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10 min read kmlm-update

KMLM update - 16 sep 2024

KMLM update - 16 sep 2024
dbmfwatch - KMLM | 2024-09-16 | changes found
symboldescriptionsharesvaluepct1d chg1wk chg4wk chg13wk chg
--cash--Cash133.8M$133.8M35.1%0.8% | 0.8%5.2% | 5.2%-20.3% | -20.3%34.6% | 34.6%
-CAD-CANADIAN DOLLAR-3.3M$-2.5M-0.6%8.5% | 8.5%16.9% | 17.0%37.6% | 37.4%57.4% | 57.0%
-EUR-EURO-5.3M$-5.9M-1.6%3.7% | 3.2%5.4% | 4.6%12.2% | 11.8%-7.5% | -11.5%
-GBP-BRITISH STERLING POUND-1.4M$-1.9M-0.5%7.4% | 6.8%35.3% | 34.6%50.5% | 49.6%63.5% | 62.0%
-JPY-JAPANESE YEN-933.5M$-6.6M-1.7%0% | -0.2%4.5% | 3.0%4.8% | 0.8%-9.2% | -22.4%
ADZ4AUDUSD CRNCY FUT DEC24883.0$59.6M15.7%0% | 0.6%---
BPZ4BP CURRENCY FUT DEC24729.0$60.2M15.8%0% | 0.7%---
C Z4CORN FUTURE DEC24-1.3K$-25.7M-6.8%0% | 0.6%-1.1% | -2.0%0.7% | -1.9%-51.6% | -34.5%
CDZ4C$ CURRENCY FUT DEC24-38.0$-2.8M-0.7%0% | 0%---
CLZ4WTI CRUDE FUTURE DEC24-283.0$-19.3M-5.1%-13.2% | -15.2%-56.4% | -58.6%-249.4% | -229.2%-
CNZ4CAN 10YR BOND FUT DEC241.0K$95.4M25.1%0% | 0.3%1.2% | 1.5%--
ECZ4EURO FX CURR FUT DEC24431.0$60.1M15.8%0% | 0.4%---
G Z4LONG GILT FUTURE DEC24725.0$97.0M25.5%0% | 0.8%1.3% | 3.5%--
GCZ4GOLD 100 OZ FUTR DEC2499.0$25.8M6.8%0% | -0.1%1.0% | 4.1%-2.9% | -0.4%-
HGZ4COPPER FUTURE DEC24148.0$15.8M4.2%18.4% | 19.4%87.3% | 93.2%85.0% | 87.3%-
HOZ4NY HARB ULSD FUT DEC24-260.0$-23.2M-6.1%0% | -0.5%-1.2% | 0.7%--
JBZ4JPN 10Y BOND(OSE) DEC2495.0$97.7M25.7%0% | 0.2%---
JYZ4JPN YEN CURR FUT DEC24492.0$44.2M11.6%15.2% | 15.4%---
LCZ4LIVE CATTLE FUTR DEC24-354.0$-25.3M-6.6%0% | 0.1%-1.4% | -2.3%-2.31K% | -2.31K%-
NGZ24NATURAL GAS FUTR DEC24-827.0$-25.4M-6.7%0% | -1.4%-1.2% | -2.0%--
RXZ4EURO-BUND FUTURE DEC24637.0$95.7M25.1%0% | 0.7%1.1% | 2.3%--
S X4SOYBEAN FUTURE NOV24-502.0$-25.2M-6.6%0% | 0.2%-1.2% | 0.1%-1.8% | -4.8%-54.0% | -36.9%
SBH5SUGAR #11 (WORLD) MAR25-1.1K$-24.9M-6.5%0% | -0.9%-1.2% | -3.7%--
SFZ4CHF CURRENCY FUT DEC24364.0$54.4M14.3%0% | 0.3%---
US912797GW17Treasury B 10/03/2455M$54.9M14.4%0% | 0%0% | 0.1%0% | 0.4%-
US912797KM88Treasury B 09/26/2455M$54.9M14.4%0% | 0%0% | 0.1%0% | 0.4%-
US912797LT23Treasury B 10/15/2455M$54.8M14.4%0% | 0%0% | 0.1%--
US912797LV78Treasury B 10/29/2455M$54.7M14.4%0% | 0%0% | 0.1%--
US912797MA23Treasury B 11/05/2445M$44.7M11.7%0% | 0%0% | 0.1%--
UXYZ4US 10YR ULTRA FUT DEC24800.0$96.1M25.2%0% | 0.2%1.3% | 1.8%--
W Z4WHEAT FUTURE(CBT) DEC24-911.0$-26.4M-6.9%0% | 2.7%-1.2% | -3.0%0.2% | -4.5%-617.6% | -574.5%
XBZ4GASOLINE RBOB FUT DEC24-296.0$-23.8M-6.3%0% | -1.8%-12.1% | -14.6%--
not investment advice - use at own risk - see terms - data by kfa funds
dbmfwatch - KMLM | 2024-09-16 | history
2024-09-16 2024-09-13 (1d)2024-09-09 (1wk)2024-08-19 (4wk)2024-06-17 (13wk)2024-03-18 (26wk)2023-09-18 (52wk)
symboldescriptionsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepct
--cash--Cash133.8M$133.8M35.1%132.8M$132.8M35.0%127.2M$127.2M34.2%167.8M$167.8M45.9%99.4M$99.4M36.5%90.2M$90.2M35.7%83.7M$83.7M30.5%
-CAD-CANADIAN DOLLAR-3.3M$-2.5M-0.6%-3.6M$-2.7M-0.7%-4.0M$-3.0M-0.8%-5.3M$-3.9M-1.1%-7.8M$-5.7M-2.1%-6.2M$-4.6M-1.8%210.9K$156.3K0.1%
-EUR-EURO-5.3M$-5.9M-1.6%-5.5M$-6.1M-1.6%-5.6M$-6.2M-1.7%-6.1M$-6.7M-1.8%-5.0M$-5.3M-2.0%-4.4M$-4.8M-1.9%415.6K$444.1K0.2%
-GBP-BRITISH STERLING POUND-1.4M$-1.9M-0.5%-1.6M$-2.0M-0.5%-2.2M$-2.9M-0.8%-2.9M$-3.8M-1.0%-4.0M$-5.0M-1.9%-2.2M$-2.8M-1.1%3.8M$4.7M1.7%
-JPY-JAPANESE YEN-933.5M$-6.6M-1.7%-933.5M$-6.6M-1.8%-977.6M$-6.8M-1.8%-980.9M$-6.7M-1.8%-854.9M$-5.4M-2.0%-746.0M$-5.0M-2.0%-622.5M$-4.2M-1.5%
ADM4AUDUSD CRNCY FUT JUN24----------------500.0$-32.9M-13.0%---
ADU4AUDUSD CRNCY FUT SEP24------790.0$52.6M14.1%-131.0$-8.8M-2.4%619.0$41.0M15.1%------
ADZ3AUDUSD CRNCY FUT DEC23-------------------662.0$-42.7M-15.6%
ADZ4AUDUSD CRNCY FUT DEC24883.0$59.6M15.7%883.0$59.3M15.6%---------------
BPM4BP CURRENCY FUT JUN24---------------510.0$40.6M16.1%---
BPU4BP CURRENCY FUT SEP24------721.0$58.9M15.8%747.0$60.7M16.6%573.0$45.5M16.7%------
BPZ3BP CURRENCY FUT DEC23------------------544.0$42.1M15.3%
BPZ4BP CURRENCY FUT DEC24729.0$60.2M15.8%729.0$59.8M15.8%---------------
C K4CORN FUTURE MAY24----------------785.0$-17.1M-6.8%---
C Z3CORN FUTURE DEC23-------------------755.0$-17.8M-6.5%
C Z4CORN FUTURE DEC24-1.3K$-25.7M-6.8%-1.3K$-25.9M-6.8%-1.2K$-25.2M-6.8%-1.3K$-25.2M-6.9%-826.0$-19.1M-7.0%------
CDM4C$ CURRENCY FUT JUN24----------------493.0$-36.5M-14.4%---
CDU4C$ CURRENCY FUT SEP24-------114.0$-8.4M-2.3%-827.0$-60.7M-16.6%-620.0$-45.3M-16.6%------
CDZ3C$ CURRENCY FUT DEC23-------------------581.0$-43.1M-15.7%
CDZ4C$ CURRENCY FUT DEC24-38.0$-2.8M-0.7%-38.0$-2.8M-0.7%---------------
CLM4WTI CRUDE FUTURE JUN24---------------220.0$18.0M7.1%---
CLU4WTI CRUDE FUTURE SEP24------------131.0$10.4M3.8%------
CLZ3WTI CRUDE FUTURE DEC23------------------219.0$19.5M7.1%
CLZ4WTI CRUDE FUTURE DEC24-283.0$-19.3M-5.1%-250.0$-16.8M-4.4%-181.0$-12.2M-3.3%-81.0$-5.9M-1.6%---------
CNM4CAN 10YR BOND FUT JUN24----------------647.0$-56.9M-22.5%---
CNU4CAN 10YR BOND FUT SEP24---------1.1K$96.3M26.3%-117.0$-10.4M-3.8%------
CNZ3CAN 10YR BOND FUT DEC23-------------------765.0$-66.7M-24.3%
CNZ4CAN 10YR BOND FUT DEC241.0K$95.4M25.1%1.0K$95.2M25.1%1.0K$94.0M25.3%------------
ECM4EURO FX CURR FUT JUN24----------------212.0$-28.9M-11.4%---
ECU4EURO FX CURR FUT SEP24------428.0$59.1M15.9%21.0$2.9M0.8%-335.0$-45.1M-16.6%------
ECZ3EURO FX CURR FUT DEC23------------------45.0$6.0M2.2%
ECZ4EURO FX CURR FUT DEC24431.0$60.1M15.8%431.0$59.9M15.8%---------------
G M4LONG GILT FUTURE JUN24---------------170.0$21.3M8.4%---
G U4LONG GILT FUTURE SEP24---------739.0$95.7M26.2%83.0$10.4M3.8%------
G Z3LONG GILT FUTURE DEC23-------------------558.0$-65.6M-23.9%
G Z4LONG GILT FUTURE DEC24725.0$97.0M25.5%725.0$96.2M25.4%716.0$93.7M25.2%------------
GCM4GOLD 100 OZ FUTR JUN24---------------58.0$12.7M5.0%---
GCQ4GOLD 100 OZ FUTR AUG24------------82.0$19.1M7.0%------
GCZ3GOLD 100 OZ FUTR DEC23------------------31.0$6.1M2.2%
GCZ4GOLD 100 OZ FUTR DEC2499.0$25.8M6.8%99.0$25.8M6.8%98.0$24.8M6.7%102.0$25.9M7.1%---------
HGN4COPPER FUTURE JUL24----------------8.0$-830.4K-0.3%---
HGU4COPPER FUTURE SEP24------------166.0$18.4M6.8%------
HGZ3COPPER FUTURE DEC23-------------------117.0$-11.1M-4.0%
HGZ4COPPER FUTURE DEC24148.0$15.8M4.2%125.0$13.2M3.5%79.0$8.2M2.2%80.0$8.4M2.3%---------
HOM4NY HARB ULSD FUT JUN24---------------157.0$18.0M7.1%---
HOU4NY HARB ULSD FUT SEP24----------246.0$-23.4M-6.4%-152.0$-16.0M-5.9%------
HOZ3NY HARB ULSD FUT DEC23------------------146.0$19.0M6.9%
HOZ4NY HARB ULSD FUT DEC24-260.0$-23.2M-6.1%-260.0$-23.1M-6.1%-257.0$-23.4M-6.3%------------
JBM4JPN 10Y BOND(OSE) JUN24---------------59.0$57.5M22.8%---
JBU4JPN 10Y BOND(OSE) SEP24------94.0$95.2M25.6%-14.0$-13.8M-3.8%-79.0$-72.2M-26.5%------
JBZ3JPN 10Y BOND(OSE) DEC23------------------67.0$66.1M24.1%
JBZ4JPN 10Y BOND(OSE) DEC2495.0$97.7M25.7%95.0$97.5M25.7%---------------
JYM4JPN YEN CURR FUT JUN24----------------474.0$-40.3M-16.0%---
JYU4JPN YEN CURR FUT SEP24------164.0$14.4M3.9%-581.0$-49.7M-13.6%-565.0$-45.4M-16.7%------
JYZ3JPN YEN CURR FUT DEC23-------------------492.0$-42.2M-15.4%
JYZ4JPN YEN CURR FUT DEC24492.0$44.2M11.6%427.0$38.3M10.1%---------------
LCM4LIVE CATTLE FUTR JUN24---------------233.0$17.3M6.8%---
LCQ4LIVE CATTLE FUTR AUG24------------89.0$6.5M2.4%------
LCZ3LIVE CATTLE FUTR DEC23------------------244.0$18.6M6.8%
LCZ4LIVE CATTLE FUTR DEC24-354.0$-25.3M-6.6%-354.0$-25.3M-6.7%-349.0$-24.7M-6.6%16.0$1.1M0.3%---------
NGM24NATURAL GAS FUTR JUN24----------------750.0$-15.7M-6.2%---
NGU24NATURAL GAS FUTR SEP24----------1.2K$-27.7M-7.6%-722.0$-20.6M-7.6%------
NGZ23NATURAL GAS FUTR DEC23-------------------500.0$-17M-6.2%
NGZ24NATURAL GAS FUTR DEC24-827.0$-25.4M-6.7%-827.0$-25.0M-6.6%-817.0$-24.9M-6.7%------------
RXM4EURO-BUND FUTURE JUN24----------------21.0$-3.0M-1.2%---
RXU4EURO-BUND FUTURE SEP24---------403.0$59.9M16.4%-459.0$-65.2M-24.0%------
RXZ3EURO-BUND FUTURE DEC23-------------------470.0$-65.2M-23.8%
RXZ4EURO-BUND FUTURE DEC24637.0$95.7M25.1%637.0$95.1M25.1%630.0$93.6M25.2%------------
S K4SOYBEAN FUTURE MAY24----------------296.0$-17.6M-7.0%---
S X3SOYBEAN FUTURE NOV23------------------264.0$17.4M6.3%
S X4SOYBEAN FUTURE NOV24-502.0$-25.2M-6.6%-502.0$-25.3M-6.7%-496.0$-25.2M-6.8%-493.0$-24.1M-6.6%-326.0$-18.4M-6.8%------
SBH5SUGAR #11 (WORLD) MAR25-1.1K$-24.9M-6.5%-1.1K$-24.7M-6.5%-1.1K$-24.0M-6.5%------------
SBK4SUGAR #11 (WORLD) MAY24----------------694.0$-17.2M-6.8%---
SBV3SUGAR #11 (WORLD) OCT23------------------643.0$19.5M7.1%
SBV4SUGAR #11 (WORLD) OCT24----------1.2K$-24.0M-6.6%-940.0$-20.1M-7.4%------
SFM4CHF CURRENCY FUT JUN24----------------281.0$-39.9M-15.8%---
SFU4CHF CURRENCY FUT SEP24------363.0$53.5M14.4%-20.0$-2.9M-0.8%-326.0$-46.3M-17.0%------
SFZ3CHF CURRENCY FUT DEC23------------------301.0$42.3M15.4%
SFZ4CHF CURRENCY FUT DEC24364.0$54.4M14.3%364.0$54.2M14.3%---------------
TYZ3US 10YR NOTE (CBT)DEC23-------------------608.0$-66.6M-24.3%
US912796CR84Treasury B 09/21/23------------------40M$40.0M14.6%
US912796CS67Treasury B 09/28/23------------------30M$30.0M10.9%
US912796Y452Treasury B 06/27/24------------35M$35.0M12.8%------
US912796YJ21Treasury B 10/05/23------------------40M$39.9M14.6%
US912797FA06Treasury B 10/12/23------------------40M$39.9M14.5%
US912797GW17Treasury B 10/03/2455M$54.9M14.4%55M$54.9M14.5%55M$54.8M14.7%55M$54.7M14.9%---------
US912797GY72Treasury B 03/28/24---------------35M$35.0M13.8%---
US912797GZ48Treasury B 04/04/24---------------40M$39.9M15.8%---
US912797HD27Treasury B 10/31/23------------------40M$39.8M14.5%
US912797HF74Treasury B 04/11/24---------------35M$34.9M13.8%---
US912797JQ12Treasury B 04/30/24---------------40M$39.8M15.7%---
US912797KD89Treasury B 08/29/24---------55M$54.9M15.0%---------
US912797KH93Treasury B 07/02/24------------40M$39.9M14.7%------
US912797KM88Treasury B 09/26/2455M$54.9M14.4%55M$54.9M14.5%55M$54.9M14.8%55M$54.7M14.9%---------
US912797KQ92Treasury B 07/23/24------------40M$39.8M14.6%------
US912797KR75Treasury B 07/30/24------------40M$39.8M14.6%------
US912797KW60Treasury B 08/06/24------------40M$39.7M14.6%------
US912797LA32Treasury B 09/03/24---------55M$54.9M15.0%---------
US912797LL96Treasury B 03/21/24---------------30M$30.0M11.9%---
US912797LT23Treasury B 10/15/2455M$54.8M14.4%55M$54.8M14.4%55M$54.7M14.7%------------
US912797LV78Treasury B 10/29/2455M$54.7M14.4%55M$54.7M14.4%55M$54.6M14.7%------------
US912797MA23Treasury B 11/05/2445M$44.7M11.7%45M$44.7M11.8%45M$44.6M12.0%------------
UXYM4US 10YR ULTRA FUT JUN24----------------553.0$-62.7M-24.8%---
UXYU4US 10YR ULTRA FUT SEP24---------582.0$68.4M18.7%-639.0$-73.0M-26.8%------
UXYZ4US 10YR ULTRA FUT DEC24800.0$96.1M25.2%800.0$95.9M25.3%790.0$94.3M25.4%------------
W K4WHEAT FUTURE(CBT) MAY24----------------585.0$-15.9M-6.3%---
W Z3WHEAT FUTURE(CBT) DEC23-------------------600.0$-17.7M-6.5%
W Z4WHEAT FUTURE(CBT) DEC24-911.0$-26.4M-6.9%-911.0$-27.1M-7.1%-900.0$-25.6M-6.9%-913.0$-25.2M-6.9%176.0$5.6M2.0%------
XBM4GASOLINE RBOB FUT JUN24---------------158.0$18.0M7.1%---
XBU4GASOLINE RBOB FUT SEP24----------199.0$-18.9M-5.2%-83.0$-8.4M-3.1%------
XBZ3GASOLINE RBOB FUT DEC23------------------179.0$19.3M7.0%
XBZ4GASOLINE RBOB FUT DEC24-296.0$-23.8M-6.3%-296.0$-23.4M-6.2%-264.0$-20.8M-5.6%------------
not investment advice - use at own risk - see terms - data by kfa funds

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