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10 min read kmlm-update

KMLM update - 16 may 2024

KMLM update - 16 may 2024
dbmfwatch - KMLM | 2024-05-16 | changes found
symboldescriptionsharesvaluepct1d chg1wk chg4wk chg13wk chg
--cash--Cash91.8M$91.8M34.5%-30.0% | -30.0%-3.8% | -3.8%-9.2% | -9.2%-27.8% | -27.8%
-CAD-CANADIAN DOLLAR-6.4M$-4.7M-1.8%-0.5% | -0.5%-4.4% | -4.8%-21.9% | -23.3%3.3% | 4.4%
-EUR-EURO-4.9M$-5.3M-2.0%1.3% | 1.5%-5.8% | -6.6%-8.9% | -11.2%-21.7% | -22.8%
-GBP-BRITISH STERLING POUND-4.0M$-5.0M-1.9%-0.2% | -0.1%-2.5% | -3.8%-16.5% | -18.7%-111.6% | -112.8%
-JPY-JAPANESE YEN-817.4M$-5.3M-2.0%-3.6% | -3.3%-0.6% | -0.6%-0.6% | -0.1%-12.3% | -8.3%
ADM4AUDUSD CRNCY FUT JUN24-235.0$-15.7M-5.9%22.2% | 22.3%59.0% | 58.6%61.4% | 59.9%-
BPM4BP CURRENCY FUT JUN24-473.0$-37.5M-14.1%10.6% | 10.6%19.6% | 18.6%-455.6% | -462.5%-
C N4CORN FUTURE JUL24-859.0$-19.6M-7.4%0% | 1.2%0.5% | 0.4%-5.9% | -11.0%-
CDM4C$ CURRENCY FUT JUN24-629.0$-46.2M-17.4%0% | 0.1%0.5% | 0%-5.7% | -6.9%-
CLU4WTI CRUDE FUTURE SEP24239.0$18.6M7.0%0% | 0.8%---
CNM4CAN 10YR BOND FUT JUN24-845.0$-73.9M-27.8%0% | 0%0.5% | -0.2%-8.9% | -11.4%-
ECM4EURO FX CURR FUT JUN24-342.0$-46.5M-17.5%0% | 0.1%0.6% | -0.2%-5.2% | -7.3%-
G M4LONG GILT FUTURE JUN24-86.0$-10.7M-4.0%39.9% | 39.9%57.2% | 56.4%-125.4% | -126.3%-
GCM4GOLD 100 OZ FUTR JUN2483.0$19.8M7.5%0% | -0.4%-1.2% | 0.7%1.2% | 0.7%43.1% | 67.8%
HGN4COPPER FUTURE JUL24168.0$20.5M7.7%0% | -1.0%-0.6% | 5.7%-8.2% | 0.3%220.9% | 255.6%
HOM4NY HARB ULSD FUT JUN2443.0$4.4M1.7%-28.3% | -27.7%-61.6% | -62.1%-74.4% | -75.4%-
JBM4JPN 10Y BOND(OSE) JUN24-78.0$-72.4M-27.3%0% | 0%-39.3% | -39.3%-351.6% | -350.1%-
JYM4JPN YEN CURR FUT JUN24-572.0$-46.2M-17.4%0% | 0.3%0.7% | 0.7%-8.7% | -7.8%-
LCM4LIVE CATTLE FUTR JUN24-274.0$-19.6M-7.4%0% | -0.4%0.7% | -1.0%-149.1% | -154.3%-371.3% | -367.0%
NGM24NATURAL GAS FUTR JUN24-963.0$-24.0M-9.0%0% | -3.3%0.6% | -7.8%-4.2% | -30.9%-
RXM4EURO-BUND FUTURE JUN24-517.0$-73.9M-27.8%0% | 0.2%-22.8% | -24.3%-353.5% | -364.3%-
S N4SOYBEAN FUTURE JUL24-330.0$-20.1M-7.6%0% | -0.2%0.6% | 0%-7.8% | -14.2%-
SBN4SUGAR #11 (WORLD) JUL24-882.0$-18.1M-6.8%0% | 1.7%0.6% | 6.9%-18.7% | -11.4%-
SFM4CHF CURRENCY FUT JUN24-334.0$-46.3M-17.4%0% | 0.3%0.6% | 0.6%-6.0% | -6.5%-
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$39.9M15.0%0% | 0%0% | 0.1%--
US912797KH93Treasury B 07/02/2440M$39.7M15.0%----
UXYM4US 10YR ULTRA FUT JUN24-651.0$-73.4M-27.6%0% | 0.2%0.5% | -0.1%-8.1% | -10.3%-
W N4WHEAT FUTURE(CBT) JUL24-333.0$-11.0M-4.2%15.5% | 15.8%42.5% | 40.2%48.0% | 37.6%-
XBM4GASOLINE RBOB FUT JUN24154.0$16.4M6.2%0% | 1.6%-9.9% | -10.1%-5.5% | -10.7%-
not investment advice - use at own risk - see terms - data by kfa funds
dbmfwatch - KMLM | 2024-05-16 | history
2024-05-16 2024-05-15 (1d)2024-05-09 (1wk)2024-04-18 (4wk)2024-02-15 (13wk)2023-11-16 (26wk)2023-05-18 (52wk)
symboldescriptionsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepct
--cash--Cash91.8M$91.8M34.5%131.1M$131.1M49.4%95.4M$95.4M35.3%101.1M$101.1M35.8%127.1M$127.1M49.8%83.5M$83.5M29.3%102.0M$102.0M35.8%
-CAD-CANADIAN DOLLAR-6.4M$-4.7M-1.8%-6.3M$-4.7M-1.8%-6.1M$-4.5M-1.7%-5.2M$-3.8M-1.4%-6.6M$-4.9M-1.9%-647.5K$-470.5K-0.2%-2.4M$-1.8M-0.6%
-EUR-EURO-4.9M$-5.3M-2.0%-5.0M$-5.4M-2.0%-4.6M$-5.0M-1.9%-4.5M$-4.8M-1.7%-4.0M$-4.3M-1.7%-531.6K$-576.6K-0.2%-1.0M$-1.1M-0.4%
-GBP-BRITISH STERLING POUND-4.0M$-5.0M-1.9%-4.0M$-5.0M-1.9%-3.9M$-4.9M-1.8%-3.4M$-4.2M-1.5%-1.9M$-2.4M-0.9%2.1M$2.7M0.9%1.1M$1.4M0.5%
-JPY-JAPANESE YEN-817.4M$-5.3M-2.0%-789.4M$-5.1M-1.9%-812.6M$-5.2M-1.9%-812.9M$-5.3M-1.9%-728.0M$-4.9M-1.9%-709.2M$-4.7M-1.7%-519.4M$-3.7M-1.3%
ADH4AUDUSD CRNCY FUT MAR24-------------610.0$-39.8M-15.6%------
ADM3AUDUSD CRNCY FUT JUN23-------------------701.0$-46.4M-16.3%
ADM4AUDUSD CRNCY FUT JUN24-235.0$-15.7M-5.9%-302.0$-20.2M-7.6%-573.0$-38.0M-14.1%-609.0$-39.2M-13.9%---------
ADZ3AUDUSD CRNCY FUT DEC23----------------768.0$-49.7M-17.5%---
BPH4BP CURRENCY FUT MAR24------------507.0$39.9M15.6%------
BPM3BP CURRENCY FUT JUN23------------------591.0$45.8M16.1%
BPM4BP CURRENCY FUT JUN24-473.0$-37.5M-14.1%-529.0$-41.9M-15.8%-588.0$-46.0M-17.0%133.0$10.3M3.7%---------
BPZ3BP CURRENCY FUT DEC23----------------520.0$-40.4M-14.2%---
C K4CORN FUTURE MAY24-------------731.0$-15.7M-6.2%------
C N3CORN FUTURE JUL23-------------------540.0$-15.0M-5.3%
C N4CORN FUTURE JUL24-859.0$-19.6M-7.4%-859.0$-19.9M-7.5%-863.0$-19.7M-7.3%-811.0$-17.7M-6.3%---------
C Z3CORN FUTURE DEC23----------------856.0$-20.3M-7.1%---
CDH4C$ CURRENCY FUT MAR24-------------128.0$-9.5M-3.7%------
CDM3C$ CURRENCY FUT JUN23-------------------628.0$-46.5M-16.3%
CDM4C$ CURRENCY FUT JUN24-629.0$-46.2M-17.4%-629.0$-46.3M-17.4%-632.0$-46.2M-17.1%-595.0$-43.2M-15.3%---------
CDZ3C$ CURRENCY FUT DEC23----------------676.0$-49.1M-17.3%---
CLH4WTI CRUDE FUTURE MAR24---------------206.0$15.1M5.3%---
CLM4WTI CRUDE FUTURE JUN24------235.0$18.6M6.9%224.0$18.4M6.5%-32.0$-2.5M-1.0%------
CLU3WTI CRUDE FUTURE SEP23-------------------256.0$-18.3M-6.4%
CLU4WTI CRUDE FUTURE SEP24239.0$18.6M7.0%239.0$18.4M6.9%---------------
CNH4CAN 10YR BOND FUT MAR24-------------631.0$-56.1M-22.0%------
CNM3CAN 10YR BOND FUT JUN23------------------560.0$50.9M17.8%
CNM4CAN 10YR BOND FUT JUN24-845.0$-73.9M-27.8%-845.0$-73.9M-27.8%-849.0$-73.7M-27.3%-776.0$-66.3M-23.5%---------
CNZ3CAN 10YR BOND FUT DEC23----------------925.0$-79.3M-27.9%---
ECH4EURO FX CURR FUT MAR24-------------297.0$-40.0M-15.7%------
ECM3EURO FX CURR FUT JUN23------------------336.0$45.3M15.9%
ECM4EURO FX CURR FUT JUN24-342.0$-46.5M-17.5%-342.0$-46.6M-17.6%-344.0$-46.4M-17.2%-325.0$-43.3M-15.4%---------
ECZ3EURO FX CURR FUT DEC23----------------333.0$-45.2M-15.9%---
G H4LONG GILT FUTURE MAR24------------119.0$14.7M5.8%------
G M3LONG GILT FUTURE JUN23-------------------572.0$-70.3M-24.6%
G M4LONG GILT FUTURE JUN24-86.0$-10.7M-4.0%-143.0$-17.9M-6.7%-201.0$-24.6M-9.1%339.0$40.8M14.5%---------
G Z3LONG GILT FUTURE DEC23----------------676.0$-81.5M-28.6%---
GCM3GOLD 100 OZ FUTR JUN23------------------98.0$19.2M6.7%
GCM4GOLD 100 OZ FUTR JUN2483.0$19.8M7.5%83.0$19.9M7.5%84.0$19.7M7.3%82.0$19.7M7.0%58.0$11.8M4.6%------
GCZ3GOLD 100 OZ FUTR DEC23---------------54.0$10.7M3.8%---
HGN3COPPER FUTURE JUL23------------------105.0$9.7M3.4%
HGN4COPPER FUTURE JUL24168.0$20.5M7.7%168.0$20.7M7.8%169.0$19.4M7.2%183.0$20.4M7.2%-139.0$-13.2M-5.2%------
HGZ3COPPER FUTURE DEC23----------------224.0$-20.7M-7.3%---
HOH4NY HARB ULSD FUT MAR24------------144.0$17.1M6.7%------
HOM3NY HARB ULSD FUT JUN23-------------------195.0$-19.7M-6.9%
HOM4NY HARB ULSD FUT JUN2443.0$4.4M1.7%60.0$6.1M2.3%112.0$11.7M4.3%168.0$17.9M6.4%---------
HOZ3NY HARB ULSD FUT DEC23---------------168.0$19.4M6.8%---
JBH4JPN 10Y BOND(OSE) MAR24------------63.0$61.5M24.1%------
JBM3JPN 10Y BOND(OSE) JUN23------------------67.0$71.9M25.2%
JBM4JPN 10Y BOND(OSE) JUN24-78.0$-72.4M-27.3%-78.0$-72.4M-27.3%-56.0$-52.0M-19.2%31.0$29.0M10.3%---------
JBZ3JPN 10Y BOND(OSE) DEC23----------------81.0$-78.1M-27.4%---
JYH4JPN YEN CURR FUT MAR24-------------468.0$-39.2M-15.4%------
JYM3JPN YEN CURR FUT JUN23-------------------503.0$-45.5M-16.0%
JYM4JPN YEN CURR FUT JUN24-572.0$-46.2M-17.4%-572.0$-46.4M-17.5%-576.0$-46.6M-17.2%-526.0$-42.9M-15.2%---------
JYZ3JPN YEN CURR FUT DEC23----------------587.0$-48.9M-17.2%---
LCM3LIVE CATTLE FUTR JUN23------------------295.0$19.5M6.8%
LCM4LIVE CATTLE FUTR JUN24-274.0$-19.6M-7.4%-274.0$-19.5M-7.4%-276.0$-19.4M-7.2%-110.0$-7.7M-2.7%101.0$7.3M2.9%------
LCZ3LIVE CATTLE FUTR DEC23---------------279.0$19.5M6.8%---
NGH24NATURAL GAS FUTR MAR24-------------804.0$-12.7M-5.0%------
NGM23NATURAL GAS FUTR JUN23-------------------809.0$-21.0M-7.3%
NGM24NATURAL GAS FUTR JUN24-963.0$-24.0M-9.0%-963.0$-23.3M-8.8%-969.0$-22.3M-8.3%-924.0$-18.4M-6.5%---------
NGZ23NATURAL GAS FUTR DEC23----------------573.0$-17.5M-6.2%---
RXH4EURO-BUND FUTURE MAR24------------430.0$61.9M24.2%------
RXM3EURO-BUND FUTURE JUN23-------------------488.0$-70.5M-24.7%
RXM4EURO-BUND FUTURE JUN24-517.0$-73.9M-27.8%-517.0$-74.1M-27.9%-421.0$-59.5M-22.0%-114.0$-15.9M-5.6%---------
RXZ3EURO-BUND FUTURE DEC23----------------561.0$-79.8M-28.0%---
S H4SOYBEAN FUTURE MAR24---------------74.0$5.1M1.8%---
S K4SOYBEAN FUTURE MAY24-------------275.0$-16.0M-6.3%------
S N3SOYBEAN FUTURE JUL23-------------------170.0$-11.3M-4.0%
S N4SOYBEAN FUTURE JUL24-330.0$-20.1M-7.6%-330.0$-20.0M-7.5%-332.0$-20.1M-7.4%-306.0$-17.6M-6.2%---------
SBH4SUGAR #11 (WORLD) MAR24---------------675.0$20.6M7.2%---
SBK4SUGAR #11 (WORLD) MAY24-------------582.0$-14.5M-5.7%------
SBN3SUGAR #11 (WORLD) JUL23------------------661.0$19.0M6.6%
SBN4SUGAR #11 (WORLD) JUL24-882.0$-18.1M-6.8%-882.0$-18.4M-6.9%-887.0$-19.5M-7.2%-743.0$-16.3M-5.8%---------
SFH4CHF CURRENCY FUT MAR24------------144.0$20.5M8.0%------
SFM3CHF CURRENCY FUT JUN23------------------330.0$45.7M16.0%
SFM4CHF CURRENCY FUT JUN24-334.0$-46.3M-17.4%-334.0$-46.4M-17.5%-336.0$-46.6M-17.2%-315.0$-43.5M-15.4%---------
SFZ3CHF CURRENCY FUT DEC23----------------151.0$-21.3M-7.5%---
TYM3US 10YR NOTE (CBT)JUN23-------------------332.0$-37.8M-13.3%
TYZ3US 10YR NOTE (CBT)DEC23----------------721.0$-78.5M-27.6%---
US912796XY07Treasury B 08/10/23------------------40M$39.5M13.9%
US912796Y452Treasury B 06/27/2435M$34.8M13.1%35M$34.8M13.1%35M$34.8M12.9%------------
US912796YJ21Treasury B 10/05/23------------------40M$39.2M13.7%
US912796Z285Treasury B 02/22/24------------40M$40.0M15.7%------
US912796ZD42Treasury B 11/30/23---------------40M$39.9M14.0%---
US912796ZF99Treasury B 05/25/23------------------35M$35.0M12.3%
US912796ZN24Treasury B 12/28/23---------------40M$39.8M14.0%---
US912796ZP71Treasury B 06/08/23------------------40M$39.9M14.0%
US912797FH58Treasury B 05/16/24------40M$40.0M14.8%40M$39.8M14.1%---------
US912797FM44Treasury B 06/06/23------------------35M$34.9M12.2%
US912797FV43Treasury B 12/21/23---------------45M$44.8M15.7%---
US912797GP65Treasury B 02/29/24------------30M$29.9M11.7%------
US912797GQ49Treasury B 03/07/24------------45M$44.9M17.6%------
US912797HH31Treasury B 05/02/24---------40M$39.9M14.2%---------
US912797HL43Treasury B 11/21/23---------------40M$40.0M14.0%---
US912797HN09Treasury B 12/05/23---------------40M$39.9M14.0%---
US912797HS95Treasury B 05/30/2440M$39.9M15.0%40M$39.9M15.0%40M$39.9M14.8%40M$39.8M14.1%---------
US912797JQ12Treasury B 04/30/24---------40M$39.9M14.2%---------
US912797JZ11Treasury B 06/04/2440M$39.9M15.0%40M$39.9M15.0%40M$39.9M14.8%40M$39.7M14.1%---------
US912797KE62Treasury B 06/11/2440M$39.9M15.0%40M$39.8M15.0%40M$39.8M14.7%------------
US912797KH93Treasury B 07/02/2440M$39.7M15.0%------------------
US912797LL96Treasury B 03/21/24------------30M$29.9M11.7%------
UXYH4US 10YR ULTRA FUT MAR24-------------489.0$-55.8M-21.9%------
UXYM4US 10YR ULTRA FUT JUN24-651.0$-73.4M-27.6%-651.0$-73.6M-27.7%-654.0$-73.4M-27.2%-602.0$-66.6M-23.6%---------
W K4WHEAT FUTURE(CBT) MAY24-------------570.0$-16.2M-6.3%------
W N3WHEAT FUTURE(CBT) JUL23-------------------615.0$-18.8M-6.6%
W N4WHEAT FUTURE(CBT) JUL24-333.0$-11.0M-4.2%-394.0$-13.1M-4.9%-579.0$-18.5M-6.8%-640.0$-17.7M-6.3%---------
W Z3WHEAT FUTURE(CBT) DEC23----------------736.0$-20.4M-7.2%---
XBH4GASOLINE RBOB FUT MAR24------------163.0$15.9M6.2%------
XBM3GASOLINE RBOB FUT JUN23-------------------183.0$-19.7M-6.9%
XBM4GASOLINE RBOB FUT JUN24154.0$16.4M6.2%154.0$16.1M6.1%171.0$18.3M6.8%163.0$18.4M6.5%---------
XBZ3GASOLINE RBOB FUT DEC23---------------220.0$19.4M6.8%---
not investment advice - use at own risk - see terms - data by kfa funds

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dbmfwatch

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