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9 min read kmlm-update

KMLM update - 3 nov 2023

KMLM update - 3 nov 2023
dbmfwatch - KMLM | 2023-11-03 | changes found
symboldescriptionsharesvaluepct1d chg1wk chg4wk chg13wk chg
--cash--Cash83.6M$83.6M29.1%-8.4% | -8.4%-6.2% | -6.2%-3.5% | -3.5%0.7% | 0.7%
-CAD-CANADIAN DOLLAR-466.7K$-341.4K-0.1%-167.7% | -168.0%-127.4% | -127.8%-115.7% | -115.7%62.7% | 63.5%
-EUR-EURO-154.9K$-166.2K-0.1%-178.0% | -178.8%-117.1% | -117.3%-111.9% | -112.0%61.4% | 62.4%
-GBP-BRITISH STERLING POUND3.4M$4.2M1.4%-15.5% | -14.4%-32.7% | -31.3%-37.8% | -37.1%-8.1% | -10.8%
-JPY-JAPANESE YEN-612.2M$-4.1M-1.4%0% | -0.7%3.8% | 3.7%9.3% | 9.3%2.2% | 7.2%
ADZ3AUDUSD CRNCY FUT DEC23-764.0$-49.9M-17.3%0.5% | -0.8%-1.7% | -4.6%-0.7% | -2.4%-
BPZ3BP CURRENCY FUT DEC23-639.0$-49.5M-17.2%0.6% | -0.8%-0.6% | -2.8%-2.16K% | -2.18K%-
C Z3CORN FUTURE DEC23-851.0$-20.3M-7.1%0.6% | -0.9%0.2% | 1.0%1.3% | 4.2%-23.0% | -18.0%
CDZ3C$ CURRENCY FUT DEC23-673.0$-49.3M-17.2%0.4% | -0.2%-2.6% | -4.2%-25.3% | -25.2%-
CLZ3WTI CRUDE FUTURE DEC23251.0$20.2M7.0%-0.8% | -3.1%9.6% | 3.2%8.7% | 7.6%-
CNZ3CAN 10YR BOND FUT DEC23-920.0$-79.3M-27.6%0.5% | -1.0%-2.6% | -6.2%-1.4% | -4.7%-
ECZ3EURO FX CURR FUT DEC23-366.0$-49.2M-17.1%0.5% | -0.5%-0.3% | -1.8%0.8% | -0.4%-
G Z3LONG GILT FUTURE DEC23-673.0$-79.4M-27.6%0.4% | -1.9%-1.7% | -6.5%-0.6% | -5.0%-
GCZ3GOLD 100 OZ FUTR DEC2315.0$3.0M1.0%200.0% | 200.9%141.7% | 141.7%140.5% | 143.9%-83.0% | -82.8%
HGZ3COPPER FUTURE DEC23-223.0$-20.5M-7.1%0.4% | 0.2%-2.3% | -3.3%-1.4% | -2.9%-
HOZ3NY HARB ULSD FUT DEC23167.0$20.5M7.1%-0.6% | -3.9%9.2% | 7.5%7.7% | 11.5%-
JBZ3JPN 10Y BOND(OSE) DEC23-73.0$-70.4M-24.5%0% | -0.7%-2.8% | -2.6%-1.93K% | -1.91K%-
JYZ3JPN YEN CURR FUT DEC23-584.0$-49.2M-17.1%0.5% | -0.2%-2.1% | -2.1%-1.0% | -0.6%-
LCZ3LIVE CATTLE FUTR DEC23277.0$20.4M7.1%-0.7% | -1.1%2.2% | 3.1%1.5% | -0.1%14.9% | 13.0%
NGZ23NATURAL GAS FUTR DEC23-570.0$-20.0M-7.0%0.5% | -0.7%7.2% | 6.3%8.2% | 11.4%-
RXZ3EURO-BUND FUTURE DEC23-558.0$-78.1M-27.2%0.5% | -0.9%0.2% | -2.8%1.2% | -2.1%-
S H4SOYBEAN FUTURE MAR24-190.0$-13.0M-4.5%14.0% | 12.5%1.0% | -1.4%--
SBH4SUGAR #11 (WORLD) MAR24671.0$20.9M7.3%-0.6% | 0.5%-2.2% | -0.6%-3.2% | 0.6%-
SFZ3CHF CURRENCY FUT DEC23-218.0$-30.5M-10.6%0.5% | -0.4%0% | -0.3%-1.18K% | -1.19K%-
TYZ3US 10YR NOTE (CBT)DEC23-718.0$-77.8M-27.1%0.4% | -0.4%-2.0% | -3.8%-1.0% | -2.4%-
US912796ZD42Treasury B 11/30/2340M$39.9M13.9%0% | 0%0% | 0.1%0% | 0.4%-
US912796ZN24Treasury B 12/28/2340M$39.7M13.8%0% | 0%---
US912797FK87Treasury B 11/16/2345M$44.9M15.6%0% | 0%0% | 0.1%0% | 0.4%-
US912797HL43Treasury B 11/21/2340M$39.9M13.9%0% | 0%---
US912797HN09Treasury B 12/05/2340M$39.8M13.9%0% | 0%0% | 0.1%--
W Z3WHEAT FUTURE(CBT) DEC23-732.0$-21.0M-7.3%0.5% | -0.7%2.5% | 3.0%3.6% | 2.8%-42.7% | -23.7%
XBZ3GASOLINE RBOB FUT DEC23219.0$20.2M7.0%-0.5% | -2.4%6.3% | 1.9%5.3% | 7.2%-
not investment advice - use at own risk - see terms - data by kfa funds
dbmfwatch - KMLM | 2023-11-03 | history
2023-11-03 2023-11-02 (1d)2023-10-27 (1wk)2023-10-06 (4wk)2023-08-04 (13wk)2023-05-05 (26wk)
symboldescriptionsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepct
--cash--Cash83.6M$83.6M29.1%91.3M$91.3M30.7%89.2M$89.2M30.0%86.7M$86.7M29.2%83.1M$83.1M31.8%109.7M$109.7M39.0%
-CAD-CANADIAN DOLLAR-466.7K$-341.4K-0.1%689.6K$501.9K0.2%1.7M$1.2M0.4%3.0M$2.2M0.7%-1.3M$-935.8K-0.4%-518.0K$-387.0K-0.1%
-EUR-EURO-154.9K$-166.2K-0.1%198.5K$210.9K0.1%908.4K$960.1K0.3%1.3M$1.4M0.5%-401.2K$-441.6K-0.2%-1.9M$-2.1M-0.8%
-GBP-BRITISH STERLING POUND3.4M$4.2M1.4%4.0M$4.9M1.6%5.0M$6.1M2.0%5.4M$6.7M2.2%3.7M$4.7M1.8%31.2K$39.4K0%
-JPY-JAPANESE YEN-612.2M$-4.1M-1.4%-612.2M$-4.1M-1.4%-636.1M$-4.3M-1.4%-674.6M$-4.5M-1.5%-626.1M$-4.4M-1.7%-546.6M$-4.1M-1.4%
ADM3AUDUSD CRNCY FUT JUN23----------------686.0$-46.4M-16.5%
ADU3AUDUSD CRNCY FUT SEP23-------------90.0$-5.9M-2.3%---
ADZ3AUDUSD CRNCY FUT DEC23-764.0$-49.9M-17.3%-768.0$-49.5M-16.7%-751.0$-47.7M-16.0%-759.0$-48.7M-16.4%------
BPM3BP CURRENCY FUT JUN23---------------578.0$45.7M16.2%
BPU3BP CURRENCY FUT SEP23------------527.0$42.0M16.1%---
BPZ3BP CURRENCY FUT DEC23-639.0$-49.5M-17.2%-643.0$-49.1M-16.5%-635.0$-48.1M-16.2%31.0$2.4M0.8%------
C N3CORN FUTURE JUL23----------------342.0$-10.2M-3.6%
C Z3CORN FUTURE DEC23-851.0$-20.3M-7.1%-856.0$-20.1M-6.8%-853.0$-20.5M-6.9%-862.0$-21.2M-7.2%-692.0$-17.2M-6.6%---
CDM3C$ CURRENCY FUT JUN23----------------615.0$-46.0M-16.3%
CDU3C$ CURRENCY FUT SEP23------------557.0$41.6M15.9%---
CDZ3C$ CURRENCY FUT DEC23-673.0$-49.3M-17.2%-676.0$-49.2M-16.6%-656.0$-47.3M-15.9%-537.0$-39.4M-13.3%------
CLM3WTI CRUDE FUTURE JUN23----------------248.0$-17.7M-6.3%
CLU3WTI CRUDE FUTURE SEP23-------------31.0$-2.6M-1.0%---
CLZ3WTI CRUDE FUTURE DEC23251.0$20.2M7.0%253.0$20.9M7.0%229.0$19.6M6.6%231.0$18.8M6.3%------
CNM3CAN 10YR BOND FUT JUN23---------------621.0$58.3M20.7%
CNU3CAN 10YR BOND FUT SEP23-------------729.0$-65.2M-25.0%---
CNZ3CAN 10YR BOND FUT DEC23-920.0$-79.3M-27.6%-925.0$-78.5M-26.4%-897.0$-74.7M-25.1%-907.0$-75.7M-25.5%------
ECM3EURO FX CURR FUT JUN23---------------329.0$45.5M16.1%
ECU3EURO FX CURR FUT SEP23------------307.0$42.3M16.2%---
ECZ3EURO FX CURR FUT DEC23-366.0$-49.2M-17.1%-368.0$-49.0M-16.5%-365.0$-48.3M-16.2%-369.0$-49.0M-16.5%------
G M3LONG GILT FUTURE JUN23----------------560.0$-71.4M-25.4%
G U3LONG GILT FUTURE SEP23-------------538.0$-65.0M-24.9%---
G Z3LONG GILT FUTURE DEC23-673.0$-79.4M-27.6%-676.0$-77.9M-26.2%-662.0$-74.5M-25.0%-669.0$-75.6M-25.5%------
GCM3GOLD 100 OZ FUTR JUN23---------------95.0$19.2M6.8%
GCZ3GOLD 100 OZ FUTR DEC2315.0$3.0M1.0%5.0$996.8K0.3%-36.0$-7.2M-2.4%-37.0$-6.8M-2.3%88.0$17.4M6.7%---
HGN3COPPER FUTURE JUL23---------------196.0$19.0M6.8%
HGU3COPPER FUTURE SEP23------------143.0$13.8M5.3%---
HGZ3COPPER FUTURE DEC23-223.0$-20.5M-7.1%-224.0$-20.6M-6.9%-218.0$-19.9M-6.7%-220.0$-20.0M-6.7%------
HOM3NY HARB ULSD FUT JUN23----------------191.0$-18.6M-6.6%
HOU3NY HARB ULSD FUT SEP23-------------47.0$-6.0M-2.3%---
HOZ3NY HARB ULSD FUT DEC23167.0$20.5M7.1%168.0$21.3M7.2%153.0$19.1M6.4%155.0$18.4M6.2%------
JBM3JPN 10Y BOND(OSE) JUN23---------------64.0$70.5M25.0%
JBU3JPN 10Y BOND(OSE) SEP23------------64.0$66.0M25.3%---
JBZ3JPN 10Y BOND(OSE) DEC23-73.0$-70.4M-24.5%-73.0$-69.9M-23.5%-71.0$-68.6M-23.0%4.0$3.9M1.3%------
JYM3JPN YEN CURR FUT JUN23----------------398.0$-37.1M-13.2%
JYU3JPN YEN CURR FUT SEP23-------------478.0$-42.4M-16.2%---
JYZ3JPN YEN CURR FUT DEC23-584.0$-49.2M-17.1%-587.0$-49.1M-16.5%-572.0$-48.2M-16.2%-578.0$-48.9M-16.5%------
LCM3LIVE CATTLE FUTR JUN23---------------288.0$18.7M6.6%
LCZ3LIVE CATTLE FUTR DEC23277.0$20.4M7.1%279.0$20.6M6.9%271.0$19.8M6.6%273.0$20.4M6.9%241.0$18.0M6.9%---
NGM23NATURAL GAS FUTR JUN23----------------792.0$-16.9M-6.0%
NGU23NATURAL GAS FUTR SEP23-------------674.0$-17.4M-6.6%---
NGZ23NATURAL GAS FUTR DEC23-570.0$-20.0M-7.0%-573.0$-19.9M-6.7%-614.0$-21.4M-7.2%-621.0$-22.6M-7.6%------
RXM3EURO-BUND FUTURE JUN23----------------478.0$-71.6M-25.4%
RXU3EURO-BUND FUTURE SEP23-------------454.0$-66.0M-25.3%---
RXZ3EURO-BUND FUTURE DEC23-558.0$-78.1M-27.2%-561.0$-77.4M-26.1%-559.0$-76.0M-25.5%-565.0$-76.5M-25.8%------
S H4SOYBEAN FUTURE MAR24-190.0$-13.0M-4.5%-221.0$-14.8M-5.0%-192.0$-12.8M-4.3%---------
S N3SOYBEAN FUTURE JUL23---------------38.0$2.7M1.0%
S X3SOYBEAN FUTURE NOV23---------138.0$8.7M2.9%267.0$17.8M6.8%---
SBH4SUGAR #11 (WORLD) MAR24671.0$20.9M7.3%675.0$20.8M7.0%686.0$21.0M7.1%693.0$20.8M7.0%------
SBN3SUGAR #11 (WORLD) JUL23---------------646.0$19.0M6.8%
SBV3SUGAR #11 (WORLD) OCT23------------658.0$17.5M6.7%---
SFM3CHF CURRENCY FUT JUN23---------------323.0$45.6M16.2%
SFU3CHF CURRENCY FUT SEP23------------294.0$42.3M16.2%---
SFZ3CHF CURRENCY FUT DEC23-218.0$-30.5M-10.6%-219.0$-30.4M-10.2%-218.0$-30.4M-10.2%-17.0$-2.4M-0.8%------
TYM3US 10YR NOTE (CBT)JUN23----------------442.0$-51.1M-18.2%
TYU3US 10YR NOTE (CBT)SEP23-------------596.0$-66.2M-25.4%---
TYZ3US 10YR NOTE (CBT)DEC23-718.0$-77.8M-27.1%-721.0$-77.5M-26.1%-704.0$-74.9M-25.2%-711.0$-76.0M-25.6%------
US912796W472Treasury B 05/18/23---------------35M$35.0M12.4%
US912796XY07Treasury B 08/10/23------------40M$40.0M15.3%40M$39.5M14.0%
US912796YH64Treasury B 09/07/23------------40M$39.8M15.2%---
US912796YJ21Treasury B 10/05/23------------40M$39.7M15.2%40M$39.2M13.9%
US912796YT03Treasury B 11/02/23------40M$40.0M13.4%40M$39.9M13.4%------
US912796Z517Treasury B 08/31/23------------40M$39.9M15.3%---
US912796ZD42Treasury B 11/30/2340M$39.9M13.9%40M$39.8M13.4%40M$39.8M13.4%40M$39.7M13.4%------
US912796ZE25Treasury B 05/11/23---------------30M$30.0M10.7%
US912796ZN24Treasury B 12/28/2340M$39.7M13.8%40M$39.7M13.4%------------
US912797FA06Treasury B 10/12/23---------40M$40.0M13.5%------
US912797FK87Treasury B 11/16/2345M$44.9M15.6%45M$44.9M15.1%45M$44.9M15.1%45M$44.8M15.1%------
US912797FM44Treasury B 06/06/23---------------35M$34.8M12.4%
US912797GG66Treasury B 08/15/23------------20M$20.0M7.6%---
US912797HD27Treasury B 10/31/23------40M$40.0M13.4%40M$39.9M13.4%------
US912797HL43Treasury B 11/21/2340M$39.9M13.9%40M$39.9M13.4%------------
US912797HN09Treasury B 12/05/2340M$39.8M13.9%40M$39.8M13.4%40M$39.8M13.4%---------
W N3WHEAT FUTURE(CBT) JUL23----------------602.0$-19.9M-7.1%
W Z3WHEAT FUTURE(CBT) DEC23-732.0$-21.0M-7.3%-736.0$-20.8M-7.0%-751.0$-21.6M-7.3%-759.0$-21.6M-7.3%-513.0$-16.9M-6.5%---
XBM3GASOLINE RBOB FUT JUN23----------------60.0$-6.0M-2.1%
XBU3GASOLINE RBOB FUT SEP23------------146.0$17.1M6.5%---
XBZ3GASOLINE RBOB FUT DEC23219.0$20.2M7.0%220.0$20.8M7.0%206.0$19.9M6.7%208.0$18.9M6.4%------
not investment advice - use at own risk - see terms - data by kfa funds

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dbmfwatch

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