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8 min read kmlm-update

KMLM update - 22 sep 2023

KMLM update - 22 sep 2023
dbmfwatch - KMLM | 2023-09-22 | changes found
symboldescriptionsharesvaluepct1d chg1wk chg4wk chg13wk chg
--cash--Cash126.2M$126.2M45.6%1.7% | 1.7%50.0% | 50.0%63.8% | 63.8%36.3% | 36.3%
-CAD-CANADIAN DOLLAR1.4M$1.0M0.4%-20.1% | -20.1%2.62K% | 2.63K%634.7% | 639.4%153.4% | 152.3%
-EUR-EURO509.6K$542.5K0.2%3.8% | 3.7%224.4% | 224.0%215.8% | 214.1%136.5% | 135.6%
-GBP-BRITISH STERLING POUND3.1M$3.8M1.4%-3.4% | -3.9%-11.1% | -12.1%-20.8% | -23.0%3.1% | -0.8%
-JPY-JAPANESE YEN-649.8M$-4.4M-1.6%-0.1% | 0.5%-4.4% | -4.0%-7.4% | -5.9%-37.1% | -32.8%
ADZ3AUDUSD CRNCY FUT DEC23-670.0$-43.3M-15.6%-1.2% | -1.6%-1.2% | -1.3%--
BPZ3BP CURRENCY FUT DEC23550.0$42.1M15.2%1.1% | 0.7%1.1% | 0%--
C Z3CORN FUTURE DEC23-764.0$-18.2M-6.6%-1.2% | -1.6%-1.2% | -1.4%-10.4% | -8.0%-175.8% | -123.9%
CDZ3C$ CURRENCY FUT DEC23-476.0$-35.4M-12.8%-1.3% | -1.2%18.1% | 17.8%--
CLZ3WTI CRUDE FUTURE DEC23222.0$19.6M7.1%1.4% | 1.4%1.4% | 0.7%0.9% | 12.7%-
CNZ3CAN 10YR BOND FUT DEC23-774.0$-66.7M-24.1%-1.2% | -1.6%-1.2% | 0%-5.9% | -5.0%-
ECZ3EURO FX CURR FUT DEC23-76.0$-10.2M-3.7%-68.9% | -68.7%-201.3% | -201.2%--
G Z3LONG GILT FUTURE DEC23-564.0$-66.3M-24.0%-1.1% | -0.8%-1.1% | -0.6%-5.0% | -3.8%-
GCZ3GOLD 100 OZ FUTR DEC2358.0$11.3M4.1%1.8% | 2.1%163.6% | 163.6%26.1% | 26.5%-
HGZ3COPPER FUTURE DEC23-118.0$-10.9M-3.9%-0.9% | -0.9%-0.9% | 1.9%-181.0% | -174.4%-
HOZ3NY HARB ULSD FUT DEC23148.0$19.3M7.0%1.4% | -0.1%1.4% | -0.5%-2.6% | 0.2%-
JBZ3JPN 10Y BOND(OSE) DEC2362.0$60.7M21.9%-7.5% | -8.0%-7.5% | -8.0%--
JYZ3JPN YEN CURR FUT DEC23-498.0$-42.5M-15.4%-1.2% | -0.6%-1.2% | -0.8%--
LCZ3LIVE CATTLE FUTR DEC23247.0$18.9M6.8%1.2% | 2.2%1.2% | 1.0%2.5% | 5.9%-
NGZ23NATURAL GAS FUTR DEC23-506.0$-16.7M-6.0%-1.2% | -2.1%-1.2% | 0.3%-6.5% | 3.1%-
RXZ3EURO-BUND FUTURE DEC23-475.0$-65.5M-23.7%-1.1% | -0.9%-1.1% | -0.3%--
S X3SOYBEAN FUTURE NOV23241.0$15.6M5.6%-8.7% | -8.5%-8.7% | -11.7%-9.7% | -15.7%247.9% | 246.3%
SBH4SUGAR #11 (WORLD) MAR24643.0$19.6M7.1%----
SFZ3CHF CURRENCY FUT DEC23275.0$38.3M13.8%-8.6% | -8.9%-8.6% | -9.6%--
TYZ3US 10YR NOTE (CBT)DEC23-615.0$-66.8M-24.1%-1.2% | -1.4%-1.2% | -0.4%-3.5% | -2.4%-
US912796CS67Treasury B 09/28/2330M$30.0M10.8%0% | 0%0% | 0.1%0% | 0.4%-
US912796YJ21Treasury B 10/05/2340M$39.9M14.4%0% | 0%0% | 0.1%0% | 0.4%0% | 1.3%
US912797FA06Treasury B 10/12/2340M$39.9M14.4%0% | 0%0% | 0.1%--
US912797HD27Treasury B 10/31/2340M$39.8M14.4%0% | 0%0% | 0.1%--
W Z3WHEAT FUTURE(CBT) DEC23-607.0$-17.6M-6.4%-1.2% | -1.8%-1.2% | 3.0%-18.3% | -10.3%-4.3% | 20.7%
XBZ3GASOLINE RBOB FUT DEC23181.0$18.6M6.7%1.1% | -1.0%1.1% | -3.5%5.8% | 7.0%-
not investment advice - use at own risk - see terms - data by kfa funds
dbmfwatch - KMLM | 2023-09-22 | history
2023-09-22 2023-09-21 (1d)2023-09-15 (1wk)2023-08-25 (4wk)2023-06-23 (13wk)2023-03-24 (26wk)
symboldescriptionsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepct
--cash--Cash126.2M$126.2M45.6%124.1M$124.1M45.1%84.2M$84.2M30.7%77.0M$77.0M28.9%92.6M$92.6M36.5%114.1M$114.1M40.3%
-CAD-CANADIAN DOLLAR1.4M$1.0M0.4%1.7M$1.3M0.5%50.2K$37.1K0%-255.5K$-187.8K-0.1%-2.6M$-1.9M-0.8%-2.3M$-1.7M-0.6%
-EUR-EURO509.6K$542.5K0.2%490.8K$523.1K0.2%157.1K$167.4K0.1%-440.2K$-475.5K-0.2%-1.4M$-1.5M-0.6%-3.6M$-3.9M-1.4%
-GBP-BRITISH STERLING POUND3.1M$3.8M1.4%3.2M$4.0M1.4%3.5M$4.4M1.6%4.0M$5.0M1.9%3.0M$3.9M1.5%-3.1M$-3.8M-1.4%
-JPY-JAPANESE YEN-649.8M$-4.4M-1.6%-649.3M$-4.4M-1.6%-622.5M$-4.2M-1.5%-605.1M$-4.1M-1.6%-474.1M$-3.3M-1.3%-579.3M$-4.4M-1.6%
ADM3AUDUSD CRNCY FUT JUN23----------------703.0$-46.9M-16.5%
ADU3AUDUSD CRNCY FUT SEP23----------629.0$-40.4M-15.2%-345.0$-23.1M-9.1%---
ADZ3AUDUSD CRNCY FUT DEC23-670.0$-43.3M-15.6%-662.0$-42.6M-15.5%-662.0$-42.7M-15.6%---------
BPM3BP CURRENCY FUT JUN23----------------210.0$-16.1M-5.7%
BPU3BP CURRENCY FUT SEP23---------527.0$41.5M15.6%552.0$43.9M17.3%---
BPZ3BP CURRENCY FUT DEC23550.0$42.1M15.2%544.0$41.8M15.2%544.0$42.1M15.4%---------
C K3CORN FUTURE MAY23----------------633.0$-20.4M-7.2%
C Z3CORN FUTURE DEC23-764.0$-18.2M-6.6%-755.0$-17.9M-6.5%-755.0$-18.0M-6.6%-692.0$-16.9M-6.3%-277.0$-8.1M-3.2%---
CDM3C$ CURRENCY FUT JUN23----------------647.0$-47.1M-16.6%
CDU3C$ CURRENCY FUT SEP23----------133.0$-9.8M-3.7%-194.0$-14.7M-5.8%---
CDZ3C$ CURRENCY FUT DEC23-476.0$-35.4M-12.8%-470.0$-34.9M-12.7%-581.0$-43.0M-15.7%---------
CLM3WTI CRUDE FUTURE JUN23----------------259.0$-18.0M-6.3%
CLU3WTI CRUDE FUTURE SEP23-------------265.0$-18.4M-7.2%---
CLZ3WTI CRUDE FUTURE DEC23222.0$19.6M7.1%219.0$19.3M7.0%219.0$19.5M7.1%220.0$17.4M6.5%------
CNM3CAN 10YR BOND FUT JUN23----------------120.0$-11.2M-3.9%
CNU3CAN 10YR BOND FUT SEP23-------------740.0$-68.3M-26.9%---
CNZ3CAN 10YR BOND FUT DEC23-774.0$-66.7M-24.1%-765.0$-65.6M-23.9%-765.0$-66.7M-24.3%-731.0$-63.5M-23.8%------
ECM3EURO FX CURR FUT JUN23---------------255.0$34.5M12.2%
ECU3EURO FX CURR FUT SEP23---------307.0$41.5M15.6%320.0$43.8M17.3%---
ECZ3EURO FX CURR FUT DEC23-76.0$-10.2M-3.7%-45.0$-6.0M-2.2%75.0$10.0M3.7%---------
G M3LONG GILT FUTURE JUN23----------------621.0$-80.3M-28.4%
G U3LONG GILT FUTURE SEP23-------------560.0$-68.4M-27.0%---
G Z3LONG GILT FUTURE DEC23-564.0$-66.3M-24.0%-558.0$-65.8M-23.9%-558.0$-65.9M-24.1%-537.0$-63.9M-24.0%------
GCM3GOLD 100 OZ FUTR JUN23---------------15.0$3.0M1.1%
GCQ3GOLD 100 OZ FUTR AUG23------------91.0$17.6M6.9%---
GCZ3GOLD 100 OZ FUTR DEC2358.0$11.3M4.1%57.0$11.1M4.0%22.0$4.3M1.6%46.0$8.9M3.3%------
HGN3COPPER FUTURE JUL23---------------139.0$14.2M5.0%
HGU3COPPER FUTURE SEP23-------------28.0$-2.7M-1.1%---
HGZ3COPPER FUTURE DEC23-118.0$-10.9M-3.9%-117.0$-10.8M-3.9%-117.0$-11.1M-4.1%-42.0$-4.0M-1.5%------
HOM3NY HARB ULSD FUT JUN23----------------175.0$-18.3M-6.5%
HOU3NY HARB ULSD FUT SEP23-------------190.0$-18.9M-7.5%---
HOZ3NY HARB ULSD FUT DEC23148.0$19.3M7.0%146.0$19.4M7.0%146.0$19.4M7.1%152.0$19.3M7.2%------
JBM3JPN 10Y BOND(OSE) JUN23----------------10.0$-11.4M-4.0%
JBU3JPN 10Y BOND(OSE) SEP23---------64.0$64.1M24.1%64.0$66.2M26.1%---
JBZ3JPN 10Y BOND(OSE) DEC2362.0$60.7M21.9%67.0$66.0M24.0%67.0$66.0M24.1%---------
JYM3JPN YEN CURR FUT JUN23----------------315.0$-30.5M-10.8%
JYU3JPN YEN CURR FUT SEP23----------478.0$-41.0M-15.4%-471.0$-41.5M-16.4%---
JYZ3JPN YEN CURR FUT DEC23-498.0$-42.5M-15.4%-492.0$-42.3M-15.4%-492.0$-42.2M-15.4%---------
LCM3LIVE CATTLE FUTR JUN23---------------309.0$19.4M6.8%
LCQ3LIVE CATTLE FUTR AUG23------------269.0$18.4M7.2%---
LCZ3LIVE CATTLE FUTR DEC23247.0$18.9M6.8%244.0$18.5M6.7%244.0$18.7M6.8%241.0$17.8M6.7%------
NGM23NATURAL GAS FUTR JUN23----------------657.0$-17.1M-6.0%
NGU23NATURAL GAS FUTR SEP23-------------764.0$-21.6M-8.5%---
NGZ23NATURAL GAS FUTR DEC23-506.0$-16.7M-6.0%-500.0$-16.3M-5.9%-500.0$-16.7M-6.1%-475.0$-17.2M-6.5%------
RXM3EURO-BUND FUTURE JUN23----------------535.0$-79.4M-28.0%
RXU3EURO-BUND FUTURE SEP23----------454.0$-64.8M-24.3%-466.0$-68.2M-26.9%---
RXZ3EURO-BUND FUTURE DEC23-475.0$-65.5M-23.7%-470.0$-64.9M-23.6%-470.0$-65.3M-23.8%---------
S K3SOYBEAN FUTURE MAY23---------------218.0$15.6M5.5%
S X3SOYBEAN FUTURE NOV23241.0$15.6M5.6%264.0$17.1M6.2%264.0$17.7M6.5%267.0$18.5M6.9%-163.0$-10.7M-4.2%---
SBH4SUGAR #11 (WORLD) MAR24643.0$19.6M7.1%---------------
SBK3SUGAR #11 (WORLD) MAY23---------------887.0$20.7M7.3%
SBV3SUGAR #11 (WORLD) OCT23---643.0$19.4M7.1%643.0$19.4M7.1%658.0$18.3M6.9%641.0$17.4M6.9%---
SFM3CHF CURRENCY FUT JUN23---------------151.0$20.7M7.3%
SFU3CHF CURRENCY FUT SEP23---------294.0$41.7M15.6%309.0$43.4M17.1%---
SFZ3CHF CURRENCY FUT DEC23275.0$38.3M13.8%301.0$42.0M15.3%301.0$42.3M15.5%---------
TYM3US 10YR NOTE (CBT)JUN23----------------668.0$-77.6M-27.4%
TYU3US 10YR NOTE (CBT)SEP23-------------589.0$-66.6M-26.3%---
TYZ3US 10YR NOTE (CBT)DEC23-615.0$-66.8M-24.1%-608.0$-65.9M-24.0%-608.0$-66.6M-24.3%-594.0$-65.3M-24.5%------
US912796CR84Treasury B 09/21/23------40M$40.0M14.6%40M$39.9M14.9%------
US912796CS67Treasury B 09/28/2330M$30.0M10.8%30M$30.0M10.9%30M$30.0M10.9%30M$29.9M11.2%------
US912796XY07Treasury B 08/10/23------------40M$39.7M15.7%40M$39.3M13.9%
US912796Y296Treasury B 07/27/23------------39M$38.8M15.3%---
US912796YH64Treasury B 09/07/23---------40M$39.9M15.0%------
US912796YJ21Treasury B 10/05/2340M$39.9M14.4%40M$39.9M14.5%40M$39.9M14.6%40M$39.8M14.9%40M$39.4M15.6%40M$39.1M13.8%
US912796YU75Treasury B 04/13/23---------------20M$20.0M7.0%
US912796YV58Treasury B 04/27/23---------------35M$34.9M12.3%
US912796Z517Treasury B 08/31/23---------40M$40.0M15.0%------
US912796Z855Treasury B 03/28/23---------------15M$15.0M5.3%
US912796ZZ53Treasury B 07/20/23------------38M$37.9M14.9%---
US912797FA06Treasury B 10/12/2340M$39.9M14.4%40M$39.9M14.5%40M$39.9M14.6%---------
US912797FM44Treasury B 06/06/23---------------35M$34.7M12.2%
US912797FY81Treasury B 07/18/23------------8M$8.0M3.1%---
US912797HD27Treasury B 10/31/2340M$39.8M14.4%40M$39.8M14.5%40M$39.7M14.5%---------
W K3WHEAT FUTURE(CBT) MAY23----------------565.0$-19.5M-6.9%
W Z3WHEAT FUTURE(CBT) DEC23-607.0$-17.6M-6.4%-600.0$-17.3M-6.3%-600.0$-18.1M-6.6%-513.0$-15.9M-6.0%-582.0$-22.2M-8.7%---
XBM3GASOLINE RBOB FUT JUN23----------------165.0$-17.3M-6.1%
XBU3GASOLINE RBOB FUT SEP23------------27.0$2.7M1.1%---
XBZ3GASOLINE RBOB FUT DEC23181.0$18.6M6.7%179.0$18.8M6.8%179.0$19.3M7.0%171.0$17.4M6.5%------
not investment advice - use at own risk - see terms - data by kfa funds

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dbmfwatch

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