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8 min read kmlm-update

KMLM update - 21 sep 2023

KMLM update - 21 sep 2023
dbmfwatch - KMLM | 2023-09-21 | changes found
symboldescriptionsharesvaluepct1d chg1wk chg4wk chg13wk chg
--cash--Cash124.1M$124.1M45.1%0.8% | 0.8%46.9% | 46.9%66.7% | 66.7%33.3% | 33.3%
-CAD-CANADIAN DOLLAR1.7M$1.3M0.5%63.7% | 63.5%730.9% | 732.4%774.2% | 778.9%191.9% | 189.6%
-EUR-EURO490.8K$523.1K0.2%38.5% | 38.5%278.2% | 278.5%179.5% | 178.4%175.3% | 173.2%
-GBP-BRITISH STERLING POUND3.2M$4.0M1.4%11.7% | 11.3%7.4% | 6.4%-14.9% | -16.9%-6.8% | -10.1%
-JPY-JAPANESE YEN-649.3M$-4.4M-1.6%-2.6% | -3.1%-3.2% | -3.1%-8.5% | -7.2%-36.6% | -32.5%
ADZ3AUDUSD CRNCY FUT DEC23-662.0$-42.6M-15.5%0% | 0.8%0% | 0.3%--
BPZ3BP CURRENCY FUT DEC23544.0$41.8M15.2%0% | -0.6%0% | -0.9%--
C Z3CORN FUTURE DEC23-755.0$-17.9M-6.5%0% | 1.5%0% | 1.1%-9.1% | -6.2%-
CDZ3C$ CURRENCY FUT DEC23-470.0$-34.9M-12.7%10.6% | 10.9%19.1% | 18.9%--
CLZ3WTI CRUDE FUTURE DEC23219.0$19.3M7.0%0% | 0%0% | -0.6%-0.5% | 12.3%-
CNZ3CAN 10YR BOND FUT DEC23-765.0$-65.6M-23.9%0% | 0.8%0% | 2.0%--
ECZ3EURO FX CURR FUT DEC23-45.0$-6.0M-2.2%-200.0% | -199.3%-142.9% | -142.9%--
G Z3LONG GILT FUTURE DEC23-558.0$-65.8M-23.9%0% | 1.0%0% | 1.3%--
GCZ3GOLD 100 OZ FUTR DEC2357.0$11.1M4.0%18.8% | 17.1%83.9% | 84.5%23.9% | 23.4%-
HGZ3COPPER FUTURE DEC23-117.0$-10.8M-3.9%0% | 2.1%0% | 3.3%--
HOZ3NY HARB ULSD FUT DEC23146.0$19.4M7.0%0% | 1.2%0% | -2.8%--
JBZ3JPN 10Y BOND(OSE) DEC2367.0$66.0M24.0%0% | 0.2%0% | -0.3%--
JYZ3JPN YEN CURR FUT DEC23-492.0$-42.3M-15.4%0% | -0.3%0% | 0.2%--
LCZ3LIVE CATTLE FUTR DEC23244.0$18.5M6.7%0% | -1.1%0% | -0.4%1.2% | 4.0%-
NGZ23NATURAL GAS FUTR DEC23-500.0$-16.3M-5.9%0% | 1.5%0% | 4.2%-5.3% | 3.5%-
RXZ3EURO-BUND FUTURE DEC23-470.0$-64.9M-23.6%0% | 0.2%0% | 1.1%--
S X3SOYBEAN FUTURE NOV23264.0$17.1M6.2%0% | -2.0%0% | -4.9%-1.1% | -6.7%-
SBV3SUGAR #11 (WORLD) OCT23643.0$19.4M7.1%0% | 0.5%0% | -0.2%-2.3% | 8.3%-
SFZ3CHF CURRENCY FUT DEC23301.0$42.0M15.3%0% | -0.8%0% | -0.9%--
TYZ3US 10YR NOTE (CBT)DEC23-608.0$-65.9M-24.0%0% | 0.7%0% | 1.2%--
US912796CS67Treasury B 09/28/2330M$30.0M10.9%0% | 0%0% | 0.1%0% | 0.4%-
US912796YJ21Treasury B 10/05/2340M$39.9M14.5%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$39.8M14.5%0% | 0%0% | 0.1%--
W Z3WHEAT FUTURE(CBT) DEC23-600.0$-17.3M-6.3%0% | 2.2%0% | 3.0%-17.0% | -6.6%-
XBZ3GASOLINE RBOB FUT DEC23179.0$18.8M6.8%0% | -0.2%0% | -3.4%--
not investment advice - use at own risk - see terms - data by kfa funds
dbmfwatch - KMLM | 2023-09-21 | history
2023-09-21 2023-09-20 (1d)2023-09-14 (1wk)2023-08-24 (4wk)2023-06-22 (13wk)2023-03-23 (26wk)
symboldescriptionsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepct
--cash--Cash124.1M$124.1M45.1%123.1M$123.1M45.1%84.4M$84.4M30.9%74.4M$74.4M28.2%93.1M$93.1M36.4%116.5M$116.5M40.8%
-CAD-CANADIAN DOLLAR1.7M$1.3M0.5%1.0M$775.5K0.3%-271.1K$-200.6K-0.1%-253.7K$-186.8K-0.1%-1.9M$-1.4M-0.6%-4.0M$-2.9M-1.0%
-EUR-EURO490.8K$523.1K0.2%354.5K$377.8K0.1%-275.3K$-293.1K-0.1%-617.3K$-667.0K-0.2%-651.9K$-714.3K-0.3%-3.1M$-3.3M-1.2%
-GBP-BRITISH STERLING POUND3.2M$4.0M1.4%2.9M$3.6M1.3%3.0M$3.7M1.4%3.8M$4.8M1.8%3.5M$4.4M1.7%-2.6M$-3.2M-1.1%
-JPY-JAPANESE YEN-649.3M$-4.4M-1.6%-632.6M$-4.3M-1.6%-629.2M$-4.3M-1.6%-598.7M$-4.1M-1.6%-475.3M$-3.3M-1.3%-576.3M$-4.4M-1.6%
ADM3AUDUSD CRNCY FUT JUN23----------------703.0$-47.1M-16.5%
ADU3AUDUSD CRNCY FUT SEP23----------569.0$-36.6M-13.9%-345.0$-23.4M-9.1%---
ADZ3AUDUSD CRNCY FUT DEC23-662.0$-42.6M-15.5%-662.0$-43.0M-15.7%-662.0$-42.8M-15.7%---------
BPM3BP CURRENCY FUT JUN23----------------270.0$-20.8M-7.3%
BPU3BP CURRENCY FUT SEP23---------527.0$41.5M15.8%552.0$44.0M17.2%---
BPZ3BP CURRENCY FUT DEC23544.0$41.8M15.2%544.0$42.0M15.4%544.0$42.2M15.5%---------
C K3CORN FUTURE MAY23----------------573.0$-18.1M-6.3%
C N3CORN FUTURE JUL23-------------318.0$-10.5M-4.1%---
C Z3CORN FUTURE DEC23-755.0$-17.9M-6.5%-755.0$-18.2M-6.7%-755.0$-18.1M-6.6%-692.0$-16.9M-6.4%------
CDM3C$ CURRENCY FUT JUN23----------------647.0$-47.2M-16.5%
CDU3C$ CURRENCY FUT SEP23----------80.0$-5.9M-2.2%-249.0$-19.0M-7.4%---
CDZ3C$ CURRENCY FUT DEC23-470.0$-34.9M-12.7%-526.0$-39.2M-14.4%-581.0$-43.1M-15.8%---------
CLM3WTI CRUDE FUTURE JUN23----------------259.0$-18.2M-6.4%
CLU3WTI CRUDE FUTURE SEP23-------------265.0$-18.5M-7.2%---
CLZ3WTI CRUDE FUTURE DEC23219.0$19.3M7.0%219.0$19.3M7.1%219.0$19.4M7.1%220.0$17.2M6.5%------
CNM3CAN 10YR BOND FUT JUN23----------------200.0$-18.6M-6.5%
CNU3CAN 10YR BOND FUT SEP23----------729.0$-63.6M-24.1%-740.0$-68.0M-26.6%---
CNZ3CAN 10YR BOND FUT DEC23-765.0$-65.6M-23.9%-765.0$-66.2M-24.2%-765.0$-66.9M-24.5%---------
ECM3EURO FX CURR FUT JUN23---------------255.0$34.7M12.2%
ECU3EURO FX CURR FUT SEP23---------307.0$41.5M15.8%320.0$44.0M17.2%---
ECZ3EURO FX CURR FUT DEC23-45.0$-6.0M-2.2%-15.0$-2.0M-0.7%105.0$14.0M5.1%---------
G M3LONG GILT FUTURE JUN23----------------621.0$-80.1M-28.1%
G U3LONG GILT FUTURE SEP23----------538.0$-64.1M-24.3%-560.0$-68.0M-26.6%---
G Z3LONG GILT FUTURE DEC23-558.0$-65.8M-23.9%-558.0$-66.4M-24.3%-558.0$-66.6M-24.4%---------
GCM3GOLD 100 OZ FUTR JUN23---------------5.0$1.0M0.4%
GCQ3GOLD 100 OZ FUTR AUG23------------91.0$17.5M6.8%---
GCZ3GOLD 100 OZ FUTR DEC2357.0$11.1M4.0%48.0$9.4M3.5%31.0$6.0M2.2%46.0$9.0M3.4%------
HGN3COPPER FUTURE JUL23-------------47.0$-4.6M-1.8%139.0$14.3M5.0%
HGU3COPPER FUTURE SEP23----------25.0$-2.4M-0.9%------
HGZ3COPPER FUTURE DEC23-117.0$-10.8M-3.9%-117.0$-11.0M-4.0%-117.0$-11.2M-4.1%---------
HOM3NY HARB ULSD FUT JUN23----------------175.0$-18.4M-6.4%
HOU3NY HARB ULSD FUT SEP23---------142.0$18.8M7.1%-190.0$-19.2M-7.5%---
HOZ3NY HARB ULSD FUT DEC23146.0$19.4M7.0%146.0$19.1M7.0%146.0$19.9M7.3%---------
JBM3JPN 10Y BOND(OSE) JUN23----------------17.0$-19.3M-6.8%
JBU3JPN 10Y BOND(OSE) SEP23---------64.0$64.4M24.4%64.0$66.5M26.0%---
JBZ3JPN 10Y BOND(OSE) DEC2367.0$66.0M24.0%67.0$65.8M24.1%67.0$66.2M24.3%---------
JYM3JPN YEN CURR FUT JUN23----------------364.0$-35.3M-12.4%
JYU3JPN YEN CURR FUT SEP23----------478.0$-41.1M-15.6%-471.0$-41.7M-16.3%---
JYZ3JPN YEN CURR FUT DEC23-492.0$-42.3M-15.4%-492.0$-42.1M-15.4%-492.0$-42.3M-15.5%---------
LCM3LIVE CATTLE FUTR JUN23---------------309.0$19.3M6.7%
LCQ3LIVE CATTLE FUTR AUG23------------269.0$18.4M7.2%---
LCZ3LIVE CATTLE FUTR DEC23244.0$18.5M6.7%244.0$18.7M6.8%244.0$18.6M6.8%241.0$17.8M6.7%------
NGM23NATURAL GAS FUTR JUN23----------------657.0$-16.6M-5.8%
NGU23NATURAL GAS FUTR SEP23-------------764.0$-20.6M-8.0%---
NGZ23NATURAL GAS FUTR DEC23-500.0$-16.3M-5.9%-500.0$-16.6M-6.1%-500.0$-17.1M-6.3%-475.0$-16.9M-6.4%------
RXM3EURO-BUND FUTURE JUN23----------------535.0$-79.5M-27.8%
RXU3EURO-BUND FUTURE SEP23----------454.0$-65.0M-24.7%-466.0$-67.7M-26.5%---
RXZ3EURO-BUND FUTURE DEC23-470.0$-64.9M-23.6%-470.0$-65.1M-23.8%-470.0$-65.6M-24.1%---------
S K3SOYBEAN FUTURE MAY23---------------244.0$17.3M6.1%
S N3SOYBEAN FUTURE JUL23-------------172.0$-12.9M-5.0%---
S X3SOYBEAN FUTURE NOV23264.0$17.1M6.2%264.0$17.4M6.4%264.0$18.0M6.6%267.0$18.3M6.9%------
SBK3SUGAR #11 (WORLD) MAY23---------------887.0$20.8M7.3%
SBN3SUGAR #11 (WORLD) JUL23------------642.0$17.9M7.0%---
SBV3SUGAR #11 (WORLD) OCT23643.0$19.4M7.1%643.0$19.3M7.1%643.0$19.4M7.1%658.0$17.9M6.8%------
SFM3CHF CURRENCY FUT JUN23---------------151.0$20.8M7.3%
SFU3CHF CURRENCY FUT SEP23---------294.0$41.6M15.8%309.0$43.5M17.0%---
SFZ3CHF CURRENCY FUT DEC23301.0$42.0M15.3%301.0$42.3M15.5%301.0$42.4M15.5%---------
TYM3US 10YR NOTE (CBT)JUN23----------------668.0$-77.5M-27.1%
TYU3US 10YR NOTE (CBT)SEP23----------596.0$-65.3M-24.8%-589.0$-66.4M-26.0%---
TYZ3US 10YR NOTE (CBT)DEC23-608.0$-65.9M-24.0%-608.0$-66.4M-24.3%-608.0$-66.7M-24.5%---------
US912796CR84Treasury B 09/21/23------40M$40.0M14.6%40M$39.8M15.1%------
US912796CS67Treasury B 09/28/2330M$30.0M10.9%30M$30.0M11.0%30M$29.9M11.0%30M$29.9M11.3%------
US912796XY07Treasury B 08/10/23------------40M$39.7M15.5%40M$39.3M13.8%
US912796Y296Treasury B 07/27/23------------39M$38.8M15.2%---
US912796YH64Treasury B 09/07/23---------40M$39.9M15.1%------
US912796YJ21Treasury B 10/05/2340M$39.9M14.5%40M$39.9M14.6%40M$39.9M14.6%40M$39.8M15.1%40M$39.4M15.4%40M$39.1M13.7%
US912796YU75Treasury B 04/13/23---------------20M$20.0M7.0%
US912796YV58Treasury B 04/27/23---------------35M$34.9M12.2%
US912796Z517Treasury B 08/31/23---------40M$40.0M15.2%------
US912796Z855Treasury B 03/28/23---------------15M$15.0M5.2%
US912796ZZ53Treasury B 07/20/23------------38M$37.9M14.8%---
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$39.8M14.6%40M$39.7M14.6%---------
W K3WHEAT FUTURE(CBT) MAY23----------------565.0$-18.7M-6.5%
W N3WHEAT FUTURE(CBT) JUL23-------------607.0$-22.4M-8.8%---
W Z3WHEAT FUTURE(CBT) DEC23-600.0$-17.3M-6.3%-600.0$-17.7M-6.5%-600.0$-17.8M-6.5%-513.0$-16.2M-6.1%------
XBM3GASOLINE RBOB FUT JUN23----------------165.0$-17.4M-6.1%
XBU3GASOLINE RBOB FUT SEP23---------146.0$17.0M6.5%9.0$907.3K0.4%---
XBZ3GASOLINE RBOB FUT DEC23179.0$18.8M6.8%179.0$18.8M6.9%179.0$19.5M7.1%---------
not investment advice - use at own risk - see terms - data by kfa funds

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dbmfwatch

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