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10 min read kmlm-update

KMLM update - 20 sep 2024

KMLM update - 20 sep 2024
dbmfwatch - KMLM | 2024-09-20 | changes found
symboldescriptionsharesvaluepct1d chg1wk chg4wk chg13wk chg
--cash--Cash117.9M$117.9M31.7%-9.4% | -9.4%-11.2% | -11.2%3.5% | 3.5%14.0% | 14.0%
-CAD-CANADIAN DOLLAR-4.0M$-3.0M-0.8%-0.8% | -0.7%-11.1% | -11.3%16.6% | 17.0%48.8% | 48.3%
-EUR-EURO-6.0M$-6.7M-1.8%-4.3% | -4.3%-9.1% | -9.9%-2.1% | -1.9%-21.0% | -26.3%
-GBP-BRITISH STERLING POUND-2.7M$-3.6M-1.0%-8.7% | -9.0%-74.5% | -77.0%0.4% | -0.4%30.9% | 27.2%
-JPY-JAPANESE YEN-956.8M$-6.6M-1.8%-1.9% | -1.0%-2.5% | -0.3%3.1% | 2.8%-16.8% | -29.5%
ADZ4AUDUSD CRNCY FUT DEC24886.0$60.4M16.2%0% | -0.1%0.3% | 1.9%--
BPZ4BP CURRENCY FUT DEC24732.0$60.9M16.4%0% | 0.3%0.4% | 1.9%--
C Z4CORN FUTURE DEC24-1.3K$-25.2M-6.8%0% | 1.0%-0.4% | 2.4%-0.1% | -2.8%-50.5% | -33.4%
CDZ4C$ CURRENCY FUT DEC24-38.0$-2.8M-0.8%0% | 0%0% | -0.2%--
CLZ4WTI CRUDE FUTURE DEC24-317.0$-22.2M-6.0%0% | 0.2%-26.8% | -32.5%-120.1% | -110.7%-
CNZ4CAN 10YR BOND FUT DEC241.0K$95.4M25.6%0% | -0.1%0.4% | 0.3%--
ECZ4EURO FX CURR FUT DEC24433.0$60.6M16.3%0% | 0%0.5% | 1.2%--
G Z4LONG GILT FUTURE DEC24728.0$96.4M25.9%0% | -0.1%0.4% | 0.3%--
GCZ4GOLD 100 OZ FUTR DEC24100.0$26.5M7.1%0% | 1.2%1.0% | 2.4%-1.0% | 2.9%-
HGZ4COPPER FUTURE DEC24148.0$16.1M4.3%0% | -0.1%18.4% | 21.4%85.0% | 89.3%-
HOZ4NY HARB ULSD FUT DEC24-261.0$-23.9M-6.4%0% | 0.3%-0.4% | -3.6%-7.9% | -0.9%-
JBZ4JPN 10Y BOND(OSE) DEC2496.0$96.3M25.9%0% | -1.0%1.1% | -1.2%--
JYZ4JPN YEN CURR FUT DEC24692.0$60.8M16.3%0% | -0.9%62.1% | 58.5%--
LCZ4LIVE CATTLE FUTR DEC24-321.0$-23.5M-6.3%9.6% | 8.5%9.3% | 6.9%-189.2% | -202.4%-
NGZ24NATURAL GAS FUTR DEC24-830.0$-26.5M-7.1%0% | -4.9%-0.4% | -5.9%1.4% | -0.8%-
RXZ4EURO-BUND FUTURE DEC24640.0$95.7M25.7%0% | -0.3%0.5% | 0.6%--
S X4SOYBEAN FUTURE NOV24-504.0$-25.5M-6.9%0% | 0.1%-0.4% | -1.0%-2.6% | -6.8%-53.2% | -38.4%
SBH5SUGAR #11 (WORLD) MAR25-1.0K$-26.3M-7.1%9.6% | 6.7%9.2% | -6.4%--
SFZ4CHF CURRENCY FUT DEC24404.0$60.0M16.1%0% | -0.4%11.0% | 10.6%--
US912797GW17Treasury B 10/03/2455M$54.9M14.8%0% | 0%0% | 0.1%0% | 0.4%-
US912797KM88Treasury B 09/26/2455M$55.0M14.8%0% | 0%0% | 0.1%0% | 0.4%-
US912797LT23Treasury B 10/15/2455M$54.8M14.7%0% | 0%0% | 0.1%0% | 0.4%-
US912797LV78Treasury B 10/29/2455M$54.7M14.7%0% | 0%0% | 0.1%--
US912797MA23Treasury B 11/05/2455M$54.7M14.7%22.2% | 22.3%22.2% | 22.4%--
UXYZ4US 10YR ULTRA FUT DEC24803.0$95.6M25.7%0% | 0.1%0.4% | -0.3%--
W Z4WHEAT FUTURE(CBT) DEC24-914.0$-26.0M-7.0%0% | -0.5%-0.3% | 4.1%-0.6% | -8.3%-3.76K% | -3.57K%
XBZ4GASOLINE RBOB FUT DEC24-297.0$-24.7M-6.6%0% | 0.8%-0.3% | -5.3%-34.4% | -30.0%-
not investment advice - use at own risk - see terms - data by kfa funds
dbmfwatch - KMLM | 2024-09-20 | history
2024-09-20 2024-09-19 (1d)2024-09-13 (1wk)2024-08-23 (4wk)2024-06-21 (13wk)2024-03-22 (26wk)2023-09-22 (52wk)
symboldescriptionsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepct
--cash--Cash117.9M$117.9M31.7%130.1M$130.1M34.7%132.8M$132.8M35.0%113.9M$113.9M31.0%103.4M$103.4M37.4%91.7M$91.7M34.8%126.2M$126.2M45.6%
-CAD-CANADIAN DOLLAR-4.0M$-3.0M-0.8%-4.0M$-3.0M-0.8%-3.6M$-2.7M-0.7%-4.8M$-3.6M-1.0%-7.9M$-5.8M-2.1%-7.2M$-5.3M-2.0%1.4M$1.0M0.4%
-EUR-EURO-6.0M$-6.7M-1.8%-5.8M$-6.5M-1.7%-5.5M$-6.1M-1.6%-5.9M$-6.6M-1.8%-5.0M$-5.3M-1.9%-4.5M$-4.9M-1.9%509.6K$542.5K0.2%
-GBP-BRITISH STERLING POUND-2.7M$-3.6M-1.0%-2.5M$-3.3M-0.9%-1.6M$-2.0M-0.5%-2.7M$-3.6M-1.0%-3.9M$-5.0M-1.8%-1.9M$-2.3M-0.9%3.1M$3.8M1.4%
-JPY-JAPANESE YEN-956.8M$-6.6M-1.8%-938.5M$-6.6M-1.8%-933.5M$-6.6M-1.8%-986.9M$-6.8M-1.9%-819.4M$-5.1M-1.9%-747.2M$-4.9M-1.9%-649.8M$-4.4M-1.6%
ADM4AUDUSD CRNCY FUT JUN24----------------523.0$-34.2M-13.0%---
ADU4AUDUSD CRNCY FUT SEP24----------43.0$-2.9M-0.8%626.0$41.7M15.1%------
ADZ3AUDUSD CRNCY FUT DEC23-------------------670.0$-43.3M-15.6%
ADZ4AUDUSD CRNCY FUT DEC24886.0$60.4M16.2%886.0$60.5M16.1%883.0$59.3M15.6%------------
BPM4BP CURRENCY FUT JUN24---------------534.0$42.0M15.9%---
BPU4BP CURRENCY FUT SEP24---------744.0$61.4M16.7%579.0$45.8M16.6%------
BPZ3BP CURRENCY FUT DEC23------------------550.0$42.1M15.2%
BPZ4BP CURRENCY FUT DEC24732.0$60.9M16.4%732.0$60.8M16.2%729.0$59.8M15.8%------------
C K4CORN FUTURE MAY24----------------823.0$-18.1M-6.9%---
C Z3CORN FUTURE DEC23-------------------764.0$-18.2M-6.6%
C Z4CORN FUTURE DEC24-1.3K$-25.2M-6.8%-1.3K$-25.5M-6.8%-1.3K$-25.9M-6.8%-1.3K$-24.6M-6.7%-835.0$-18.9M-6.8%------
CDM4C$ CURRENCY FUT JUN24----------------516.0$-38.0M-14.4%---
CDU4C$ CURRENCY FUT SEP24----------824.0$-61.0M-16.6%-627.0$-45.9M-16.6%------
CDZ3C$ CURRENCY FUT DEC23-------------------476.0$-35.4M-12.8%
CDZ4C$ CURRENCY FUT DEC24-38.0$-2.8M-0.8%-38.0$-2.8M-0.7%-38.0$-2.8M-0.7%------------
CLM4WTI CRUDE FUTURE JUN24---------------230.0$18.4M7.0%---
CLU4WTI CRUDE FUTURE SEP24------------133.0$10.6M3.8%------
CLZ3WTI CRUDE FUTURE DEC23------------------222.0$19.6M7.1%
CLZ4WTI CRUDE FUTURE DEC24-317.0$-22.2M-6.0%-317.0$-22.3M-5.9%-250.0$-16.8M-4.4%-144.0$-10.5M-2.9%---------
CNM4CAN 10YR BOND FUT JUN24----------------677.0$-59.9M-22.7%---
CNU4CAN 10YR BOND FUT SEP24---------1.1K$97.2M26.5%197.0$17.5M6.3%------
CNZ3CAN 10YR BOND FUT DEC23-------------------774.0$-66.7M-24.1%
CNZ4CAN 10YR BOND FUT DEC241.0K$95.4M25.6%1.0K$95.5M25.5%1.0K$95.2M25.1%------------
ECM4EURO FX CURR FUT JUN24----------------222.0$-30.1M-11.4%---
ECU4EURO FX CURR FUT SEP24---------189.0$26.5M7.2%-338.0$-45.4M-16.4%------
ECZ3EURO FX CURR FUT DEC23-------------------76.0$-10.2M-3.7%
ECZ4EURO FX CURR FUT DEC24433.0$60.6M16.3%433.0$60.6M16.2%431.0$59.9M15.8%------------
G M4LONG GILT FUTURE JUN24---------------330.0$41.5M15.7%---
G U4LONG GILT FUTURE SEP24---------736.0$97.2M26.5%84.0$10.5M3.8%------
G Z3LONG GILT FUTURE DEC23-------------------564.0$-66.3M-24.0%
G Z4LONG GILT FUTURE DEC24728.0$96.4M25.9%728.0$96.5M25.7%725.0$96.2M25.4%------------
GCM4GOLD 100 OZ FUTR JUN24---------------77.0$16.8M6.4%---
GCQ4GOLD 100 OZ FUTR AUG24------------82.0$19.1M6.9%------
GCZ3GOLD 100 OZ FUTR DEC23------------------58.0$11.3M4.1%
GCZ4GOLD 100 OZ FUTR DEC24100.0$26.5M7.1%100.0$26.1M7.0%99.0$25.8M6.8%101.0$25.7M7.0%---------
HGN4COPPER FUTURE JUL24---------------61.0$6.2M2.3%---
HGU4COPPER FUTURE SEP24------------168.0$18.6M6.7%------
HGZ3COPPER FUTURE DEC23-------------------118.0$-10.9M-3.9%
HGZ4COPPER FUTURE DEC24148.0$16.1M4.3%148.0$16.1M4.3%125.0$13.2M3.5%80.0$8.5M2.3%---------
HOM4NY HARB ULSD FUT JUN24---------------165.0$18.1M6.9%---
HOU4NY HARB ULSD FUT SEP24-------------190.0$-20.2M-7.3%------
HOZ3NY HARB ULSD FUT DEC23------------------148.0$19.3M7.0%
HOZ4NY HARB ULSD FUT DEC24-261.0$-23.9M-6.4%-261.0$-24.0M-6.4%-260.0$-23.1M-6.1%-242.0$-23.7M-6.5%---------
JBM4JPN 10Y BOND(OSE) JUN24---------------62.0$59.5M22.6%---
JBU4JPN 10Y BOND(OSE) SEP24---------23.0$23.1M6.3%-80.0$-72.0M-26.0%------
JBZ3JPN 10Y BOND(OSE) DEC23------------------62.0$60.7M21.9%
JBZ4JPN 10Y BOND(OSE) DEC2496.0$96.3M25.9%96.0$97.4M26.0%95.0$97.5M25.7%------------
JYM4JPN YEN CURR FUT JUN24----------------497.0$-41.6M-15.8%---
JYU4JPN YEN CURR FUT SEP24----------375.0$-32.6M-8.9%-571.0$-45.3M-16.4%------
JYZ3JPN YEN CURR FUT DEC23-------------------498.0$-42.5M-15.4%
JYZ4JPN YEN CURR FUT DEC24692.0$60.8M16.3%692.0$61.3M16.4%427.0$38.3M10.1%------------
LCM4LIVE CATTLE FUTR JUN24---------------244.0$17.9M6.8%---
LCQ4LIVE CATTLE FUTR AUG24------------116.0$8.5M3.1%------
LCZ3LIVE CATTLE FUTR DEC23------------------247.0$18.9M6.8%
LCZ4LIVE CATTLE FUTR DEC24-321.0$-23.5M-6.3%-355.0$-25.7M-6.9%-354.0$-25.3M-6.7%-111.0$-7.8M-2.1%---------
NGM24NATURAL GAS FUTR JUN24----------------785.0$-16.0M-6.1%---
NGU24NATURAL GAS FUTR SEP24-------------730.0$-20.5M-7.4%------
NGZ23NATURAL GAS FUTR DEC23-------------------506.0$-16.7M-6.0%
NGZ24NATURAL GAS FUTR DEC24-830.0$-26.5M-7.1%-830.0$-25.3M-6.7%-827.0$-25.0M-6.6%-842.0$-26.3M-7.2%---------
RXM4EURO-BUND FUTURE JUN24----------------110.0$-15.8M-6.0%---
RXU4EURO-BUND FUTURE SEP24---------648.0$97.6M26.6%-366.0$-51.9M-18.8%------
RXZ3EURO-BUND FUTURE DEC23-------------------475.0$-65.5M-23.7%
RXZ4EURO-BUND FUTURE DEC24640.0$95.7M25.7%640.0$96.0M25.6%637.0$95.1M25.1%------------
S K4SOYBEAN FUTURE MAY24----------------310.0$-18.5M-7.0%---
S X3SOYBEAN FUTURE NOV23------------------241.0$15.6M5.6%
S X4SOYBEAN FUTURE NOV24-504.0$-25.5M-6.9%-504.0$-25.5M-6.8%-502.0$-25.3M-6.7%-491.0$-23.9M-6.5%-329.0$-18.4M-6.7%------
SBH4SUGAR #11 (WORLD) MAR24------------------643.0$19.6M7.1%
SBH5SUGAR #11 (WORLD) MAR25-1.0K$-26.3M-7.1%-1.1K$-28.1M-7.5%-1.1K$-24.7M-6.5%------------
SBK4SUGAR #11 (WORLD) MAY24----------------727.0$-17.8M-6.7%---
SBV4SUGAR #11 (WORLD) OCT24----------1.2K$-24.4M-6.6%-950.0$-20.4M-7.4%------
SFM4CHF CURRENCY FUT JUN24----------------295.0$-41.4M-15.7%---
SFU4CHF CURRENCY FUT SEP24---------140.0$20.7M5.6%-329.0$-46.5M-16.8%------
SFZ3CHF CURRENCY FUT DEC23------------------275.0$38.3M13.8%
SFZ4CHF CURRENCY FUT DEC24404.0$60.0M16.1%404.0$60.2M16.1%364.0$54.2M14.3%------------
TYZ3US 10YR NOTE (CBT)DEC23-------------------615.0$-66.8M-24.1%
US912796CS67Treasury B 09/28/23------------------30M$30.0M10.8%
US912796Y452Treasury B 06/27/24------------35M$35.0M12.7%------
US912796YJ21Treasury B 10/05/23------------------40M$39.9M14.4%
US912797FA06Treasury B 10/12/23------------------40M$39.9M14.4%
US912797GW17Treasury CMBR 10/03/2455M$54.9M14.8%55M$54.9M14.6%55M$54.9M14.5%55M$54.7M14.9%---------
US912797GY72Treasury B 03/28/24---------------35M$35.0M13.3%---
US912797GZ48Treasury B 04/04/24---------------40M$39.9M15.2%---
US912797HD27Treasury B 10/31/23------------------40M$39.8M14.4%
US912797HF74Treasury B 04/11/24---------------35M$34.9M13.2%---
US912797HH31Treasury B 05/02/24---------------40M$39.8M15.1%---
US912797JQ12Treasury B 04/30/24---------------40M$39.8M15.1%---
US912797KD89Treasury B 08/29/24---------55M$55.0M15.0%---------
US912797KH93Treasury B 07/02/24------------40M$40.0M14.4%------
US912797KM88Treasury B 09/26/2455M$55.0M14.8%55M$55.0M14.7%55M$54.9M14.5%55M$54.8M14.9%---------
US912797KQ92Treasury B 07/23/24------------40M$39.8M14.4%------
US912797KR75Treasury B 07/30/24------------40M$39.8M14.4%------
US912797KW60Treasury B 08/06/24------------40M$39.8M14.4%------
US912797LA32Treasury B 09/03/24---------55M$54.9M15.0%---------
US912797LT23Treasury B 10/15/2455M$54.8M14.7%55M$54.8M14.6%55M$54.8M14.4%55M$54.6M14.9%---------
US912797LV78Treasury B 10/29/2455M$54.7M14.7%55M$54.7M14.6%55M$54.7M14.4%------------
US912797MA23Treasury B 11/05/2455M$54.7M14.7%45M$44.7M11.9%45M$44.7M11.8%------------
UXYM4US 10YR ULTRA FUT JUN24----------------579.0$-66.2M-25.1%---
UXYU4US 10YR ULTRA FUT SEP24---------735.0$86.8M23.6%-646.0$-73.9M-26.7%------
UXYZ4US 10YR ULTRA FUT DEC24803.0$95.6M25.7%803.0$95.5M25.5%800.0$95.9M25.3%------------
W K4WHEAT FUTURE(CBT) MAY24----------------613.0$-17.0M-6.5%---
W Z3WHEAT FUTURE(CBT) DEC23-------------------607.0$-17.6M-6.4%
W Z4WHEAT FUTURE(CBT) DEC24-914.0$-26.0M-7.0%-914.0$-25.8M-6.9%-911.0$-27.1M-7.1%-909.0$-24.0M-6.5%25.0$749.7K0.3%------
XBM4GASOLINE RBOB FUT JUN24---------------166.0$18.7M7.1%---
XBU4GASOLINE RBOB FUT SEP24-------------102.0$-10.5M-3.8%------
XBZ3GASOLINE RBOB FUT DEC23------------------181.0$18.6M6.7%
XBZ4GASOLINE RBOB FUT DEC24-297.0$-24.7M-6.6%-297.0$-24.9M-6.6%-296.0$-23.4M-6.2%-221.0$-19.0M-5.2%---------
not investment advice - use at own risk - see terms - data by kfa funds

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