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8 min read kmlm-update

KMLM update - 18 sep 2023

KMLM update - 18 sep 2023
dbmfwatch - KMLM | 2023-09-18 | changes found
symboldescriptionsharesvaluepct1d chg1wk chg4wk chg13wk chg
--cash--Cash83.7M$83.7M30.5%-0.5% | -0.5%0.5% | 0.5%12.2% | 12.2%-11.7% | -11.7%
-CAD-CANADIAN DOLLAR210.9K$156.3K0.1%320.0% | 321.0%222.9% | 223.7%-37.4% | -37.1%107.9% | 107.8%
-EUR-EURO415.6K$444.1K0.2%164.6% | 165.2%21.11K% | 20.99K%50.0% | 47.1%147.7% | 146.6%
-GBP-BRITISH STERLING POUND3.8M$4.7M1.7%7.6% | 7.6%-9.5% | -10.4%-31.1% | -33.1%-0.1% | -3.5%
-JPY-JAPANESE YEN-622.5M$-4.2M-1.5%0% | -0.2%1.7% | 2.4%-0.4% | 0.5%-23.6% | -18.8%
ADZ3AUDUSD CRNCY FUT DEC23-662.0$-42.7M-15.6%0% | 0%---
BPZ3BP CURRENCY FUT DEC23544.0$42.1M15.3%0% | -0.1%---
C Z3CORN FUTURE DEC23-755.0$-17.8M-6.5%0% | 1.0%0% | 2.9%-9.1% | -6.6%-
CDZ3C$ CURRENCY FUT DEC23-581.0$-43.1M-15.7%0% | -0.2%---
CLZ3WTI CRUDE FUTURE DEC23219.0$19.5M7.1%0% | 0.3%0% | 3.9%10.1% | 23.7%-
CNZ3CAN 10YR BOND FUT DEC23-765.0$-66.7M-24.3%0% | -0.1%0% | -0.2%--
ECZ3EURO FX CURR FUT DEC2345.0$6.0M2.2%-40.0% | -39.9%---
G Z3LONG GILT FUTURE DEC23-558.0$-65.6M-23.9%0% | 0.5%0% | 0.3%--
GCZ3GOLD 100 OZ FUTR DEC2331.0$6.1M2.2%40.9% | 41.4%-35.4% | -35.2%-50.8% | -50.0%-
HGZ3COPPER FUTURE DEC23-117.0$-11.1M-4.0%0% | 0.6%0% | 0.7%--
HOZ3NY HARB ULSD FUT DEC23146.0$19.0M6.9%0% | -2.1%0% | -1.2%--
JBZ3JPN 10Y BOND(OSE) DEC2367.0$66.1M24.1%0% | 0.2%0% | -0.6%--
JYZ3JPN YEN CURR FUT DEC23-492.0$-42.2M-15.4%0% | -0.1%---
LCZ3LIVE CATTLE FUTR DEC23244.0$18.6M6.8%0% | -0.4%0% | 1.4%1.2% | 4.9%-
NGZ23NATURAL GAS FUTR DEC23-500.0$-17M-6.2%0% | -1.6%0% | 0.2%--
RXZ3EURO-BUND FUTURE DEC23-470.0$-65.2M-23.8%0% | 0.2%0% | 1.2%--
S X3SOYBEAN FUTURE NOV23264.0$17.4M6.3%0% | -1.8%0% | -3.8%-1.1% | -4.4%-
SBV3SUGAR #11 (WORLD) OCT23643.0$19.5M7.1%0% | 0.7%0% | 2.7%-2.3% | 13.2%-
SFZ3CHF CURRENCY FUT DEC23301.0$42.3M15.4%0% | -0.1%---
TYZ3US 10YR NOTE (CBT)DEC23-608.0$-66.6M-24.3%0% | 0%0% | 0.2%--
US912796CR84Treasury B 09/21/2340M$40.0M14.6%0% | 0%0% | 0.1%0% | 0.4%-
US912796CS67Treasury B 09/28/2330M$30.0M10.9%0% | 0%0% | 0.1%0% | 0.4%-
US912796YJ21Treasury B 10/05/2340M$39.9M14.6%0% | 0%0% | 0.1%0% | 0.4%0% | 1.3%
US912797FA06Treasury B 10/12/2340M$39.9M14.5%0% | 0%0% | 0.1%--
US912797HD27Treasury B 10/31/2340M$39.8M14.5%0% | 0%0% | 0.1%--
W Z3WHEAT FUTURE(CBT) DEC23-600.0$-17.7M-6.5%0% | 2.2%0% | -1.2%-17.0% | -10.6%-
XBZ3GASOLINE RBOB FUT DEC23179.0$19.3M7.0%0% | 0%0% | 1.0%--
not investment advice - use at own risk - see terms - data by kfa funds
dbmfwatch - KMLM | 2023-09-18 | history
2023-09-18 2023-09-15 (1d)2023-09-11 (1wk)2023-08-21 (4wk)2023-06-16 (13wk)2023-03-20 (26wk)
symboldescriptionsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepct
--cash--Cash83.7M$83.7M30.5%84.2M$84.2M30.7%83.3M$83.3M30.5%74.6M$74.6M27.9%94.9M$94.9M36.9%113.2M$113.2M39.7%
-CAD-CANADIAN DOLLAR210.9K$156.3K0.1%50.2K$37.1K0%-171.6K$-126.4K-0.1%336.8K$248.6K0.1%-2.7M$-2.0M-0.8%-4.2M$-3.0M-1.1%
-EUR-EURO415.6K$444.1K0.2%157.1K$167.4K0.1%2.0K$2.1K0%277.1K$301.9K0.1%-870.9K$-952.4K-0.4%163.5K$175.3K0.1%
-GBP-BRITISH STERLING POUND3.8M$4.7M1.7%3.5M$4.4M1.6%4.2M$5.2M1.9%5.5M$7.0M2.6%3.8M$4.9M1.9%-2.9M$-3.6M-1.3%
-JPY-JAPANESE YEN-622.5M$-4.2M-1.5%-622.5M$-4.2M-1.5%-633.3M$-4.3M-1.6%-619.8M$-4.2M-1.6%-503.5M$-3.5M-1.4%-592.1M$-4.5M-1.6%
ADM3AUDUSD CRNCY FUT JUN23----------------706.0$-47.6M-16.7%
ADU3AUDUSD CRNCY FUT SEP23-------664.0$-42.7M-15.6%-509.0$-32.7M-12.2%-534.0$-36.8M-14.3%---
ADZ3AUDUSD CRNCY FUT DEC23-662.0$-42.7M-15.6%-662.0$-42.7M-15.6%------------
BPM3BP CURRENCY FUT JUN23----------------452.0$-34.8M-12.2%
BPU3BP CURRENCY FUT SEP23------544.0$42.5M15.6%527.0$42.0M15.7%552.0$44.3M17.3%---
BPZ3BP CURRENCY FUT DEC23544.0$42.1M15.3%544.0$42.1M15.4%------------
C K3CORN FUTURE MAY23----------------394.0$-12.5M-4.4%
C N3CORN FUTURE JUL23-------------491.0$-15.7M-6.1%---
C Z3CORN FUTURE DEC23-755.0$-17.8M-6.5%-755.0$-18.0M-6.6%-755.0$-18.3M-6.7%-692.0$-16.7M-6.2%------
CDM3C$ CURRENCY FUT JUN23----------------650.0$-47.6M-16.7%
CDU3C$ CURRENCY FUT SEP23-------582.0$-42.9M-15.7%80.0$5.9M2.2%-416.0$-31.6M-12.3%---
CDZ3C$ CURRENCY FUT DEC23-581.0$-43.1M-15.7%-581.0$-43.0M-15.7%------------
CLM3WTI CRUDE FUTURE JUN23----------------260.0$-17.7M-6.2%
CLU3WTI CRUDE FUTURE SEP23-------------265.0$-19.1M-7.4%---
CLZ3WTI CRUDE FUTURE DEC23219.0$19.5M7.1%219.0$19.5M7.1%219.0$18.8M6.9%199.0$15.8M5.9%------
CNM3CAN 10YR BOND FUT JUN23----------------441.0$-41.0M-14.4%
CNU3CAN 10YR BOND FUT SEP23----------729.0$-63.3M-23.7%-740.0$-68.3M-26.6%---
CNZ3CAN 10YR BOND FUT DEC23-765.0$-66.7M-24.3%-765.0$-66.7M-24.3%-765.0$-66.6M-24.3%---------
ECM3EURO FX CURR FUT JUN23---------------256.0$34.5M12.1%
ECU3EURO FX CURR FUT SEP23------196.0$26.3M9.6%307.0$41.9M15.7%320.0$44.0M17.1%---
ECZ3EURO FX CURR FUT DEC2345.0$6.0M2.2%75.0$10.0M3.7%------------
G M3LONG GILT FUTURE JUN23----------------624.0$-80.8M-28.3%
G U3LONG GILT FUTURE SEP23----------538.0$-62.8M-23.5%-560.0$-68.0M-26.5%---
G Z3LONG GILT FUTURE DEC23-558.0$-65.6M-23.9%-558.0$-65.9M-24.1%-558.0$-65.8M-24.1%---------
GCM3GOLD 100 OZ FUTR JUN23----------------26.0$-5.2M-1.8%
GCQ3GOLD 100 OZ FUTR AUG23------------91.0$17.9M7.0%---
GCZ3GOLD 100 OZ FUTR DEC2331.0$6.1M2.2%22.0$4.3M1.6%48.0$9.3M3.4%63.0$12.1M4.5%------
HGN3COPPER FUTURE JUL23-------------104.0$-10.1M-3.9%140.0$13.8M4.9%
HGU3COPPER FUTURE SEP23---------25.0$2.3M0.9%------
HGZ3COPPER FUTURE DEC23-117.0$-11.1M-4.0%-117.0$-11.1M-4.1%-117.0$-11.1M-4.1%---------
HOM3NY HARB ULSD FUT JUN23----------------176.0$-18.4M-6.5%
HOU3NY HARB ULSD FUT SEP23---------101.0$13.2M4.9%-190.0$-19.9M-7.7%---
HOZ3NY HARB ULSD FUT DEC23146.0$19.0M6.9%146.0$19.4M7.1%146.0$19.3M7.0%---------
JBM3JPN 10Y BOND(OSE) JUN23----------------30.0$-34.0M-11.9%
JBU3JPN 10Y BOND(OSE) SEP23---------64.0$64.1M24.0%64.0$66.9M26.0%---
JBZ3JPN 10Y BOND(OSE) DEC2367.0$66.1M24.1%67.0$66.0M24.1%67.0$66.6M24.3%---------
JYM3JPN YEN CURR FUT JUN23----------------463.0$-44.7M-15.7%
JYU3JPN YEN CURR FUT SEP23-------499.0$-42.6M-15.6%-478.0$-41.1M-15.4%-471.0$-42.1M-16.4%---
JYZ3JPN YEN CURR FUT DEC23-492.0$-42.2M-15.4%-492.0$-42.2M-15.4%------------
LCM3LIVE CATTLE FUTR JUN23---------------311.0$19.3M6.8%
LCQ3LIVE CATTLE FUTR AUG23------------269.0$18.5M7.2%---
LCZ3LIVE CATTLE FUTR DEC23244.0$18.6M6.8%244.0$18.7M6.8%244.0$18.4M6.7%241.0$17.8M6.6%------
NGM23NATURAL GAS FUTR JUN23----------------660.0$-16.9M-5.9%
NGU23NATURAL GAS FUTR SEP23----------674.0$-17.7M-6.6%-764.0$-20.7M-8.1%---
NGZ23NATURAL GAS FUTR DEC23-500.0$-17M-6.2%-500.0$-16.7M-6.1%-500.0$-17.0M-6.2%---------
RXM3EURO-BUND FUTURE JUN23----------------537.0$-79.5M-27.9%
RXU3EURO-BUND FUTURE SEP23----------454.0$-64.6M-24.2%-466.0$-67.9M-26.4%---
RXZ3EURO-BUND FUTURE DEC23-470.0$-65.2M-23.8%-470.0$-65.3M-23.8%-470.0$-66.0M-24.1%---------
S K3SOYBEAN FUTURE MAY23---------------271.0$20.1M7.1%
S N3SOYBEAN FUTURE JUL23-------------251.0$-18.4M-7.2%---
S X3SOYBEAN FUTURE NOV23264.0$17.4M6.3%264.0$17.7M6.5%264.0$18.1M6.6%267.0$18.2M6.8%------
SBK3SUGAR #11 (WORLD) MAY23---------------892.0$20.5M7.2%
SBN3SUGAR #11 (WORLD) JUL23------------642.0$19.0M7.4%---
SBV3SUGAR #11 (WORLD) OCT23643.0$19.5M7.1%643.0$19.4M7.1%643.0$19.0M7.0%658.0$17.2M6.5%------
SFM3CHF CURRENCY FUT JUN23---------------152.0$20.7M7.3%
SFU3CHF CURRENCY FUT SEP23------304.0$42.7M15.6%294.0$42.0M15.7%309.0$43.6M17.0%---
SFZ3CHF CURRENCY FUT DEC23301.0$42.3M15.4%301.0$42.3M15.5%------------
TYM3US 10YR NOTE (CBT)JUN23----------------671.0$-77.2M-27.1%
TYU3US 10YR NOTE (CBT)SEP23----------596.0$-65.0M-24.3%-589.0$-66.6M-25.9%---
TYZ3US 10YR NOTE (CBT)DEC23-608.0$-66.6M-24.3%-608.0$-66.6M-24.3%-608.0$-66.7M-24.4%---------
US912796CR84Treasury B 09/21/2340M$40.0M14.6%40M$40.0M14.6%40M$39.9M14.6%40M$39.8M14.9%------
US912796CS67Treasury B 09/28/2330M$30.0M10.9%30M$30.0M10.9%30M$29.9M10.9%30M$29.8M11.2%------
US912796XY07Treasury B 08/10/23------------40M$39.7M15.5%40M$39.3M13.8%
US912796Y296Treasury B 07/27/23------------39M$38.8M15.1%---
US912796YH64Treasury B 09/07/23---------40M$39.9M14.9%------
US912796YJ21Treasury B 10/05/2340M$39.9M14.6%40M$39.9M14.6%40M$39.9M14.6%40M$39.7M14.9%40M$39.4M15.3%40M$39.1M13.7%
US912796YU75Treasury B 04/13/23---------------20M$20.0M7.0%
US912796YV58Treasury B 04/27/23---------------35M$34.8M12.2%
US912796Z517Treasury B 08/31/23---------40M$39.9M14.9%------
US912796Z855Treasury B 03/28/23---------------15M$15.0M5.3%
US912796ZZ53Treasury B 07/20/23------------38M$37.8M14.7%---
US912797FA06Treasury B 10/12/2340M$39.9M14.5%40M$39.9M14.6%40M$39.8M14.6%---------
US912797FM44Treasury B 06/06/23---------------35M$34.7M12.2%
US912797FY81Treasury B 07/18/23------------8M$8.0M3.1%---
US912797HD27Treasury B 10/31/2340M$39.8M14.5%40M$39.7M14.5%40M$39.7M14.5%---------
W K3WHEAT FUTURE(CBT) MAY23----------------568.0$-19.9M-7.0%
W N3WHEAT FUTURE(CBT) JUL23-------------607.0$-20.9M-8.1%---
W Z3WHEAT FUTURE(CBT) DEC23-600.0$-17.7M-6.5%-600.0$-18.1M-6.6%-600.0$-17.5M-6.4%-513.0$-16.0M-6.0%------
XBM3GASOLINE RBOB FUT JUN23----------------166.0$-17.0M-6.0%
XBU3GASOLINE RBOB FUT SEP23---------146.0$17.0M6.4%-44.0$-4.6M-1.8%---
XBZ3GASOLINE RBOB FUT DEC23179.0$19.3M7.0%179.0$19.3M7.0%179.0$19.1M7.0%---------
not investment advice - use at own risk - see terms - data by kfa funds

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dbmfwatch

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