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10 min read kmlm-update

KMLM update - 17 may 2024

KMLM update - 17 may 2024
dbmfwatch - KMLM | 2024-05-17 | changes found
symboldescriptionsharesvaluepct1d chg1wk chg4wk chg13wk chg
--cash--Cash92.5M$92.5M34.6%0.8% | 0.8%-2.7% | -2.7%-7.6% | -7.6%-27.0% | -27.0%
-CAD-CANADIAN DOLLAR-6.0M$-4.4M-1.6%6.6% | 6.6%-8.5% | -9.0%-11.4% | -12.5%5.5% | 6.3%
-EUR-EURO-4.5M$-4.9M-1.8%8.0% | 8.0%0.2% | -0.7%-0.7% | -2.8%-4.7% | -5.7%
-GBP-BRITISH STERLING POUND-3.9M$-5.0M-1.9%1.4% | 1.1%-2.2% | -3.6%-15.6% | -18.7%-101.3% | -103.0%
-JPY-JAPANESE YEN-801.8M$-5.2M-1.9%1.9% | 2.1%1.1% | 1.1%0.4% | 1.1%-9.6% | -5.7%
ADM4AUDUSD CRNCY FUT JUN24-168.0$-11.3M-4.2%28.5% | 28.3%66.8% | 66.3%72.4% | 71.2%-
BPM4BP CURRENCY FUT JUN24-418.0$-33.2M-12.4%11.6% | 11.4%28.9% | 27.9%-622.5% | -636.8%-
C N4CORN FUTURE JUL24-859.0$-19.4M-7.3%0% | 1.0%0.5% | 4.1%-5.9% | -8.2%-
CDM4C$ CURRENCY FUT JUN24-629.0$-46.2M-17.3%0% | 0%0.5% | 0%-5.7% | -6.8%-
CLU4WTI CRUDE FUTURE SEP24239.0$18.8M7.0%0% | 1.1%---
CNM4CAN 10YR BOND FUT JUN24-845.0$-73.6M-27.5%0% | 0.4%0.5% | -0.4%-8.9% | -10.7%-
ECM4EURO FX CURR FUT JUN24-342.0$-46.6M-17.4%0% | 0%0.6% | -0.3%-5.2% | -7.3%-
G M4LONG GILT FUTURE JUN24-29.0$-3.6M-1.4%66.3% | 66.4%85.6% | 85.3%-110.1% | -110.5%-
GCQ4GOLD 100 OZ FUTR AUG2482.0$20.0M7.5%----
HGN4COPPER FUTURE JUL24168.0$21.2M7.9%0% | 3.5%-0.6% | 7.7%-8.2% | 2.4%220.9% | 257.8%
HOM4NY HARB ULSD FUT JUN2426.0$2.7M1.0%-39.5% | -38.5%-76.8% | -76.3%-84.5% | -84.9%-
JBM4JPN 10Y BOND(OSE) JUN24-78.0$-72.2M-27.0%0% | 0.3%-21.9% | -21.8%-425.0% | -421.4%-
JYM4JPN YEN CURR FUT JUN24-572.0$-46.1M-17.3%0% | 0.2%0.7% | 0.7%-8.7% | -7.5%-
LCM4LIVE CATTLE FUTR JUN24-274.0$-19.8M-7.4%0% | -1.1%0.7% | -2.0%-104.5% | -110.7%-321.0% | -318.8%
NGM24NATURAL GAS FUTR JUN24-963.0$-25.3M-9.5%0% | -5.3%0.6% | -15.9%-4.2% | -37.7%-
RXM4EURO-BUND FUTURE JUN24-517.0$-73.5M-27.5%0% | 0.5%-10.0% | -11.1%-353.5% | -362.2%-
S N4SOYBEAN FUTURE JUL24-330.0$-20.3M-7.6%0% | -1.0%0.6% | -0.1%-7.8% | -13.6%-
SBN4SUGAR #11 (WORLD) JUL24-882.0$-17.9M-6.7%0% | 1.1%0.6% | 6.6%-18.7% | -10.4%-
SFM4CHF CURRENCY FUT JUN24-334.0$-46.1M-17.2%0% | 0.3%0.6% | 0.9%-6.0% | -5.9%-
US912796Y452Treasury B 06/27/2435M$34.8M13.0%0% | 0%0% | 0.1%--
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$39.9M14.9%0% | 0%0% | 0.1%--
US912797KH93Treasury B 07/02/2440M$39.7M14.9%0% | 0%---
UXYM4US 10YR ULTRA FUT JUN24-651.0$-73.2M-27.4%0% | 0.3%0.5% | -0.2%-8.1% | -9.7%-
W N4WHEAT FUTURE(CBT) JUL24-273.0$-8.9M-3.3%18.0% | 19.5%52.8% | 53.7%57.3% | 51.0%-
XBM4GASOLINE RBOB FUT JUN24154.0$16.6M6.2%0% | 1.4%-9.9% | -7.3%-5.5% | -9.4%-
not investment advice - use at own risk - see terms - data by kfa funds
dbmfwatch - KMLM | 2024-05-17 | history
2024-05-17 2024-05-16 (1d)2024-05-10 (1wk)2024-04-19 (4wk)2024-02-16 (13wk)2023-11-17 (26wk)2023-05-19 (52wk)
symboldescriptionsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepct
--cash--Cash92.5M$92.5M34.6%91.8M$91.8M34.5%95.1M$95.1M35.1%100.2M$100.2M35.6%126.8M$126.8M49.8%84.8M$84.8M29.7%106.7M$106.7M36.7%
-CAD-CANADIAN DOLLAR-6.0M$-4.4M-1.6%-6.4M$-4.7M-1.8%-5.5M$-4.0M-1.5%-5.4M$-3.9M-1.4%-6.3M$-4.7M-1.8%-656.8K$-478.8K-0.2%-2.0M$-1.5M-0.5%
-EUR-EURO-4.5M$-4.9M-1.8%-4.9M$-5.3M-2.0%-4.5M$-4.9M-1.8%-4.5M$-4.8M-1.7%-4.3M$-4.6M-1.8%-441.8K$-482.0K-0.2%-1.1M$-1.2M-0.4%
-GBP-BRITISH STERLING POUND-3.9M$-5.0M-1.9%-4.0M$-5.0M-1.9%-3.8M$-4.8M-1.8%-3.4M$-4.2M-1.5%-1.9M$-2.5M-1.0%2.1M$2.6M0.9%1.5M$1.9M0.6%
-JPY-JAPANESE YEN-801.8M$-5.2M-1.9%-817.4M$-5.3M-2.0%-811.1M$-5.2M-1.9%-805.0M$-5.2M-1.9%-731.8M$-4.9M-1.9%-741.6M$-5.0M-1.7%-533.4M$-3.9M-1.3%
ADH4AUDUSD CRNCY FUT MAR24-------------610.0$-39.9M-15.6%------
ADM3AUDUSD CRNCY FUT JUN23-------------------709.0$-47.2M-16.2%
ADM4AUDUSD CRNCY FUT JUN24-168.0$-11.3M-4.2%-235.0$-15.7M-5.9%-506.0$-33.5M-12.4%-609.0$-39.1M-13.9%---------
ADZ3AUDUSD CRNCY FUT DEC23----------------768.0$-50.0M-17.5%---
BPH4BP CURRENCY FUT MAR24------------507.0$40.0M15.7%------
BPM3BP CURRENCY FUT JUN23------------------597.0$46.5M16.0%
BPM4BP CURRENCY FUT JUN24-418.0$-33.2M-12.4%-473.0$-37.5M-14.1%-588.0$-46.0M-17.0%80.0$6.2M2.2%---------
BPZ3BP CURRENCY FUT DEC23----------------459.0$-35.7M-12.5%---
C K4CORN FUTURE MAY24-------------731.0$-15.7M-6.2%------
C N3CORN FUTURE JUL23-------------------610.0$-16.9M-5.8%
C N4CORN FUTURE JUL24-859.0$-19.4M-7.3%-859.0$-19.6M-7.4%-863.0$-20.3M-7.5%-811.0$-18.0M-6.4%---------
C Z3CORN FUTURE DEC23----------------856.0$-20.0M-7.0%---
CDH4C$ CURRENCY FUT MAR24-------------128.0$-9.5M-3.7%------
CDM3C$ CURRENCY FUT JUN23-------------------635.0$-47.0M-16.2%
CDM4C$ CURRENCY FUT JUN24-629.0$-46.2M-17.3%-629.0$-46.2M-17.4%-632.0$-46.3M-17.1%-595.0$-43.3M-15.4%---------
CDZ3C$ CURRENCY FUT DEC23----------------676.0$-49.3M-17.2%---
CLH4WTI CRUDE FUTURE MAR24---------------182.0$13.8M4.8%---
CLM4WTI CRUDE FUTURE JUN24------235.0$18.4M6.8%224.0$18.4M6.5%-11.0$-852.3K-0.3%------
CLU3WTI CRUDE FUTURE SEP23-------------------259.0$-18.5M-6.4%
CLU4WTI CRUDE FUTURE SEP24239.0$18.8M7.0%239.0$18.6M7.0%---------------
CNH4CAN 10YR BOND FUT MAR24-------------631.0$-55.8M-21.9%------
CNM3CAN 10YR BOND FUT JUN23------------------566.0$51.7M17.8%
CNM4CAN 10YR BOND FUT JUN24-845.0$-73.6M-27.5%-845.0$-73.9M-27.8%-849.0$-73.3M-27.1%-776.0$-66.5M-23.6%---------
CNZ3CAN 10YR BOND FUT DEC23----------------925.0$-79.6M-27.8%---
ECH4EURO FX CURR FUT MAR24-------------297.0$-40.1M-15.7%------
ECM3EURO FX CURR FUT JUN23------------------340.0$46.0M15.8%
ECM4EURO FX CURR FUT JUN24-342.0$-46.6M-17.4%-342.0$-46.5M-17.5%-344.0$-46.4M-17.2%-325.0$-43.4M-15.4%---------
ECZ3EURO FX CURR FUT DEC23----------------333.0$-45.4M-15.9%---
G H4LONG GILT FUTURE MAR24------------166.0$20.4M8.0%------
G M3LONG GILT FUTURE JUN23-------------------578.0$-70.8M-24.4%
G M4LONG GILT FUTURE JUN24-29.0$-3.6M-1.4%-86.0$-10.7M-4.0%-201.0$-24.6M-9.1%287.0$34.4M12.2%---------
G Z3LONG GILT FUTURE DEC23----------------676.0$-81.9M-28.6%---
GCM3GOLD 100 OZ FUTR JUN23------------------99.0$19.6M6.8%
GCM4GOLD 100 OZ FUTR JUN24---83.0$19.8M7.5%84.0$19.9M7.4%82.0$19.8M7.0%58.0$11.9M4.7%------
GCQ4GOLD 100 OZ FUTR AUG2482.0$20.0M7.5%------------------
GCZ3GOLD 100 OZ FUTR DEC23---------------54.0$10.7M3.7%---
HGN3COPPER FUTURE JUL23------------------87.0$8.1M2.8%
HGN4COPPER FUTURE JUL24168.0$21.2M7.9%168.0$20.5M7.7%169.0$19.7M7.3%183.0$20.7M7.4%-139.0$-13.4M-5.3%------
HGZ3COPPER FUTURE DEC23----------------224.0$-20.9M-7.3%---
HOH4NY HARB ULSD FUT MAR24------------144.0$17.0M6.7%------
HOM3NY HARB ULSD FUT JUN23-------------------197.0$-19.5M-6.7%
HOM4NY HARB ULSD FUT JUN2426.0$2.7M1.0%43.0$4.4M1.7%112.0$11.5M4.2%168.0$18.0M6.4%---------
HOZ3NY HARB ULSD FUT DEC23---------------168.0$19.6M6.8%---
JBH4JPN 10Y BOND(OSE) MAR24------------63.0$61.3M24.1%------
JBM3JPN 10Y BOND(OSE) JUN23------------------68.0$73.3M25.2%
JBM4JPN 10Y BOND(OSE) JUN24-78.0$-72.2M-27.0%-78.0$-72.4M-27.3%-64.0$-59.3M-21.9%24.0$22.5M8.0%---------
JBZ3JPN 10Y BOND(OSE) DEC23----------------81.0$-78.9M-27.6%---
JYH4JPN YEN CURR FUT MAR24-------------468.0$-39.1M-15.3%------
JYM3JPN YEN CURR FUT JUN23-------------------508.0$-46.2M-15.9%
JYM4JPN YEN CURR FUT JUN24-572.0$-46.1M-17.3%-572.0$-46.2M-17.4%-576.0$-46.5M-17.2%-526.0$-42.9M-15.2%---------
JYZ3JPN YEN CURR FUT DEC23----------------587.0$-49.3M-17.2%---
LCM3LIVE CATTLE FUTR JUN23------------------298.0$19.8M6.8%
LCM4LIVE CATTLE FUTR JUN24-274.0$-19.8M-7.4%-274.0$-19.6M-7.4%-276.0$-19.4M-7.2%-134.0$-9.4M-3.3%124.0$9.1M3.6%------
LCZ3LIVE CATTLE FUTR DEC23---------------279.0$19.6M6.9%---
NGH24NATURAL GAS FUTR MAR24-------------804.0$-12.9M-5.1%------
NGM24NATURAL GAS FUTR JUN24-963.0$-25.3M-9.5%-963.0$-24.0M-9.0%-969.0$-21.8M-8.1%-924.0$-18.4M-6.5%---------
NGU23NATURAL GAS FUTR SEP23-------------------765.0$-21.0M-7.2%
NGZ23NATURAL GAS FUTR DEC23----------------573.0$-17.0M-5.9%---
RXH4EURO-BUND FUTURE MAR24------------430.0$61.6M24.2%------
RXM3EURO-BUND FUTURE JUN23-------------------493.0$-71.5M-24.6%
RXM4EURO-BUND FUTURE JUN24-517.0$-73.5M-27.5%-517.0$-73.9M-27.8%-470.0$-66.2M-24.5%-114.0$-15.9M-5.7%---------
RXZ3EURO-BUND FUTURE DEC23----------------561.0$-80.2M-28.0%---
S H4SOYBEAN FUTURE MAR24---------------74.0$5.0M1.8%---
S K4SOYBEAN FUTURE MAY24-------------275.0$-16.2M-6.3%------
S N3SOYBEAN FUTURE JUL23-------------------198.0$-12.9M-4.5%
S N4SOYBEAN FUTURE JUL24-330.0$-20.3M-7.6%-330.0$-20.1M-7.6%-332.0$-20.2M-7.5%-306.0$-17.8M-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------------------668.0$19.3M6.6%
SBN4SUGAR #11 (WORLD) JUL24-882.0$-17.9M-6.7%-882.0$-18.1M-6.8%-887.0$-19.2M-7.1%-743.0$-16.2M-5.8%---------
SFH4CHF CURRENCY FUT MAR24------------118.0$16.8M6.6%------
SFM3CHF CURRENCY FUT JUN23------------------334.0$46.6M16.0%
SFM4CHF CURRENCY FUT JUN24-334.0$-46.1M-17.2%-334.0$-46.3M-17.4%-336.0$-46.5M-17.2%-315.0$-43.6M-15.5%---------
SFZ3CHF CURRENCY FUT DEC23----------------118.0$-16.7M-5.8%---
TYM3US 10YR NOTE (CBT)JUN23-------------------335.0$-38.0M-13.1%
TYZ3US 10YR NOTE (CBT)DEC23----------------721.0$-78.4M-27.4%---
US912796XY07Treasury B 08/10/23------------------40M$39.5M13.6%
US912796Y452Treasury B 06/27/2435M$34.8M13.0%35M$34.8M13.1%35M$34.8M12.8%------------
US912796YJ21Treasury B 10/05/23------------------40M$39.2M13.5%
US912796Z285Treasury B 02/22/24------------40M$40.0M15.7%------
US912796ZD42Treasury B 11/30/23---------------40M$39.9M14.0%---
US912796ZF99Treasury B 05/25/23------------------35M$35.0M12.0%
US912796ZN24Treasury B 12/28/23---------------40M$39.8M13.9%---
US912796ZP71Treasury B 06/08/23------------------40M$39.9M13.7%
US912797FH58Treasury B 05/16/24------40M$40.0M14.8%40M$39.9M14.2%---------
US912797FM44Treasury B 06/06/23------------------35M$34.9M12.0%
US912797FV43Treasury B 12/21/23---------------45M$44.8M15.7%---
US912797GP65Treasury B 02/29/24------------30M$30.0M11.8%------
US912797GQ49Treasury B 03/07/24------------45M$44.9M17.6%------
US912797HH31Treasury B 05/02/24---------40M$39.9M14.2%---------
US912797HL43Treasury B 11/21/23---------------40M$40.0M14.0%---
US912797HN09Treasury B 12/05/23---------------40M$39.9M14.0%---
US912797HS95Treasury B 05/30/2440M$39.9M14.9%40M$39.9M15.0%40M$39.9M14.8%40M$39.8M14.1%---------
US912797JQ12Treasury B 04/30/24---------40M$40.0M14.2%---------
US912797JZ11Treasury B 06/04/2440M$39.9M14.9%40M$39.9M15.0%40M$39.9M14.7%40M$39.7M14.1%---------
US912797KE62Treasury B 06/11/2440M$39.9M14.9%40M$39.9M15.0%40M$39.8M14.7%------------
US912797KH93Treasury B 07/02/2440M$39.7M14.9%40M$39.7M15.0%---------------
US912797LL96Treasury B 03/21/24------------30M$29.9M11.7%------
UXYH4US 10YR ULTRA FUT MAR24-------------489.0$-55.5M-21.8%------
UXYM4US 10YR ULTRA FUT JUN24-651.0$-73.2M-27.4%-651.0$-73.4M-27.6%-654.0$-73.1M-27.0%-602.0$-66.7M-23.7%---------
W K4WHEAT FUTURE(CBT) MAY24-------------570.0$-15.9M-6.2%------
W N3WHEAT FUTURE(CBT) JUL23-------------------622.0$-18.8M-6.5%
W N4WHEAT FUTURE(CBT) JUL24-273.0$-8.9M-3.3%-333.0$-11.0M-4.2%-579.0$-19.2M-7.1%-640.0$-18.1M-6.4%---------
W Z3WHEAT FUTURE(CBT) DEC23----------------736.0$-20.3M-7.1%---
XBH4GASOLINE RBOB FUT MAR24------------163.0$16.0M6.3%------
XBM3GASOLINE RBOB FUT JUN23-------------------185.0$-20.0M-6.9%
XBM4GASOLINE RBOB FUT JUN24154.0$16.6M6.2%154.0$16.4M6.2%171.0$18.0M6.6%163.0$18.4M6.5%---------
XBZ3GASOLINE RBOB FUT DEC23---------------199.0$18.3M6.4%---
not investment advice - use at own risk - see terms - data by kfa funds

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dbmfwatch

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