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8 min read kmlm-update

KMLM update - 20 sep 2023

KMLM update - 20 sep 2023
dbmfwatch - KMLM | 2023-09-20 | changes found
symboldescriptionsharesvaluepct1d chg1wk chg4wk chg13wk chg
--cash--Cash123.1M$123.1M45.1%46.1% | 46.1%47.5% | 47.5%67.2% | 67.2%33.9% | 33.9%
-CAD-CANADIAN DOLLAR1.0M$775.5K0.3%1.5% | 1.3%394.1% | 395.9%279.6% | 280.4%142.3% | 141.4%
-EUR-EURO354.5K$377.8K0.1%-30.4% | -30.6%252.1% | 249.7%154.6% | 153.6%135.6% | 134.5%
-GBP-BRITISH STERLING POUND2.9M$3.6M1.3%-16.5% | -16.9%-16.1% | -17.1%-29.6% | -31.7%-21.1% | -23.8%
-JPY-JAPANESE YEN-632.6M$-4.3M-1.6%0.5% | 0.7%0.1% | 0.6%-1.6% | 0.6%-31.5% | -25.8%
ADZ3AUDUSD CRNCY FUT DEC23-662.0$-43.0M-15.7%0% | -0.2%0% | -0.8%--
BPZ3BP CURRENCY FUT DEC23544.0$42.0M15.4%0% | -0.2%0% | -1.0%--
C Z3CORN FUTURE DEC23-755.0$-18.2M-6.7%0% | -1.3%0% | 0%-9.1% | -7.3%-
CDZ3C$ CURRENCY FUT DEC23-526.0$-39.2M-14.4%9.5% | 9.4%---
CLZ3WTI CRUDE FUTURE DEC23219.0$19.3M7.1%0% | -0.9%0% | 1.4%-0.5% | 12.3%-
CNZ3CAN 10YR BOND FUT DEC23-765.0$-66.2M-24.2%0% | 0.2%0% | 0.9%--
ECZ3EURO FX CURR FUT DEC23-15.0$-2.0M-0.7%-200.0% | -200.1%-111.1% | -111.1%--
G Z3LONG GILT FUTURE DEC23-558.0$-66.4M-24.3%0% | -0.6%0% | 0.2%--
GCZ3GOLD 100 OZ FUTR DEC2348.0$9.4M3.5%23.1% | 23.9%23.1% | 25.3%4.3% | 5.4%-
HGZ3COPPER FUTURE DEC23-117.0$-11.0M-4.0%0% | -0.8%0% | 0.4%--
HOZ3NY HARB ULSD FUT DEC23146.0$19.1M7.0%0% | -1.3%0% | -2.5%--
JBZ3JPN 10Y BOND(OSE) DEC2367.0$65.8M24.1%0% | -0.2%0% | -0.5%--
JYZ3JPN YEN CURR FUT DEC23-492.0$-42.1M-15.4%0% | 0.1%0% | 0.5%--
LCZ3LIVE CATTLE FUTR DEC23244.0$18.7M6.8%0% | 0.6%0% | 2.0%1.2% | 6.0%-
NGZ23NATURAL GAS FUTR DEC23-500.0$-16.6M-6.1%0% | 2.0%0% | 3.5%--
RXZ3EURO-BUND FUTURE DEC23-470.0$-65.1M-23.8%0% | 0%0% | 1.1%--
S X3SOYBEAN FUTURE NOV23264.0$17.4M6.4%0% | 0.3%0% | -2.2%-1.1% | -4.1%-
SBV3SUGAR #11 (WORLD) OCT23643.0$19.3M7.1%0% | -2.4%0% | 0.9%-2.3% | 9.8%-
SFZ3CHF CURRENCY FUT DEC23301.0$42.3M15.5%0% | 0.1%0% | -0.5%--
TYZ3US 10YR NOTE (CBT)DEC23-608.0$-66.4M-24.3%0% | -0.1%0% | 0.7%--
US912796CS67Treasury B 09/28/2330M$30.0M11.0%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$39.9M14.6%0% | 0%0% | 0.1%--
US912797HD27Treasury B 10/31/2340M$39.8M14.6%0% | 0%0% | 0.1%--
W Z3WHEAT FUTURE(CBT) DEC23-600.0$-17.7M-6.5%0% | -0.8%0% | 1.4%-17.0% | -7.6%-
XBZ3GASOLINE RBOB FUT DEC23179.0$18.8M6.9%0% | -1.2%0% | -2.3%--
not investment advice - use at own risk - see terms - data by kfa funds
dbmfwatch - KMLM | 2023-09-20 | history
2023-09-20 2023-09-19 (1d)2023-09-13 (1wk)2023-08-23 (4wk)2023-06-21 (13wk)2023-03-22 (26wk)
symboldescriptionsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepct
--cash--Cash123.1M$123.1M45.1%84.2M$84.2M30.6%83.4M$83.4M30.6%73.6M$73.6M28.0%91.9M$91.9M36.2%116.6M$116.6M40.6%
-CAD-CANADIAN DOLLAR1.0M$775.5K0.3%1.0M$765.7K0.3%-355.2K$-262.1K-0.1%-581.7K$-429.8K-0.2%-2.5M$-1.9M-0.7%-4.1M$-3.0M-1.0%
-EUR-EURO354.5K$377.8K0.1%509.6K$544.2K0.2%100.7K$108.0K0%-649.1K$-705.1K-0.3%-996.7K$-1.1M-0.4%-2.2M$-2.4M-0.8%
-GBP-BRITISH STERLING POUND2.9M$3.6M1.3%3.5M$4.3M1.6%3.5M$4.3M1.6%4.1M$5.2M2.0%3.7M$4.7M1.9%-1.9M$-2.4M-0.8%
-JPY-JAPANESE YEN-632.6M$-4.3M-1.6%-635.9M$-4.3M-1.6%-633.3M$-4.3M-1.6%-622.4M$-4.3M-1.6%-481.1M$-3.4M-1.3%-570.8M$-4.4M-1.5%
ADM3AUDUSD CRNCY FUT JUN23----------------703.0$-47.5M-16.5%
ADU3AUDUSD CRNCY FUT SEP23----------509.0$-33.0M-12.5%-408.0$-27.8M-11.0%---
ADZ3AUDUSD CRNCY FUT DEC23-662.0$-43.0M-15.7%-662.0$-42.9M-15.6%-662.0$-42.6M-15.6%---------
BPM3BP CURRENCY FUT JUN23----------------330.0$-25.4M-8.8%
BPU3BP CURRENCY FUT SEP23---------527.0$41.9M15.9%552.0$44.1M17.4%---
BPZ3BP CURRENCY FUT DEC23544.0$42.0M15.4%544.0$42.1M15.3%544.0$42.5M15.6%---------
C K3CORN FUTURE MAY23----------------512.0$-16.2M-5.6%
C N3CORN FUTURE JUL23-------------376.0$-12.6M-5.0%---
C Z3CORN FUTURE DEC23-755.0$-18.2M-6.7%-755.0$-18.0M-6.5%-755.0$-18.2M-6.7%-692.0$-17.0M-6.5%------
CDM3C$ CURRENCY FUT JUN23----------------647.0$-47.3M-16.5%
CDU3C$ CURRENCY FUT SEP23-------582.0$-42.9M-15.7%-27.0$-2.0M-0.8%-305.0$-23.2M-9.1%---
CDZ3C$ CURRENCY FUT DEC23-526.0$-39.2M-14.4%-581.0$-43.3M-15.7%------------
CLM3WTI CRUDE FUTURE JUN23----------------259.0$-18.4M-6.4%
CLU3WTI CRUDE FUTURE SEP23-------------265.0$-19.2M-7.6%---
CLZ3WTI CRUDE FUTURE DEC23219.0$19.3M7.1%219.0$19.5M7.1%219.0$19.1M7.0%220.0$17.2M6.6%------
CNM3CAN 10YR BOND FUT JUN23----------------279.0$-26.0M-9.1%
CNU3CAN 10YR BOND FUT SEP23----------729.0$-64.0M-24.4%-740.0$-68.3M-26.9%---
CNZ3CAN 10YR BOND FUT DEC23-765.0$-66.2M-24.2%-765.0$-66.3M-24.1%-765.0$-66.8M-24.5%---------
ECM3EURO FX CURR FUT JUN23---------------255.0$34.9M12.1%
ECU3EURO FX CURR FUT SEP23---------307.0$41.7M15.9%320.0$44.1M17.4%---
ECZ3EURO FX CURR FUT DEC23-15.0$-2.0M-0.7%15.0$2.0M0.7%135.0$18.2M6.7%---------
G M3LONG GILT FUTURE JUN23----------------621.0$-79.2M-27.5%
G U3LONG GILT FUTURE SEP23----------538.0$-64.3M-24.5%-560.0$-67.9M-26.7%---
G Z3LONG GILT FUTURE DEC23-558.0$-66.4M-24.3%-558.0$-66.0M-24.0%-558.0$-66.5M-24.4%---------
GCM3GOLD 100 OZ FUTR JUN23----------------5.0$-983.3K-0.3%
GCQ3GOLD 100 OZ FUTR AUG23------------91.0$17.7M7.0%---
GCZ3GOLD 100 OZ FUTR DEC2348.0$9.4M3.5%39.0$7.6M2.8%39.0$7.5M2.8%46.0$9.0M3.4%------
HGN3COPPER FUTURE JUL23-------------66.0$-6.5M-2.5%139.0$14.1M4.9%
HGU3COPPER FUTURE SEP23----------8.0$-761.7K-0.3%------
HGZ3COPPER FUTURE DEC23-117.0$-11.0M-4.0%-117.0$-11.0M-4.0%-117.0$-11.1M-4.1%---------
HOM3NY HARB ULSD FUT JUN23----------------175.0$-18.6M-6.5%
HOU3NY HARB ULSD FUT SEP23---------128.0$16.8M6.4%-190.0$-19.8M-7.8%---
HOZ3NY HARB ULSD FUT DEC23146.0$19.1M7.0%146.0$19.4M7.0%146.0$19.6M7.2%---------
JBM3JPN 10Y BOND(OSE) JUN23----------------23.0$-26.0M-9.0%
JBU3JPN 10Y BOND(OSE) SEP23---------64.0$64.7M24.6%64.0$67.1M26.4%---
JBZ3JPN 10Y BOND(OSE) DEC2367.0$65.8M24.1%67.0$65.9M24.0%67.0$66.1M24.3%---------
JYM3JPN YEN CURR FUT JUN23----------------412.0$-39.7M-13.8%
JYU3JPN YEN CURR FUT SEP23----------478.0$-41.4M-15.8%-471.0$-42.1M-16.6%---
JYZ3JPN YEN CURR FUT DEC23-492.0$-42.1M-15.4%-492.0$-42.2M-15.3%-492.0$-42.4M-15.5%---------
LCM3LIVE CATTLE FUTR JUN23---------------309.0$19.3M6.7%
LCQ3LIVE CATTLE FUTR AUG23------------269.0$18.3M7.2%---
LCZ3LIVE CATTLE FUTR DEC23244.0$18.7M6.8%244.0$18.6M6.8%244.0$18.3M6.7%241.0$17.6M6.7%------
NGM23NATURAL GAS FUTR JUN23----------------657.0$-16.7M-5.8%
NGU23NATURAL GAS FUTR SEP23----------674.0$-16.8M-6.4%-764.0$-20.4M-8.0%---
NGZ23NATURAL GAS FUTR DEC23-500.0$-16.6M-6.1%-500.0$-16.9M-6.2%-500.0$-17.2M-6.3%---------
RXM3EURO-BUND FUTURE JUN23----------------535.0$-78.7M-27.4%
RXU3EURO-BUND FUTURE SEP23----------454.0$-65.4M-24.9%-466.0$-68.3M-26.9%---
RXZ3EURO-BUND FUTURE DEC23-470.0$-65.1M-23.8%-470.0$-65.0M-23.6%-470.0$-65.8M-24.1%---------
S K3SOYBEAN FUTURE MAY23---------------270.0$19.6M6.8%
S N3SOYBEAN FUTURE JUL23-------------198.0$-15.0M-5.9%---
S X3SOYBEAN FUTURE NOV23264.0$17.4M6.4%264.0$17.4M6.3%264.0$17.8M6.5%267.0$18.2M6.9%------
SBK3SUGAR #11 (WORLD) MAY23---------------887.0$21.0M7.3%
SBN3SUGAR #11 (WORLD) JUL23------------642.0$18.6M7.3%---
SBV3SUGAR #11 (WORLD) OCT23643.0$19.3M7.1%643.0$19.8M7.2%643.0$19.1M7.0%658.0$17.6M6.7%------
SFM3CHF CURRENCY FUT JUN23---------------151.0$20.8M7.2%
SFU3CHF CURRENCY FUT SEP23---------294.0$42.0M16.0%309.0$43.7M17.2%---
SFZ3CHF CURRENCY FUT DEC23301.0$42.3M15.5%301.0$42.3M15.4%301.0$42.5M15.6%---------
TYM3US 10YR NOTE (CBT)JUN23----------------668.0$-76.9M-26.8%
TYU3US 10YR NOTE (CBT)SEP23----------596.0$-65.5M-24.9%-589.0$-66.7M-26.3%---
TYZ3US 10YR NOTE (CBT)DEC23-608.0$-66.4M-24.3%-608.0$-66.3M-24.1%-608.0$-66.9M-24.5%---------
US912796CR84Treasury B 09/21/23---40M$40.0M14.5%40M$40.0M14.7%40M$39.8M15.2%------
US912796CS67Treasury B 09/28/2330M$30.0M11.0%30M$30.0M10.9%30M$29.9M11.0%30M$29.8M11.4%------
US912796XY07Treasury B 08/10/23------------40M$39.7M15.6%40M$39.3M13.7%
US912796Y296Treasury B 07/27/23------------39M$38.8M15.3%---
US912796YH64Treasury B 09/07/23---------40M$39.9M15.2%------
US912796YJ21Treasury B 10/05/2340M$39.9M14.6%40M$39.9M14.5%40M$39.9M14.6%40M$39.8M15.1%40M$39.4M15.5%40M$39.1M13.6%
US912796YU75Treasury B 04/13/23---------------20M$20.0M7.0%
US912796YV58Treasury B 04/27/23---------------35M$34.9M12.1%
US912796Z517Treasury B 08/31/23---------40M$40.0M15.2%------
US912796Z855Treasury B 03/28/23---------------15M$15.0M5.2%
US912796ZZ53Treasury B 07/20/23------------38M$37.9M14.9%---
US912797FA06Treasury B 10/12/2340M$39.9M14.6%40M$39.9M14.5%40M$39.8M14.6%---------
US912797FM44Treasury B 06/06/23---------------35M$34.7M12.1%
US912797FY81Treasury B 07/18/23------------8M$8.0M3.1%---
US912797HD27Treasury B 10/31/2340M$39.8M14.6%40M$39.8M14.4%40M$39.7M14.6%---------
W K3WHEAT FUTURE(CBT) MAY23----------------565.0$-18.7M-6.5%
W N3WHEAT FUTURE(CBT) JUL23-------------607.0$-22.3M-8.8%---
W Z3WHEAT FUTURE(CBT) DEC23-600.0$-17.7M-6.5%-600.0$-17.5M-6.4%-600.0$-17.9M-6.6%-513.0$-16.4M-6.2%------
XBM3GASOLINE RBOB FUT JUN23----------------165.0$-17.4M-6.0%
XBU3GASOLINE RBOB FUT SEP23---------146.0$17.0M6.5%-9.0$-931.8K-0.4%---
XBZ3GASOLINE RBOB FUT DEC23179.0$18.8M6.9%179.0$19.1M6.9%179.0$19.3M7.1%---------
not investment advice - use at own risk - see terms - data by kfa funds

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dbmfwatch

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