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10 min read kmlm-update

KMLM update - 28 oct 2024

KMLM update - 28 oct 2024
dbmfwatch - KMLM | 2024-10-28 | changes found
symboldescriptionsharesvaluepct1d chg1wk chg4wk chg13wk chg
--cash--Cash175.3M$175.3M48.3%52.7% | 52.7%47.9% | 47.9%48.2% | 48.2%8.2% | 8.2%
-CAD-CANADIAN DOLLAR-7.4M$-5.4M-1.5%-2.1% | -2.2%-7.3% | -6.9%-77.4% | -72.7%-11.9% | -11.6%
-EUR-EURO-6.6M$-7.1M-2.0%-0.6% | -0.8%-1.2% | -1.2%-21.7% | -18.3%-21.9% | -21.9%
-GBP-BRITISH STERLING POUND-4.5M$-5.9M-1.6%2.2% | 2.1%2.2% | 2.3%-30.2% | -26.3%-28.3% | -29.4%
-JPY-JAPANESE YEN-1.0B$-6.6M-1.8%-1.8% | -1.2%-1.0% | 0.6%-7.8% | -1.1%-28.1% | -28.8%
ADZ4AUDUSD CRNCY FUT DEC24626.0$41.2M11.4%-11.8% | -12.2%-28.6% | -29.4%-30.4% | -33.8%-
BPZ4BP CURRENCY FUT DEC24726.0$58.8M16.2%0% | 0%0% | -0.1%-2.3% | -5.3%-
C Z4CORN FUTURE DEC24-1.2K$-24.6M-6.8%0% | 1.1%0% | -0.3%6.0% | 9.1%-4.1% | -3.7%
CDZ4C$ CURRENCY FUT DEC24-429.0$-30.9M-8.5%-22.2% | -22.1%-266.7% | -265.2%-1.20K% | -1.17K%-
CLZ4WTI CRUDE FUTURE DEC24-125.0$-8.4M-2.3%0% | 6.1%0% | 3.8%64.9% | 65.1%-
CNZ4CAN 10YR BOND FUT DEC241.0K$90.4M24.9%0% | -0.1%0% | -0.8%-0.8% | -5.8%-
ECZ4EURO FX CURR FUT DEC24-104.0$-14.1M-3.9%-67.7% | -67.9%-200.0% | -200.0%-123.7% | -123.0%-
G Z4LONG GILT FUTURE DEC24-310.0$-38.6M-10.6%-28.6% | -28.2%-1.01K% | -998.5%-142.0% | -139.7%-
GCZ4GOLD 100 OZ FUTR DEC2496.0$26.5M7.3%0% | 0%0% | 0.6%-5.0% | -1.5%-5.9% | 6.9%
HGZ4COPPER FUTURE DEC24224.0$24.4M6.7%0% | -0.2%0% | 0.1%49.3% | 43.1%-
HOZ4NY HARB ULSD FUT DEC24-280.0$-25.2M-6.9%0% | 4.9%0% | 2.5%-5.7% | -4.5%-
JBZ4JPN 10Y BOND(OSE) DEC2495.0$89.2M24.6%0% | -0.8%0% | -1.7%-2.1% | -8.6%-
JYZ4JPN YEN CURR FUT DEC24-493.0$-40.5M-11.2%-15.2% | -14.4%-200.6% | -195.5%-170.2% | -165.6%-
LCZ4LIVE CATTLE FUTR DEC24345.0$26.1M7.2%0% | 0.1%0% | 1.3%387.5% | 394.5%7.5% | 8.4%
NGZ24NATURAL GAS FUTR DEC24-761.0$-21.8M-6.0%0% | 7.4%0% | -2.0%9.6% | 22.6%-
RXZ4EURO-BUND FUTURE DEC24513.0$73.8M20.4%0% | 0.1%-19.1% | -19.2%-21.0% | -24.3%-
S H5SOYBEAN FUTURE MAR25-469.0$-23.4M-6.5%0% | 1.1%0% | 0.4%--
SBH5SUGAR #11 (WORLD) MAR251.0K$24.9M6.9%0% | -0.8%0% | 0.6%362.2% | 356.2%-
SFZ4CHF CURRENCY FUT DEC2419.0$2.8M0.8%-67.2% | -67.2%-91.1% | -91.1%-95.4% | -95.5%-
US912797HP56Treasury B 11/29/2455M$54.8M15.1%0% | 0%0% | 0.1%0% | 0.4%-
US912797MA23Treasury B 11/05/2455M$54.9M15.2%0% | 0%0% | 0.1%0% | 0.4%-
US912797MB06Treasury B 11/12/2450M$49.9M13.8%0% | 0%0% | 0.1%--
US912797MN44Treasury B 12/10/2453M$52.7M14.5%0% | 0%0% | 0.1%--
UXYZ4US 10YR ULTRA FUT DEC24422.0$48.0M13.2%-15.3% | -15.6%-47.6% | -48.0%-48.2% | -50.2%-
W Z4WHEAT FUTURE(CBT) DEC24-872.0$-24.4M-6.7%0% | 1.8%0% | 2.4%6.0% | 10.1%-7.4% | -8.1%
XBZ4GASOLINE RBOB FUT DEC24-288.0$-23.3M-6.4%0% | 5.5%0% | 2.9%4.3% | 3.3%-
not investment advice - use at own risk - see terms - data by kfa funds
dbmfwatch - KMLM | 2024-10-28 | history
2024-10-28 2024-10-25 (1d)2024-10-21 (1wk)2024-09-30 (4wk)2024-07-29 (13wk)2024-04-29 (26wk)2023-10-30 (52wk)
symboldescriptionsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepct
--cash--Cash175.3M$175.3M48.3%114.8M$114.8M32.1%118.5M$118.5M32.8%118.3M$118.3M31.8%161.9M$161.9M44.9%138.6M$138.6M49.5%132.1M$132.1M43.9%
-CAD-CANADIAN DOLLAR-7.4M$-5.4M-1.5%-7.3M$-5.2M-1.5%-6.9M$-5.0M-1.4%-4.2M$-3.1M-0.8%-6.7M$-4.8M-1.3%-5.2M$-3.8M-1.4%2.0M$1.4M0.5%
-EUR-EURO-6.6M$-7.1M-2.0%-6.5M$-7.1M-2.0%-6.5M$-7.0M-1.9%-5.4M$-6.0M-1.6%-5.4M$-5.8M-1.6%-4.5M$-4.9M-1.7%863.7K$917.0K0.3%
-GBP-BRITISH STERLING POUND-4.5M$-5.9M-1.6%-4.6M$-6.0M-1.7%-4.6M$-6.0M-1.7%-3.5M$-4.6M-1.2%-3.5M$-4.5M-1.3%-3.5M$-4.4M-1.6%5.2M$6.3M2.1%
-JPY-JAPANESE YEN-1.0B$-6.6M-1.8%-994.7M$-6.5M-1.8%-1.0B$-6.6M-1.8%-939.5M$-6.5M-1.8%-790.4M$-5.1M-1.4%-815.3M$-5.2M-1.9%-623.3M$-4.2M-1.4%
ADM4AUDUSD CRNCY FUT JUN24----------------612.0$-40.3M-14.4%---
ADU4AUDUSD CRNCY FUT SEP24------------617.0$40.4M11.2%------
ADZ3AUDUSD CRNCY FUT DEC23-------------------763.0$-48.7M-16.2%
ADZ4AUDUSD CRNCY FUT DEC24626.0$41.2M11.4%710.0$46.9M13.1%877.0$58.4M16.2%899.0$62.3M16.7%---------
BPM4BP CURRENCY FUT JUN24----------------240.0$-18.9M-6.7%---
BPU4BP CURRENCY FUT SEP24------------731.0$58.8M16.3%------
BPZ3BP CURRENCY FUT DEC23-------------------645.0$-49.0M-16.3%
BPZ4BP CURRENCY FUT DEC24726.0$58.8M16.2%726.0$58.8M16.5%726.0$58.9M16.3%743.0$62.1M16.7%---------
C N4CORN FUTURE JUL24----------------815.0$-18.3M-6.5%---
C Z3CORN FUTURE DEC23-------------------867.0$-20.7M-6.9%
C Z4CORN FUTURE DEC24-1.2K$-24.6M-6.8%-1.2K$-24.9M-7.0%-1.2K$-24.5M-6.8%-1.3K$-27.1M-7.3%-1.2K$-23.7M-6.6%------
CDM4C$ CURRENCY FUT JUN24----------------598.0$-43.8M-15.7%---
CDU4C$ CURRENCY FUT SEP24-------------789.0$-57.0M-15.8%------
CDZ3C$ CURRENCY FUT DEC23-------------------667.0$-48.3M-16.0%
CDZ4C$ CURRENCY FUT DEC24-429.0$-30.9M-8.5%-351.0$-25.3M-7.1%-117.0$-8.5M-2.3%39.0$2.9M0.8%---------
CLM4WTI CRUDE FUTURE JUN24---------------225.0$18.6M6.6%---
CLU4WTI CRUDE FUTURE SEP24------------215.0$16.3M4.5%------
CLZ3WTI CRUDE FUTURE DEC23------------------233.0$19.2M6.4%
CLZ4WTI CRUDE FUTURE DEC24-125.0$-8.4M-2.3%-125.0$-9.0M-2.5%-125.0$-8.8M-2.4%-356.0$-24.1M-6.5%---------
CNM4CAN 10YR BOND FUT JUN24----------------781.0$-67.2M-24.0%---
CNU4CAN 10YR BOND FUT SEP24------------738.0$65.2M18.1%------
CNZ3CAN 10YR BOND FUT DEC23-------------------911.0$-75.9M-25.2%
CNZ4CAN 10YR BOND FUT DEC241.0K$90.4M24.9%1.0K$90.4M25.3%1.0K$91.1M25.2%1.0K$95.9M25.8%---------
ECM4EURO FX CURR FUT JUN24----------------327.0$-43.9M-15.7%---
ECU4EURO FX CURR FUT SEP24-------------225.0$-30.5M-8.5%------
ECZ3EURO FX CURR FUT DEC23-------------------371.0$-49.3M-16.4%
ECZ4EURO FX CURR FUT DEC24-104.0$-14.1M-3.9%-62.0$-8.4M-2.3%104.0$14.1M3.9%439.0$61.3M16.5%---------
G M4LONG GILT FUTURE JUN24---------------26.0$3.2M1.1%---
G U4LONG GILT FUTURE SEP24------------595.0$75.5M20.9%------
G Z3LONG GILT FUTURE DEC23-------------------673.0$-75.9M-25.2%
G Z4LONG GILT FUTURE DEC24-310.0$-38.6M-10.6%-241.0$-30.1M-8.4%34.0$4.3M1.2%738.0$97.1M26.1%---------
GCM4GOLD 100 OZ FUTR JUN24---------------83.0$19.6M7.0%---
GCZ3GOLD 100 OZ FUTR DEC23-------------------26.0$-5.2M-1.7%
GCZ4GOLD 100 OZ FUTR DEC2496.0$26.5M7.3%96.0$26.4M7.4%96.0$26.3M7.3%101.0$26.9M7.2%102.0$24.7M6.9%------
HGN4COPPER FUTURE JUL24---------------184.0$21.5M7.7%---
HGU4COPPER FUTURE SEP24------------221.0$22.6M6.3%------
HGZ3COPPER FUTURE DEC23-------------------221.0$-20.2M-6.7%
HGZ4COPPER FUTURE DEC24224.0$24.4M6.7%224.0$24.5M6.9%224.0$24.4M6.8%150.0$17.1M4.6%---------
HOM4NY HARB ULSD FUT JUN24---------------169.0$18.1M6.5%---
HOU4NY HARB ULSD FUT SEP24-------------119.0$-12.0M-3.3%------
HOZ3NY HARB ULSD FUT DEC23------------------156.0$18.9M6.3%
HOZ4NY HARB ULSD FUT DEC24-280.0$-25.2M-6.9%-280.0$-26.4M-7.4%-280.0$-25.8M-7.2%-265.0$-24.1M-6.5%---------
JBM4JPN 10Y BOND(OSE) JUN24----------------10.0$-9.2M-3.3%---
JBU4JPN 10Y BOND(OSE) SEP24-------------102.0$-94.8M-26.3%------
JBZ3JPN 10Y BOND(OSE) DEC23-------------------72.0$-69.7M-23.1%
JBZ4JPN 10Y BOND(OSE) DEC2495.0$89.2M24.6%95.0$89.9M25.2%95.0$90.7M25.1%97.0$97.6M26.2%---------
JYM4JPN YEN CURR FUT JUN24----------------529.0$-42.8M-15.3%---
JYU4JPN YEN CURR FUT SEP24-------------734.0$-60.0M-16.6%------
JYZ3JPN YEN CURR FUT DEC23-------------------581.0$-49.1M-16.3%
JYZ4JPN YEN CURR FUT DEC24-493.0$-40.5M-11.2%-428.0$-35.4M-9.9%-164.0$-13.7M-3.8%702.0$61.7M16.6%---------
LCM4LIVE CATTLE FUTR JUN24----------------233.0$-16.5M-5.9%---
LCZ3LIVE CATTLE FUTR DEC23------------------275.0$20.2M6.7%
LCZ4LIVE CATTLE FUTR DEC24345.0$26.1M7.2%345.0$26.1M7.3%345.0$25.8M7.1%-120.0$-8.9M-2.4%321.0$24.1M6.7%------
NGM24NATURAL GAS FUTR JUN24----------------929.0$-18.9M-6.7%---
NGU24NATURAL GAS FUTR SEP24-------------933.0$-19.0M-5.3%------
NGZ23NATURAL GAS FUTR DEC23-------------------624.0$-20.9M-6.9%
NGZ24NATURAL GAS FUTR DEC24-761.0$-21.8M-6.0%-761.0$-23.5M-6.6%-761.0$-21.4M-5.9%-842.0$-28.2M-7.6%---------
RXM4EURO-BUND FUTURE JUN24----------------253.0$-35.5M-12.7%---
RXU4EURO-BUND FUTURE SEP24-------------398.0$-57.4M-15.9%------
RXZ3EURO-BUND FUTURE DEC23-------------------568.0$-77.6M-25.8%
RXZ4EURO-BUND FUTURE DEC24513.0$73.8M20.4%513.0$73.7M20.6%634.0$91.3M25.3%649.0$97.5M26.2%---------
S H4SOYBEAN FUTURE MAR24-------------------226.0$-14.9M-5.0%
S H5SOYBEAN FUTURE MAR25-469.0$-23.4M-6.5%-469.0$-23.7M-6.6%-469.0$-23.5M-6.5%------------
S N4SOYBEAN FUTURE JUL24----------------308.0$-18.2M-6.5%---
S X4SOYBEAN FUTURE NOV24----------512.0$-27.1M-7.3%-439.0$-22.8M-6.3%------
SBH4SUGAR #11 (WORLD) MAR24------------------697.0$20.9M6.9%
SBH5SUGAR #11 (WORLD) MAR251.0K$24.9M6.9%1.0K$25.1M7.0%1.0K$24.7M6.9%-386.0$-9.7M-2.6%---------
SBN4SUGAR #11 (WORLD) JUL24----------------747.0$-16.5M-5.9%---
SBV4SUGAR #11 (WORLD) OCT24-------------1.1K$-22.7M-6.3%------
SFM4CHF CURRENCY FUT JUN24----------------316.0$-43.6M-15.6%---
SFU4CHF CURRENCY FUT SEP24-------------411.0$-58.3M-16.2%------
SFZ3CHF CURRENCY FUT DEC23-------------------221.0$-30.8M-10.2%
SFZ4CHF CURRENCY FUT DEC2419.0$2.8M0.8%58.0$8.4M2.4%214.0$31.1M8.6%410.0$61.0M16.4%---------
TYZ3US 10YR NOTE (CBT)DEC23-------------------715.0$-75.9M-25.2%
US912796YT03Treasury B 11/02/23------------------40M$40.0M13.3%
US912796ZD42Treasury B 11/30/23------------------40M$39.8M13.2%
US912797FH58Treasury B 05/16/24---------------40M$39.9M14.3%---
US912797FK87Treasury B 11/16/23------------------45M$44.9M14.9%
US912797GW17Treasury B 10/03/24---------55M$55.0M14.8%---------
US912797HH31Treasury B 05/02/24---------------40M$40.0M14.3%---
US912797HN09Treasury B 12/05/23------------------40M$39.8M13.2%
US912797HP56Treasury B 11/29/2455M$54.8M15.1%55M$54.8M15.3%55M$54.7M15.2%55M$54.6M14.7%---------
US912797HS95Treasury B 05/30/24---------------40M$39.8M14.2%---
US912797JZ11Treasury B 06/04/24---------------40M$39.8M14.2%---
US912797KD89Treasury B 08/29/24------------55M$54.8M15.2%------
US912797KW60Treasury B 08/06/24------------55M$54.9M15.2%------
US912797KY27Treasury B 08/20/24------------55M$54.8M15.2%------
US912797LA32Treasury B 09/03/24------------55M$54.7M15.2%------
US912797LT23Treasury B 10/15/24---------55M$54.9M14.8%---------
US912797LV78Treasury B 10/29/24---55M$55.0M15.4%55M$54.9M15.2%55M$54.8M14.7%---------
US912797MA23Treasury B 11/05/2455M$54.9M15.2%55M$54.9M15.4%55M$54.9M15.2%55M$54.8M14.7%---------
US912797MB06Treasury B 11/12/2450M$49.9M13.8%50M$49.9M14.0%50M$49.9M13.8%------------
US912797MN44Treasury B 12/10/2453M$52.7M14.5%53M$52.7M14.8%53M$52.7M14.6%------------
UXYM4US 10YR ULTRA FUT JUN24----------------605.0$-67.1M-24.0%---
UXYU4US 10YR ULTRA FUT SEP24-------------114.0$-13.1M-3.6%------
UXYZ4US 10YR ULTRA FUT DEC24422.0$48.0M13.2%498.0$56.9M15.9%805.0$92.3M25.6%815.0$96.4M25.9%---------
W N4WHEAT FUTURE(CBT) JUL24----------------644.0$-19.6M-7.0%---
W Z3WHEAT FUTURE(CBT) DEC23-------------------763.0$-21.6M-7.2%
W Z4WHEAT FUTURE(CBT) DEC24-872.0$-24.4M-6.7%-872.0$-24.8M-6.9%-872.0$-25.0M-6.9%-928.0$-27.1M-7.3%-812.0$-22.5M-6.2%------
XBM4GASOLINE RBOB FUT JUN24---------------164.0$18.8M6.7%---
XBU4GASOLINE RBOB FUT SEP24------------100.0$10.0M2.8%------
XBZ3GASOLINE RBOB FUT DEC23------------------209.0$19.5M6.5%
XBZ4GASOLINE RBOB FUT DEC24-288.0$-23.3M-6.4%-288.0$-24.6M-6.9%-288.0$-24.0M-6.6%-301.0$-24.1M-6.5%---------
not investment advice - use at own risk - see terms - data by kfa funds

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dbmfwatch

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