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9 min read kmlm-update

KMLM update - 2 nov 2023

KMLM update - 2 nov 2023
dbmfwatch - KMLM | 2023-11-02 | changes found
symboldescriptionsharesvaluepct1d chg1wk chg4wk chg13wk chg
--cash--Cash91.3M$91.3M30.7%-30.8% | -30.8%3.6% | 3.6%-30.4% | -30.4%9.0% | 9.0%
-CAD-CANADIAN DOLLAR689.6K$501.9K0.2%-56.5% | -56.2%-65.1% | -64.8%-75.2% | -75.3%406.8% | 398.2%
-EUR-EURO198.5K$210.9K0.1%-56.5% | -56.3%-80.3% | -80.2%-83.9% | -83.7%155.8% | 154.1%
-GBP-BRITISH STERLING POUND4.0M$4.9M1.6%-14.0% | -13.5%-25.9% | -25.4%-21.0% | -20.9%-1.4% | -5.3%
-JPY-JAPANESE YEN-612.2M$-4.1M-1.4%-5.0% | -5.3%2.0% | 2.0%9.4% | 10.6%2.6% | 7.7%
ADZ3AUDUSD CRNCY FUT DEC23-768.0$-49.5M-16.7%0% | -0.8%-2.3% | -3.9%-1.2% | -2.0%-
BPZ3BP CURRENCY FUT DEC23-643.0$-49.1M-16.5%0% | -0.6%-1.3% | -1.8%-798.9% | -799.5%-
C Z3CORN FUTURE DEC23-856.0$-20.1M-6.8%0% | 1.1%-0.4% | 1.6%0.7% | 6.2%-23.7% | -17.8%
CDZ3C$ CURRENCY FUT DEC23-676.0$-49.2M-16.6%0% | -0.9%-3.0% | -3.5%-25.9% | -25.5%-
CLZ3WTI CRUDE FUTURE DEC23253.0$20.9M7.0%0% | 2.5%10.5% | 9.5%9.5% | 11.8%-
CNZ3CAN 10YR BOND FUT DEC23-925.0$-78.5M-26.4%0% | -1.7%-3.1% | -5.1%-2.0% | -3.8%-
ECZ3EURO FX CURR FUT DEC23-368.0$-49.0M-16.5%0% | -0.8%-0.8% | -1.4%0.3% | -0.3%-
G Z3LONG GILT FUTURE DEC23-676.0$-77.9M-26.2%0% | -1.5%-2.1% | -5.2%-1.0% | -2.9%-
GCZ3GOLD 100 OZ FUTR DEC235.0$996.8K0.3%200.0% | 200.3%110.6% | 110.6%119.2% | 120.9%-94.3% | -94.2%
HGZ3COPPER FUTURE DEC23-224.0$-20.6M-6.9%0% | -0.6%-2.8% | -5.3%-1.8% | -5.3%-
HOZ3NY HARB ULSD FUT DEC23168.0$21.3M7.2%0% | 2.2%9.8% | 12.0%8.4% | 17.2%-
JBZ3JPN 10Y BOND(OSE) DEC23-73.0$-69.9M-23.5%0% | -0.5%-2.8% | -2.6%-763.6% | -752.0%-
JYZ3JPN YEN CURR FUT DEC23-587.0$-49.1M-16.5%0% | -0.4%-2.6% | -2.5%-1.6% | 0.3%-
LCZ3LIVE CATTLE FUTR DEC23279.0$20.6M6.9%0% | 0.6%3.0% | 6.0%2.2% | 1.8%15.8% | 15.2%
NGZ23NATURAL GAS FUTR DEC23-573.0$-19.9M-6.7%0% | 0.6%6.7% | 6.8%7.7% | 8.8%-
RXZ3EURO-BUND FUTURE DEC23-561.0$-77.4M-26.1%0% | -0.9%-0.4% | -2.1%0.7% | -1.4%-
S H4SOYBEAN FUTURE MAR24-221.0$-14.8M-5.0%0% | -1.0%-35.6% | -38.5%--
SBH4SUGAR #11 (WORLD) MAR24675.0$20.8M7.0%0% | -0.1%-1.6% | 0%-2.6% | 2.3%-
SFZ3CHF CURRENCY FUT DEC23-219.0$-30.4M-10.2%0% | -0.3%-0.5% | 0.4%-1.39K% | -1.39K%-
TYZ3US 10YR NOTE (CBT)DEC23-721.0$-77.5M-26.1%0% | -0.6%-2.4% | -3.5%-1.4% | -1.6%-
US912796ZD42Treasury B 11/30/2340M$39.8M13.4%0% | 0%0% | 0.1%0% | 0.4%-
US912796ZN24Treasury B 12/28/2340M$39.7M13.4%0% | 0%---
US912797FK87Treasury B 11/16/2345M$44.9M15.1%0% | 0%0% | 0.1%--
US912797HL43Treasury B 11/21/2340M$39.9M13.4%----
US912797HN09Treasury B 12/05/2340M$39.8M13.4%0% | 0%0% | 0.1%--
W Z3WHEAT FUTURE(CBT) DEC23-736.0$-20.8M-7.0%0% | -0.7%2.0% | 4.4%3.0% | 5.2%-43.5% | -23.9%
XBZ3GASOLINE RBOB FUT DEC23220.0$20.8M7.0%0% | 2.8%6.8% | 7.2%5.8% | 10.5%-
not investment advice - use at own risk - see terms - data by kfa funds
dbmfwatch - KMLM | 2023-11-02 | history
2023-11-02 2023-11-01 (1d)2023-10-26 (1wk)2023-10-05 (4wk)2023-08-03 (13wk)2023-05-04 (26wk)
symboldescriptionsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepct
--cash--Cash91.3M$91.3M30.7%131.9M$131.9M44.0%88.1M$88.1M29.6%131.1M$131.1M44.4%83.7M$83.7M31.8%104.1M$104.1M37.8%
-CAD-CANADIAN DOLLAR689.6K$501.9K0.2%1.6M$1.1M0.4%2.0M$1.4M0.5%2.8M$2.0M0.7%-224.8K$-168.3K-0.1%345.7K$255.4K0.1%
-EUR-EURO198.5K$210.9K0.1%456.6K$482.6K0.2%1.0M$1.1M0.4%1.2M$1.3M0.4%-355.8K$-389.4K-0.1%-2.4M$-2.7M-1.0%
-GBP-BRITISH STERLING POUND4.0M$4.9M1.6%4.6M$5.6M1.9%5.4M$6.5M2.2%5.1M$6.2M2.1%4.1M$5.2M2.0%-463.9K$-583.3K-0.2%
-JPY-JAPANESE YEN-612.2M$-4.1M-1.4%-583.0M$-3.9M-1.3%-624.6M$-4.2M-1.4%-675.8M$-4.6M-1.5%-628.6M$-4.4M-1.7%-546.6M$-4.1M-1.5%
ADM3AUDUSD CRNCY FUT JUN23----------------667.0$-44.7M-16.2%
ADU3AUDUSD CRNCY FUT SEP23-------------90.0$-5.9M-2.2%---
ADZ3AUDUSD CRNCY FUT DEC23-768.0$-49.5M-16.7%-768.0$-49.1M-16.4%-751.0$-47.6M-16.0%-759.0$-48.5M-16.4%------
BPM3BP CURRENCY FUT JUN23---------------562.0$44.2M16.1%
BPU3BP CURRENCY FUT SEP23------------527.0$41.8M15.9%---
BPZ3BP CURRENCY FUT DEC23-643.0$-49.1M-16.5%-643.0$-48.8M-16.3%-635.0$-48.2M-16.2%92.0$7.0M2.4%------
C N3CORN FUTURE JUL23----------------332.0$-9.8M-3.5%
C Z3CORN FUTURE DEC23-856.0$-20.1M-6.8%-856.0$-20.3M-6.8%-853.0$-20.4M-6.9%-862.0$-21.4M-7.3%-692.0$-17.1M-6.5%---
CDM3C$ CURRENCY FUT JUN23----------------598.0$-44.2M-16.1%
CDU3C$ CURRENCY FUT SEP23------------557.0$41.7M15.9%---
CDZ3C$ CURRENCY FUT DEC23-676.0$-49.2M-16.6%-676.0$-48.7M-16.3%-656.0$-47.5M-16.0%-537.0$-39.2M-13.3%------
CLM3WTI CRUDE FUTURE JUN23----------------242.0$-16.6M-6.0%
CLU3WTI CRUDE FUTURE SEP23-------------52.0$-4.2M-1.6%---
CLZ3WTI CRUDE FUTURE DEC23253.0$20.9M7.0%253.0$20.4M6.8%229.0$19.1M6.4%231.0$18.7M6.3%------
CNM3CAN 10YR BOND FUT JUN23---------------604.0$56.7M20.6%
CNU3CAN 10YR BOND FUT SEP23-------------729.0$-64.6M-24.6%---
CNZ3CAN 10YR BOND FUT DEC23-925.0$-78.5M-26.4%-925.0$-77.2M-25.8%-897.0$-74.7M-25.1%-907.0$-75.6M-25.6%------
ECM3EURO FX CURR FUT JUN23---------------320.0$44.2M16.0%
ECU3EURO FX CURR FUT SEP23------------307.0$42.1M16.0%---
ECZ3EURO FX CURR FUT DEC23-368.0$-49.0M-16.5%-368.0$-48.6M-16.2%-365.0$-48.3M-16.2%-369.0$-48.8M-16.5%------
G M3LONG GILT FUTURE JUN23----------------544.0$-69.7M-25.3%
G U3LONG GILT FUTURE SEP23-------------538.0$-64.3M-24.5%---
G Z3LONG GILT FUTURE DEC23-676.0$-77.9M-26.2%-676.0$-76.7M-25.6%-662.0$-74.1M-24.9%-669.0$-75.7M-25.6%------
GCM3GOLD 100 OZ FUTR JUN23---------------93.0$19.1M6.9%
GCZ3GOLD 100 OZ FUTR DEC235.0$996.8K0.3%-5.0$-993.8K-0.3%-47.0$-9.4M-3.2%-26.0$-4.8M-1.6%88.0$17.3M6.6%---
HGN3COPPER FUTURE JUL23---------------191.0$18.4M6.7%
HGU3COPPER FUTURE SEP23------------143.0$13.9M5.3%---
HGZ3COPPER FUTURE DEC23-224.0$-20.6M-6.9%-224.0$-20.4M-6.8%-218.0$-19.5M-6.6%-220.0$-19.5M-6.6%------
HOM3NY HARB ULSD FUT JUN23----------------186.0$-17.5M-6.3%
HOU3NY HARB ULSD FUT SEP23-------------61.0$-7.9M-3.0%---
HOZ3NY HARB ULSD FUT DEC23168.0$21.3M7.2%168.0$20.9M7.0%153.0$19.1M6.4%155.0$18.2M6.2%------
JBM3JPN 10Y BOND(OSE) JUN23---------------64.0$70.8M25.7%
JBU3JPN 10Y BOND(OSE) SEP23------------64.0$65.7M25.0%---
JBZ3JPN 10Y BOND(OSE) DEC23-73.0$-69.9M-23.5%-73.0$-69.5M-23.2%-71.0$-68.1M-22.9%11.0$10.7M3.6%------
JYM3JPN YEN CURR FUT JUN23----------------342.0$-32.1M-11.6%
JYU3JPN YEN CURR FUT SEP23-------------478.0$-42.2M-16.0%---
JYZ3JPN YEN CURR FUT DEC23-587.0$-49.1M-16.5%-587.0$-48.9M-16.3%-572.0$-47.9M-16.1%-578.0$-49.2M-16.7%------
LCM3LIVE CATTLE FUTR JUN23---------------280.0$18.1M6.6%
LCZ3LIVE CATTLE FUTR DEC23279.0$20.6M6.9%279.0$20.5M6.8%271.0$19.4M6.5%273.0$20.2M6.9%241.0$17.9M6.8%---
NGM23NATURAL GAS FUTR JUN23----------------770.0$-16.2M-5.9%
NGU23NATURAL GAS FUTR SEP23-------------674.0$-17.3M-6.6%---
NGZ23NATURAL GAS FUTR DEC23-573.0$-19.9M-6.7%-573.0$-20.0M-6.7%-614.0$-21.3M-7.2%-621.0$-21.8M-7.4%------
RXM3EURO-BUND FUTURE JUN23----------------465.0$-70.1M-25.5%
RXU3EURO-BUND FUTURE SEP23-------------454.0$-65.5M-24.9%---
RXZ3EURO-BUND FUTURE DEC23-561.0$-77.4M-26.1%-561.0$-76.8M-25.6%-559.0$-75.8M-25.5%-565.0$-76.3M-25.9%------
S H4SOYBEAN FUTURE MAR24-221.0$-14.8M-5.0%-221.0$-14.7M-4.9%-163.0$-10.7M-3.6%---------
S N3SOYBEAN FUTURE JUL23---------------62.0$4.4M1.6%
S X3SOYBEAN FUTURE NOV23---------169.0$10.8M3.7%267.0$17.7M6.7%---
SBH4SUGAR #11 (WORLD) MAR24675.0$20.8M7.0%675.0$20.8M6.9%686.0$20.8M7.0%693.0$20.3M6.9%------
SBN3SUGAR #11 (WORLD) JUL23---------------629.0$18.0M6.5%
SBV3SUGAR #11 (WORLD) OCT23------------658.0$17.7M6.7%---
SFM3CHF CURRENCY FUT JUN23---------------314.0$44.5M16.2%
SFU3CHF CURRENCY FUT SEP23------------294.0$42.2M16.0%---
SFZ3CHF CURRENCY FUT DEC23-219.0$-30.4M-10.2%-219.0$-30.3M-10.1%-218.0$-30.5M-10.3%17.0$2.3M0.8%------
TYM3US 10YR NOTE (CBT)JUN23----------------430.0$-50.1M-18.2%
TYU3US 10YR NOTE (CBT)SEP23-------------596.0$-65.7M-25.0%---
TYZ3US 10YR NOTE (CBT)DEC23-721.0$-77.5M-26.1%-721.0$-77.0M-25.7%-704.0$-74.9M-25.2%-711.0$-76.3M-25.8%------
US912796W472Treasury B 05/18/23---------------35M$34.9M12.7%
US912796XY07Treasury B 08/10/23------------40M$40.0M15.2%40M$39.5M14.3%
US912796YH64Treasury B 09/07/23------------40M$39.8M15.1%---
US912796YJ21Treasury B 10/05/23------------40M$39.6M15.1%40M$39.2M14.2%
US912796YT03Treasury B 11/02/23------40M$40.0M13.4%40M$39.8M13.5%------
US912796Z517Treasury B 08/31/23------------40M$39.8M15.1%---
US912796ZD42Treasury B 11/30/2340M$39.8M13.4%40M$39.8M13.3%40M$39.8M13.4%40M$39.7M13.4%------
US912796ZE25Treasury B 05/11/23---------------30M$30.0M10.9%
US912796ZN24Treasury B 12/28/2340M$39.7M13.4%40M$39.7M13.2%------------
US912797FA06Treasury B 10/12/23---------40M$40.0M13.5%------
US912797FK87Treasury B 11/16/2345M$44.9M15.1%45M$44.9M15.0%45M$44.9M15.1%---------
US912797FM44Treasury B 06/06/23---------------35M$34.8M12.6%
US912797GG66Treasury B 08/15/23------------20M$20.0M7.6%---
US912797HD27Treasury B 10/31/23------40M$40.0M13.4%40M$39.9M13.5%------
US912797HL43Treasury B 11/21/2340M$39.9M13.4%---------------
US912797HN09Treasury B 12/05/2340M$39.8M13.4%40M$39.8M13.3%40M$39.8M13.4%---------
W N3WHEAT FUTURE(CBT) JUL23----------------586.0$-18.9M-6.9%
W Z3WHEAT FUTURE(CBT) DEC23-736.0$-20.8M-7.0%-736.0$-20.7M-6.9%-751.0$-21.8M-7.3%-759.0$-21.9M-7.4%-513.0$-16.8M-6.4%---
XBM3GASOLINE RBOB FUT JUN23----------------58.0$-5.7M-2.1%
XBU3GASOLINE RBOB FUT SEP23------------146.0$17.0M6.4%---
XBZ3GASOLINE RBOB FUT DEC23220.0$20.8M7.0%220.0$20.2M6.7%206.0$19.4M6.5%208.0$18.8M6.4%------
not investment advice - use at own risk - see terms - data by kfa funds

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dbmfwatch

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