.0$58.2M20.4%
CNM4CAN 10YR BOND FUT JUN24-845.0$-73.9M-27.8%-845.0$-73.1M-27.2%-849.0$-73.3M-27.0%-776.0$-66.7M-23.8%---------
CNZ3CAN 10YR BOND FUT DEC23----------------925.0$-79.5M-27.6%---
ECH4EURO FX CURR FUT MAR24-------------297.0$-39.9M-15.7%------
ECM3EURO FX CURR FUT JUN23------------------336.0$45.6M16.0%
ECM4EURO FX CURR FUT JUN24-342.0$-46.6M-17.6%-342.0$-46.3M-17.3%-344.0$-46.3M-17.1%-325.0$-43.5M-15.5%---------
ECZ3EURO FX CURR FUT DEC23----------------333.0$-45.2M-15.7%---
G H4LONG GILT FUTURE MAR24------------166.0$20.4M8.0%------
G M3LONG GILT FUTURE JUN23-------------------572.0$-71.7M-25.1%
G M4LONG GILT FUTURE JUN24-143.0$-17.9M-6.7%-143.0$-17.6M-6.6%-201.0$-24.6M-9.1%391.0$47.0M16.7%---------
G Z3LONG GILT FUTURE DEC23----------------676.0$-80.8M-28.0%---
GCM3GOLD 100 OZ FUTR JUN23------------------98.0$19.5M6.8%
GCM4GOLD 100 OZ FUTR JUN2483.0$19.9M7.5%83.0$19.6M7.3%84.0$19.5M7.2%82.0$19.6M7.0%66.0$13.4M5.3%------
GCZ3GOLD 100 OZ FUTR DEC23---------------54.0$10.6M3.7%---
HGH4COPPER FUTURE MAR24-------------140.0$-12.9M-5.1%------
HGN3COPPER FUTURE JUL23------------------124.0$11.6M4.1%
HGN4COPPER FUTURE JUL24168.0$20.7M7.8%168.0$20.6M7.7%169.0$19.2M7.1%183.0$20.0M7.1%---------
HGZ3COPPER FUTURE DEC23----------------224.0$-20.8M-7.2%---
HOH4NY HARB ULSD FUT MAR24------------144.0$17.0M6.7%------
HOM3NY HARB ULSD FUT JUN23-------------------195.0$-19.8M-7.0%
HOM4NY HARB ULSD FUT JUN2460.0$6.1M2.3%77.0$7.8M2.9%112.0$11.6M4.3%168.0$18.2M6.5%---------
HOZ3NY HARB ULSD FUT DEC23---------------168.0$20.2M7.0%---
JBH4JPN 10Y BOND(OSE) MAR24------------63.0$61.1M24.0%------
JBM3JPN 10Y BOND(OSE) JUN23------------------67.0$72.6M25.5%
JBM4JPN 10Y BOND(OSE) JUN24-78.0$-72.4M-27.3%-78.0$-71.7M-26.7%-49.0$-45.5M-16.8%38.0$35.5M12.6%---------
JBZ3JPN 10Y BOND(OSE) DEC23----------------81.0$-77.7M-27.0%---
JYH4JPN YEN CURR FUT MAR24-------------468.0$-39.1M-15.4%------
JYM3JPN YEN CURR FUT JUN23-------------------503.0$-45.9M-16.1%
JYM4JPN YEN CURR FUT JUN24-572.0$-46.4M-17.5%-572.0$-45.9M-17.1%-576.0$-46.6M-17.2%-526.0$-43.0M-15.3%---------
JYZ3JPN YEN CURR FUT DEC23----------------587.0$-48.7M-16.9%---
LCM3LIVE CATTLE FUTR JUN23------------------295.0$19.4M6.8%
LCM4LIVE CATTLE FUTR JUN24-274.0$-19.5M-7.4%-274.0$-19.5M-7.3%-276.0$-19.5M-7.2%-85.0$-6.0M-2.1%79.0$5.7M2.3%------
LCZ3LIVE CATTLE FUTR DEC23---------------279.0$19.8M6.9%---
NGH24NATURAL GAS FUTR MAR24-------------804.0$-12.9M-5.1%------
NGM23NATURAL GAS FUTR JUN23-------------------809.0$-19.1M-6.7%
NGM24NATURAL GAS FUTR JUN24-963.0$-23.3M-8.8%-963.0$-22.6M-8.4%-969.0$-21.2M-7.8%-924.0$-18.1M-6.5%---------
NGZ23NATURAL GAS FUTR DEC23----------------573.0$-18.3M-6.3%---
RXH4EURO-BUND FUTURE MAR24------------430.0$61.6M24.2%------
RXM3EURO-BUND FUTURE JUN23-------------------488.0$-71.7M-25.1%
RXM4EURO-BUND FUTURE JUN24-517.0$-74.1M-27.9%-468.0$-66.1M-24.6%-421.0$-59.4M-21.9%-114.0$-16.0M-5.7%---------
RXZ3EURO-BUND FUTURE DEC23----------------561.0$-79.5M-27.6%---
S H4SOYBEAN FUTURE MAR24-------------276.0$-16.2M-6.4%44.0$3.1M1.1%---
S N3SOYBEAN FUTURE JUL23-------------------144.0$-9.6M-3.4%
S N4SOYBEAN FUTURE JUL24-330.0$-20.0M-7.5%-330.0$-20.0M-7.5%-332.0$-20.4M-7.5%-306.0$-17.8M-6.3%---------
SBH4SUGAR #11 (WORLD) MAR24---------------675.0$20.5M7.1%---
SBK4SUGAR #11 (WORLD) MAY24-------------582.0$-14.8M-5.8%------
SBN3SUGAR #11 (WORLD) JUL23------------------661.0$19.2M6.7%
SBN4SUGAR #11 (WORLD) JUL24-882.0$-18.4M-6.9%-882.0$-18.6M-6.9%-887.0$-19.5M-7.2%-743.0$-16.0M-5.7%---------
SFH4CHF CURRENCY FUT MAR24------------171.0$24.2M9.5%------
SFM3CHF CURRENCY FUT JUN23------------------330.0$46.1M16.1%
SFM4CHF CURRENCY FUT JUN24-334.0$-46.4M-17.5%-334.0$-46.2M-17.2%-336.0$-46.4M-17.1%-315.0$-43.5M-15.5%---------
SFZ3CHF CURRENCY FUT DEC23----------------185.0$-26.1M-9.1%---
TYM3US 10YR NOTE (CBT)JUN23-------------------332.0$-38.0M-13.3%
TYZ3US 10YR NOTE (CBT)DEC23----------------721.0$-78.0M-27.1%---
US912796XY07Treasury B 08/10/23------------------40M$39.5M13.9%
US912796Y452Treasury B 06/27/2435M$34.8M13.1%35M$34.8M13.0%35M$34.8M12.8%------------
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$39.8M13.8%---
US912797FH58Treasury B 05/16/24---40M$40.0M14.9%40M$40.0M14.7%40M$39.8M14.2%---------
US912797FM44Treasury B 06/06/23------------------35M$34.9M12.2%
US912797GP65Treasury B 02/29/24------------30M$29.9M11.8%------
US912797GQ49Treasury B 03/07/24------------45M$44.9M17.6%------
US912797HH31Treasury B 05/02/24---------40M$39.9M14.2%---------
US912797HL43Treasury B 11/21/23---------------40M$40.0M13.9%---
US912797HN09Treasury B 12/05/23---------------40M$39.9M13.8%---
US912797HS95Treasury B 05/30/2440M$39.9M15.0%40M$39.9M14.9%40M$39.9M14.7%40M$39.8M14.2%---------
US912797JQ12Treasury B 04/30/24---------40M$39.9M14.2%---------
US912797JZ11Treasury B 06/04/2440M$39.9M15.0%40M$39.9M14.9%40M$39.8M14.7%40M$39.7M14.2%---------
US912797KE62Treasury B 06/11/2440M$39.8M15.0%40M$39.8M14.8%40M$39.8M14.7%------------
US912797LL96Treasury B 03/21/24------------30M$29.8M11.7%------
UXYH4US 10YR ULTRA FUT MAR24-------------489.0$-55.7M-21.9%------
UXYM4US 10YR ULTRA FUT JUN24-651.0$-73.6M-27.7%-651.0$-73.0M-27.2%-654.0$-73.2M-27.0%-602.0$-66.9M-23.8%---------
W H4WHEAT FUTURE(CBT) MAR24-------------568.0$-16.6M-6.5%------
W N3WHEAT FUTURE(CBT) JUL23-------------------615.0$-19.2M-6.7%
W N4WHEAT FUTURE(CBT) JUL24-394.0$-13.1M-4.9%-454.0$-15.3M-5.7%-579.0$-18.4M-6.8%-640.0$-17.7M-6.3%---------
W Z3WHEAT FUTURE(CBT) DEC23----------------736.0$-20.6M-7.2%---
XBH4GASOLINE RBOB FUT MAR24------------146.0$14.2M5.6%------
XBM3GASOLINE RBOB FUT JUN23-------------------183.0$-19.7M-6.9%
XBM4GASOLINE RBOB FUT JUN24154.0$16.1M6.1%170.0$17.6M6.5%171.0$18.2M6.7%163.0$18.5M6.6%---------
XBZ3GASOLINE RBOB FUT DEC23---------------220.0$20.3M7.1%---
not investment advice - use at own risk - see terms - data by kfa funds

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dbmfwatch

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