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9 min read kmlm-update

KMLM update - 31 oct 2023

KMLM update - 31 oct 2023
dbmfwatch - KMLM | 2023-10-31 | changes found
symboldescriptionsharesvaluepct1d chg1wk chg4wk chg13wk chg
--cash--Cash93.4M$93.4M30.9%-29.3% | -29.3%6.2% | 6.2%-5.1% | -5.1%10.6% | 10.6%
-CAD-CANADIAN DOLLAR2.2M$1.6M0.5%13.5% | 13.1%-2.2% | -3.2%-43.7% | -44.4%393.5% | 381.2%
-EUR-EURO716.1K$757.7K0.2%-17.1% | -17.4%-25.3% | -25.4%-57.3% | -56.8%244.2% | 238.9%
-GBP-BRITISH STERLING POUND4.8M$5.9M1.9%-6.8% | -6.9%-6.0% | -6.1%-9.8% | -9.2%37.2% | 30.5%
-JPY-JAPANESE YEN-588.0M$-3.9M-1.3%5.7% | 7.2%10.3% | 11.3%11.8% | 13.4%-1.0% | 4.4%
ADZ3AUDUSD CRNCY FUT DEC23-758.0$-48.1M-15.9%0.7% | 1.2%-0.9% | -0.7%0.1% | -0.4%-
BPZ3BP CURRENCY FUT DEC23-641.0$-48.7M-16.1%0.6% | 0.7%-0.9% | -0.9%-399.5% | -401.1%-
C Z3CORN FUTURE DEC23-861.0$-20.6M-6.8%0.7% | 0.6%-0.9% | 0.2%0.1% | 1.9%-24.4% | -17.4%
CDZ3C$ CURRENCY FUT DEC23-663.0$-47.8M-15.8%0.6% | 0.9%-1.1% | -0.1%-23.5% | -22.0%-
CLZ3WTI CRUDE FUTURE DEC23231.0$18.7M6.2%-0.9% | -2.4%0.9% | -2.4%0% | -7.3%-
CNZ3CAN 10YR BOND FUT DEC23-905.0$-75.0M-24.8%0.7% | 1.2%-0.9% | 0.1%0.2% | -0.3%-
ECZ3EURO FX CURR FUT DEC23-369.0$-48.9M-16.2%0.5% | 0.9%-1.1% | -1.0%-10.5% | -11.5%-
G Z3LONG GILT FUTURE DEC23-668.0$-75.6M-25.0%0.7% | 0.3%-0.9% | -1.3%0.1% | -1.3%-
GCZ3GOLD 100 OZ FUTR DEC23-16.0$-3.2M-1.1%38.5% | 38.8%76.1% | 76.0%-220.0% | -246.6%-118.2% | -118.3%
HGZ3COPPER FUTURE DEC23-220.0$-20.1M-6.6%0.5% | 0.7%-0.9% | -1.6%-23.6% | -24.6%-
HOZ3NY HARB ULSD FUT DEC23155.0$18.9M6.3%-0.6% | 0.3%1.3% | -0.5%0% | -5.7%-
JBZ3JPN 10Y BOND(OSE) DEC23-72.0$-68.3M-22.6%0% | 2.0%-14.3% | -12.2%-376.9% | -369.5%-
JYZ3JPN YEN CURR FUT DEC23-578.0$-48.0M-15.9%0.5% | 2.3%-1.0% | 0.2%0% | 2.3%-
LCZ3LIVE CATTLE FUTR DEC23273.0$20.0M6.6%-0.7% | -0.6%0.7% | 3.5%0% | -1.1%-
NGZ23NATURAL GAS FUTR DEC23-620.0$-22.2M-7.3%0.6% | -6.0%-1.0% | -8.7%0.2% | -7.7%-
RXZ3EURO-BUND FUTURE DEC23-564.0$-77.0M-25.5%0.7% | 0.8%-0.9% | -1.1%0.2% | -2.2%-
S H4SOYBEAN FUTURE MAR24-224.0$-14.8M-4.9%0.9% | 0.7%---
SBH4SUGAR #11 (WORLD) MAR24692.0$21.0M7.0%-0.7% | 0.5%0.9% | -0.7%-0.1% | 5.4%-
SFZ3CHF CURRENCY FUT DEC23-220.0$-30.4M-10.1%0.5% | 1.3%12.4% | 13.9%-358.8% | -361.3%-
TYZ3US 10YR NOTE (CBT)DEC23-710.0$-75.4M-25.0%0.7% | 0.7%-0.9% | -0.7%0.1% | 0.6%-
US912796YT03Treasury B 11/02/2340M$40.0M13.2%0% | 0%0% | 0.1%0% | 0.4%-
US912796ZD42Treasury B 11/30/2340M$39.8M13.2%0% | 0%0% | 0.1%0% | 0.4%-
US912796ZN24Treasury B 12/28/2340M$39.7M13.1%----
US912797FK87Treasury B 11/16/2345M$44.9M14.9%0% | 0%0% | 0.1%--
US912797HN09Treasury B 12/05/2340M$39.8M13.2%0% | 0%0% | 0.1%--
W Z3WHEAT FUTURE(CBT) DEC23-758.0$-21.1M-7.0%0.7% | 2.4%-0.9% | 3.3%0.1% | 2.3%-47.8% | -21.2%
XBZ3GASOLINE RBOB FUT DEC23208.0$19.4M6.4%-0.5% | -0.5%1.0% | -0.6%0% | -4.1%-
not investment advice - use at own risk - see terms - data by kfa funds
dbmfwatch - KMLM | 2023-10-31 | history
2023-10-31 2023-10-30 (1d)2023-10-24 (1wk)2023-10-03 (4wk)2023-08-01 (13wk)2023-05-02 (26wk)
symboldescriptionsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepct
--cash--Cash93.4M$93.4M30.9%132.1M$132.1M43.9%87.9M$87.9M29.6%98.4M$98.4M32.3%84.4M$84.4M32.1%102.9M$102.9M37.5%
-CAD-CANADIAN DOLLAR2.2M$1.6M0.5%2.0M$1.4M0.5%2.3M$1.7M0.6%3.9M$2.9M0.9%-756.6K$-569.3K-0.2%-73.9K$-54.3K0%
-EUR-EURO716.1K$757.7K0.2%863.7K$917.0K0.3%958.7K$1.0M0.3%1.7M$1.8M0.6%-496.6K$-545.4K-0.2%-2.1M$-2.3M-0.8%
-GBP-BRITISH STERLING POUND4.8M$5.9M1.9%5.2M$6.3M2.1%5.1M$6.3M2.1%5.4M$6.5M2.1%3.5M$4.5M1.7%-540.0K$-673.8K-0.2%
-JPY-JAPANESE YEN-588.0M$-3.9M-1.3%-623.3M$-4.2M-1.4%-655.5M$-4.4M-1.5%-666.7M$-4.5M-1.5%-581.9M$-4.1M-1.5%-546.6M$-4.0M-1.5%
ADM3AUDUSD CRNCY FUT JUN23----------------667.0$-44.5M-16.2%
ADU3AUDUSD CRNCY FUT SEP23-------------90.0$-6.0M-2.3%---
ADZ3AUDUSD CRNCY FUT DEC23-758.0$-48.1M-15.9%-763.0$-48.7M-16.2%-751.0$-47.8M-16.1%-759.0$-48.0M-15.8%------
BPM3BP CURRENCY FUT JUN23---------------562.0$43.8M16.0%
BPU3BP CURRENCY FUT SEP23------------527.0$42.1M16.0%---
BPZ3BP CURRENCY FUT DEC23-641.0$-48.7M-16.1%-645.0$-49.0M-16.3%-635.0$-48.3M-16.3%214.0$16.2M5.3%------
C N3CORN FUTURE JUL23----------------332.0$-9.6M-3.5%
C Z3CORN FUTURE DEC23-861.0$-20.6M-6.8%-867.0$-20.7M-6.9%-853.0$-20.6M-7.0%-862.0$-21.0M-6.9%-692.0$-17.6M-6.7%---
CDM3C$ CURRENCY FUT JUN23----------------598.0$-43.9M-16.0%
CDU3C$ CURRENCY FUT SEP23------------557.0$41.9M15.9%---
CDZ3C$ CURRENCY FUT DEC23-663.0$-47.8M-15.8%-667.0$-48.3M-16.0%-656.0$-47.8M-16.1%-537.0$-39.2M-12.9%------
CLM3WTI CRUDE FUTURE JUN23----------------242.0$-17.3M-6.3%
CLU3WTI CRUDE FUTURE SEP23-------------93.0$-7.6M-2.9%---
CLZ3WTI CRUDE FUTURE DEC23231.0$18.7M6.2%233.0$19.2M6.4%229.0$19.2M6.5%231.0$20.2M6.6%------
CNM3CAN 10YR BOND FUT JUN23---------------604.0$56.1M20.4%
CNU3CAN 10YR BOND FUT SEP23-------------729.0$-65.3M-24.8%---
CNZ3CAN 10YR BOND FUT DEC23-905.0$-75.0M-24.8%-911.0$-75.9M-25.2%-897.0$-75.0M-25.3%-907.0$-74.8M-24.6%------
ECM3EURO FX CURR FUT JUN23---------------320.0$44.1M16.1%
ECU3EURO FX CURR FUT SEP23------------307.0$42.2M16.1%---
ECZ3EURO FX CURR FUT DEC23-369.0$-48.9M-16.2%-371.0$-49.3M-16.4%-365.0$-48.4M-16.3%-334.0$-43.9M-14.4%------
G M3LONG GILT FUTURE JUN23----------------544.0$-69.2M-25.2%
G U3LONG GILT FUTURE SEP23-------------538.0$-65.4M-24.9%---
G Z3LONG GILT FUTURE DEC23-668.0$-75.6M-25.0%-673.0$-75.9M-25.2%-662.0$-74.6M-25.1%-669.0$-74.6M-24.5%------
GCM3GOLD 100 OZ FUTR JUN23---------------93.0$18.8M6.9%
GCZ3GOLD 100 OZ FUTR DEC23-16.0$-3.2M-1.1%-26.0$-5.2M-1.7%-67.0$-13.3M-4.5%-5.0$-920.8K-0.3%88.0$17.4M6.6%---
HGN3COPPER FUTURE JUL23---------------191.0$18.4M6.7%
HGU3COPPER FUTURE SEP23------------127.0$12.4M4.7%---
HGZ3COPPER FUTURE DEC23-220.0$-20.1M-6.6%-221.0$-20.2M-6.7%-218.0$-19.8M-6.7%-178.0$-16.1M-5.3%------
HOM3NY HARB ULSD FUT JUN23----------------186.0$-17.9M-6.5%
HOU3NY HARB ULSD FUT SEP23-------------88.0$-11.2M-4.2%---
HOZ3NY HARB ULSD FUT DEC23155.0$18.9M6.3%156.0$18.9M6.3%153.0$19.0M6.4%155.0$20.1M6.6%------
JBM3JPN 10Y BOND(OSE) JUN23---------------64.0$69.6M25.4%
JBU3JPN 10Y BOND(OSE) SEP23------------64.0$65.6M25.0%---
JBZ3JPN 10Y BOND(OSE) DEC23-72.0$-68.3M-22.6%-72.0$-69.7M-23.1%-63.0$-60.8M-20.5%26.0$25.3M8.3%------
JYM3JPN YEN CURR FUT JUN23----------------251.0$-23.1M-8.4%
JYU3JPN YEN CURR FUT SEP23-------------478.0$-42.0M-16.0%---
JYZ3JPN YEN CURR FUT DEC23-578.0$-48.0M-15.9%-581.0$-49.1M-16.3%-572.0$-48.1M-16.2%-578.0$-49.1M-16.1%------
LCM3LIVE CATTLE FUTR JUN23---------------280.0$18.2M6.7%
LCQ3LIVE CATTLE FUTR AUG23------------249.0$17.9M6.8%---
LCZ3LIVE CATTLE FUTR DEC23273.0$20.0M6.6%275.0$20.2M6.7%271.0$19.4M6.5%273.0$20.3M6.7%------
NGM23NATURAL GAS FUTR JUN23----------------770.0$-17.0M-6.2%
NGU23NATURAL GAS FUTR SEP23-------------674.0$-17.3M-6.6%---
NGZ23NATURAL GAS FUTR DEC23-620.0$-22.2M-7.3%-624.0$-20.9M-6.9%-614.0$-20.4M-6.9%-621.0$-20.6M-6.8%------
RXM3EURO-BUND FUTURE JUN23----------------465.0$-69.7M-25.4%
RXU3EURO-BUND FUTURE SEP23-------------454.0$-65.9M-25.1%---
RXZ3EURO-BUND FUTURE DEC23-564.0$-77.0M-25.5%-568.0$-77.6M-25.8%-559.0$-76.1M-25.6%-565.0$-75.3M-24.7%------
S H4SOYBEAN FUTURE MAR24-224.0$-14.8M-4.9%-226.0$-14.9M-5.0%------------
S N3SOYBEAN FUTURE JUL23---------------112.0$7.9M2.9%
S X3SOYBEAN FUTURE NOV23-------106.0$-6.9M-2.3%230.0$14.6M4.8%267.0$17.9M6.8%---
SBH4SUGAR #11 (WORLD) MAR24692.0$21.0M7.0%697.0$20.9M6.9%686.0$21.2M7.1%693.0$19.9M6.5%------
SBN3SUGAR #11 (WORLD) JUL23---------------629.0$17.7M6.5%
SBV3SUGAR #11 (WORLD) OCT23------------658.0$18.0M6.8%---
SFM3CHF CURRENCY FUT JUN23---------------314.0$44.2M16.1%
SFU3CHF CURRENCY FUT SEP23------------294.0$42.2M16.0%---
SFZ3CHF CURRENCY FUT DEC23-220.0$-30.4M-10.1%-221.0$-30.8M-10.2%-251.0$-35.3M-11.9%85.0$11.6M3.8%------
TYM3US 10YR NOTE (CBT)JUN23----------------430.0$-49.7M-18.1%
TYU3US 10YR NOTE (CBT)SEP23-------------596.0$-66.1M-25.1%---
TYZ3US 10YR NOTE (CBT)DEC23-710.0$-75.4M-25.0%-715.0$-75.9M-25.2%-704.0$-74.9M-25.2%-711.0$-75.8M-24.9%------
US912796XY07Treasury B 08/10/23------------40M$40.0M15.2%40M$39.4M14.4%
US912796YH64Treasury B 09/07/23------------40M$39.8M15.1%---
US912796YJ21Treasury B 10/05/23---------40M$40.0M13.1%40M$39.6M15.1%40M$39.2M14.3%
US912796YT03Treasury B 11/02/2340M$40.0M13.2%40M$40.0M13.3%40M$40.0M13.5%40M$39.8M13.1%------
US912796YW32Treasury B 05/04/23---------------35M$35.0M12.8%
US912796Z517Treasury B 08/31/23------------40M$39.8M15.2%---
US912796ZD42Treasury B 11/30/2340M$39.8M13.2%40M$39.8M13.2%40M$39.8M13.4%40M$39.7M13.0%------
US912796ZE25Treasury B 05/11/23---------------30M$30.0M10.9%
US912796ZN24Treasury B 12/28/2340M$39.7M13.1%---------------
US912797FA06Treasury B 10/12/23---------40M$40.0M13.1%------
US912797FK87Treasury B 11/16/2345M$44.9M14.9%45M$44.9M14.9%45M$44.9M15.1%---------
US912797FM44Treasury B 06/06/23---------------35M$34.8M12.7%
US912797GG66Treasury B 08/15/23------------20M$20.0M7.6%---
US912797HD27Treasury B 10/31/23------40M$40.0M13.5%40M$39.8M13.1%------
US912797HN09Treasury B 12/05/2340M$39.8M13.2%40M$39.8M13.2%40M$39.8M13.4%---------
W N3WHEAT FUTURE(CBT) JUL23----------------586.0$-17.9M-6.5%
W Z3WHEAT FUTURE(CBT) DEC23-758.0$-21.1M-7.0%-763.0$-21.6M-7.2%-751.0$-21.8M-7.3%-759.0$-21.6M-7.1%-513.0$-17.4M-6.6%---
XBM3GASOLINE RBOB FUT JUN23----------------58.0$-5.9M-2.2%
XBU3GASOLINE RBOB FUT SEP23------------146.0$17.6M6.7%---
XBZ3GASOLINE RBOB FUT DEC23208.0$19.4M6.4%209.0$19.5M6.5%206.0$19.5M6.6%208.0$20.2M6.6%------
not investment advice - use at own risk - see terms - data by kfa funds

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dbmfwatch

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