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9 min read kmlm-update

KMLM update - 7 aug 2023

KMLM update - 7 aug 2023
dbmfwatch - KMLM | 2023-08-07 | changes found
symboldescriptionsharesvaluepct1d chg1wk chg4wk chg13wk chg
--cash--Cash81.5M$81.5M31.3%-1.9% | -1.9%-2.8% | -2.8%-11.2% | -11.2%-24.6% | -24.6%
-CAD-CANADIAN DOLLAR-1.3M$-936.9K-0.4%0% | -0.1%14.5% | 15.6%15.2% | 15.8%-54.7% | -54.7%
-EUR-EURO-305.9K$-336.7K-0.1%23.8% | 23.8%64.0% | 64.0%-5.70K% | -5.70K%82.7% | 82.7%
-GBP-BRITISH STERLING POUND4.0M$5.1M1.9%8.2% | 8.6%33.8% | 33.3%-16.9% | -17.4%12.68K% | 12.85K%
-JPY-JAPANESE YEN-610.7M$-4.3M-1.7%2.5% | 2.9%-2.1% | -2.0%-11.1% | -10.2%-14.5% | -8.7%
ADU3AUDUSD CRNCY FUT SEP23-90.0$-5.9M-2.3%0% | 0%0% | 2.2%71.9% | 72.3%-
BPU3BP CURRENCY FUT SEP23527.0$42.1M16.2%0% | 0.2%-0.8% | -1.2%2.5% | 1.9%-
C Z3CORN FUTURE DEC23-692.0$-17.2M-6.6%0% | 0.3%3.2% | 6.5%-319.4% | -316.2%-
CDU3C$ CURRENCY FUT SEP23557.0$41.7M16.0%0% | 0.1%-0.2% | -1.6%66.8% | 65.6%-
CLU3WTI CRUDE FUTURE SEP23-10.0$-819.4K-0.3%67.7% | 68.1%92.4% | 92.4%95.9% | 95.4%-
CNU3CAN 10YR BOND FUT SEP23-729.0$-65.3M-25.1%0% | -0.1%-2.0% | -0.3%-5.3% | -4.4%-
ECU3EURO FX CURR FUT SEP23307.0$42.3M16.3%0% | 0%-0.3% | -0.3%3.0% | 2.9%-
G U3LONG GILT FUTURE SEP23-538.0$-64.9M-24.9%0% | 0.3%1.6% | 3.9%-1.7% | -2.7%-
GCZ3GOLD 100 OZ FUTR DEC2388.0$17.3M6.7%0% | -0.3%-2.2% | -4.1%--
HGU3COPPER FUTURE SEP23160.0$15.3M5.9%11.9% | 10.9%36.8% | 30.8%105.1% | 107.9%-
HOU3NY HARB ULSD FUT SEP23-34.0$-4.3M-1.7%27.7% | 28.8%72.4% | 72.1%79.6% | 75.8%-
JBU3JPN 10Y BOND(OSE) SEP2364.0$65.9M25.3%0% | -0.3%0% | -0.3%3.2% | 1.7%-
JYU3JPN YEN CURR FUT SEP23-478.0$-42.2M-16.2%0% | 0.4%0.6% | 0.8%-2.6% | -1.3%-
LCZ3LIVE CATTLE FUTR DEC23241.0$17.9M6.9%0% | -0.7%---
NGU23NATURAL GAS FUTR SEP23-674.0$-18.4M-7.1%0% | -5.7%-5.6% | -9.3%-9.2% | -12.7%-
RXU3EURO-BUND FUTURE SEP23-454.0$-65.9M-25.3%0% | 0.2%0% | 0.8%-3.4% | -4.1%-
S X3SOYBEAN FUTURE NOV23267.0$17.4M6.7%0% | -2.3%12.2% | 9.7%337.7% | 323.6%-
SBV3SUGAR #11 (WORLD) OCT23658.0$17.5M6.7%0% | 0.2%-5.1% | -6.5%-1.9% | -0.7%-
SFU3CHF CURRENCY FUT SEP23294.0$42.3M16.2%0% | 0%-2.0% | -2.2%1.4% | 2.5%-
TYU3US 10YR NOTE (CBT)SEP23-596.0$-66.2M-25.4%0% | 0%-1.2% | -0.9%-4.4% | -4.4%-
US912796XY07Treasury B 08/10/2340M$40.0M15.4%0% | 0%0% | 0.1%0% | 0.4%0% | 1.3%
US912796YH64Treasury B 09/07/2340M$39.8M15.3%0% | 0%0% | 0.1%--
US912796YJ21Treasury B 10/05/2340M$39.7M15.2%0% | 0%0% | 0.1%0% | 0.4%0% | 1.2%
US912796Z517Treasury B 08/31/2340M$39.9M15.3%0% | 0%0% | 0.1%--
US912797GG66Treasury B 08/15/2320M$20.0M7.7%0% | 0%0% | 0.1%--
W Z3WHEAT FUTURE(CBT) DEC23-513.0$-17.5M-6.7%0% | -3.1%3.0% | 4.5%-0.2% | -2.8%-
XBU3GASOLINE RBOB FUT SEP23146.0$17.2M6.6%0% | 0.8%-14.6% | -17.3%41.7% | 59.4%-
not investment advice - use at own risk - see terms - data by kfa funds
dbmfwatch - KMLM | 2023-08-07 | history
2023-08-07 2023-08-04 (1d)2023-07-31 (1wk)2023-07-10 (4wk)2023-05-08 (13wk)2023-02-06 (26wk)
symboldescriptionsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepct
--cash--Cash81.5M$81.5M31.3%83.1M$83.1M31.8%83.8M$83.8M32.2%91.7M$91.7M35.7%108.1M$108.1M38.6%109.1M$109.1M43.0%
-CAD-CANADIAN DOLLAR-1.3M$-936.9K-0.4%-1.3M$-935.8K-0.4%-1.5M$-1.1M-0.4%-1.5M$-1.1M-0.4%-810.0K$-605.6K-0.2%-464.1K$-345.2K-0.1%
-EUR-EURO-305.9K$-336.7K-0.1%-401.2K$-441.6K-0.2%-850.7K$-935.3K-0.4%5.5K$6.0K0%-1.8M$-1.9M-0.7%1.7M$1.8M0.7%
-GBP-BRITISH STERLING POUND4.0M$5.1M1.9%3.7M$4.7M1.8%3.0M$3.8M1.5%4.8M$6.2M2.4%31.1K$39.3K0%-238.2K$-286.3K-0.1%
-JPY-JAPANESE YEN-610.7M$-4.3M-1.7%-626.1M$-4.4M-1.7%-597.9M$-4.2M-1.6%-549.9M$-3.9M-1.5%-533.2M$-3.9M-1.4%-395.5M$-3.0M-1.2%
ADH3AUDUSD CRNCY FUT MAR23---------------140.0$9.6M3.8%
ADM3AUDUSD CRNCY FUT JUN23-------------686.0$-46.6M-16.6%---
ADU3AUDUSD CRNCY FUT SEP23-90.0$-5.9M-2.3%-90.0$-5.9M-2.3%-90.0$-6.1M-2.3%-320.0$-21.4M-8.3%------
BPH3BP CURRENCY FUT MAR23---------------26.0$2.0M0.8%
BPM3BP CURRENCY FUT JUN23------------578.0$45.6M16.3%---
BPU3BP CURRENCY FUT SEP23527.0$42.1M16.2%527.0$42.0M16.1%531.0$42.6M16.4%514.0$41.3M16.1%------
C H3CORN FUTURE MAR23---------------512.0$17.4M6.8%
C N3CORN FUTURE JUL23-------------342.0$-10.2M-3.6%---
C Z3CORN FUTURE DEC23-692.0$-17.2M-6.6%-692.0$-17.2M-6.6%-715.0$-18.3M-7.0%-165.0$-4.1M-1.6%------
CDH3C$ CURRENCY FUT MAR23----------------552.0$-41.1M-16.2%
CDM3C$ CURRENCY FUT JUN23-------------615.0$-46.0M-16.4%---
CDU3C$ CURRENCY FUT SEP23557.0$41.7M16.0%557.0$41.6M15.9%558.0$42.4M16.3%334.0$25.2M9.8%------
CLH3WTI CRUDE FUTURE MAR23----------------221.0$-16.4M-6.5%
CLM3WTI CRUDE FUTURE JUN23-------------248.0$-18.1M-6.5%---
CLU3WTI CRUDE FUTURE SEP23-10.0$-819.4K-0.3%-31.0$-2.6M-1.0%-131.0$-10.7M-4.1%-242.0$-17.7M-6.9%------
CNH3CAN 10YR BOND FUT MAR23----------------163.0$-15.2M-6.0%
CNM3CAN 10YR BOND FUT JUN23------------621.0$58.1M20.8%---
CNU3CAN 10YR BOND FUT SEP23-729.0$-65.3M-25.1%-729.0$-65.2M-25.0%-715.0$-65.1M-25.0%-692.0$-62.6M-24.3%------
ECH3EURO FX CURR FUT MAR23---------------246.0$33.0M13.0%
ECM3EURO FX CURR FUT JUN23------------329.0$45.4M16.2%---
ECU3EURO FX CURR FUT SEP23307.0$42.3M16.3%307.0$42.3M16.2%308.0$42.4M16.3%298.0$41.1M16.0%------
G H3LONG GILT FUTURE MAR23----------------505.0$-64.0M-25.2%
G M3LONG GILT FUTURE JUN23-------------560.0$-71.3M-25.5%---
G U3LONG GILT FUTURE SEP23-538.0$-64.9M-24.9%-538.0$-65.0M-24.9%-547.0$-67.5M-25.9%-529.0$-63.1M-24.6%------
GCM3GOLD 100 OZ FUTR JUN23------------95.0$19.3M6.9%89.0$16.9M6.6%
GCQ3GOLD 100 OZ FUTR AUG23---------89.0$17.2M6.7%------
GCZ3GOLD 100 OZ FUTR DEC2388.0$17.3M6.7%88.0$17.4M6.7%90.0$18.1M6.9%---------
HGH3COPPER FUTURE MAR23---------------133.0$13.4M5.3%
HGN3COPPER FUTURE JUL23------------196.0$19.3M6.9%---
HGU3COPPER FUTURE SEP23160.0$15.3M5.9%143.0$13.8M5.3%117.0$11.7M4.5%78.0$7.4M2.9%------
HOH3NY HARB ULSD FUT MAR23---------------56.0$6.5M2.6%
HOM3NY HARB ULSD FUT JUN23-------------191.0$-19.1M-6.8%---
HOU3NY HARB ULSD FUT SEP23-34.0$-4.3M-1.7%-47.0$-6.0M-2.3%-123.0$-15.4M-5.9%-167.0$-17.8M-6.9%------
JBH3JPN 10Y BOND(OSE) MAR23----------------52.0$-57.6M-22.7%
JBM3JPN 10Y BOND(OSE) JUN23------------65.0$71.5M25.5%---
JBU3JPN 10Y BOND(OSE) SEP2364.0$65.9M25.3%64.0$66.0M25.3%64.0$66.0M25.4%62.0$64.7M25.2%------
JYH3JPN YEN CURR FUT MAR23----------------143.0$-13.6M-5.3%
JYM3JPN YEN CURR FUT JUN23-------------445.0$-41.4M-14.8%---
JYU3JPN YEN CURR FUT SEP23-478.0$-42.2M-16.2%-478.0$-42.4M-16.2%-481.0$-42.6M-16.3%-466.0$-41.7M-16.2%------
LCM3LIVE CATTLE FUTR JUN23------------288.0$18.7M6.7%273.0$17.5M6.9%
LCQ3LIVE CATTLE FUTR AUG23------250.0$17.8M6.8%242.0$17.2M6.7%------
LCZ3LIVE CATTLE FUTR DEC23241.0$17.9M6.9%241.0$18.0M6.9%------------
NGH23NATURAL GAS FUTR MAR23----------------648.0$-15.9M-6.3%
NGM23NATURAL GAS FUTR JUN23-------------792.0$-17.7M-6.3%---
NGU23NATURAL GAS FUTR SEP23-674.0$-18.4M-7.1%-674.0$-17.4M-6.6%-638.0$-16.8M-6.5%-617.0$-16.3M-6.3%------
RXH3EURO-BUND FUTURE MAR23----------------438.0$-64.3M-25.3%
RXM3EURO-BUND FUTURE JUN23-------------478.0$-71.3M-25.4%---
RXU3EURO-BUND FUTURE SEP23-454.0$-65.9M-25.3%-454.0$-66.0M-25.3%-454.0$-66.4M-25.5%-439.0$-63.3M-24.6%------
S H3SOYBEAN FUTURE MAR23---------------226.0$17.2M6.8%
S N3SOYBEAN FUTURE JUL23------------38.0$2.7M1.0%---
S X3SOYBEAN FUTURE NOV23267.0$17.4M6.7%267.0$17.8M6.8%238.0$15.8M6.1%61.0$4.1M1.6%------
SBH3SUGAR #11 (WORLD) MAR23---------------714.0$16.5M6.5%
SBN3SUGAR #11 (WORLD) JUL23------------646.0$18.9M6.7%---
SBV3SUGAR #11 (WORLD) OCT23658.0$17.5M6.7%658.0$17.5M6.7%693.0$18.7M7.2%671.0$17.6M6.9%------
SFH3CHF CURRENCY FUT MAR23---------------302.0$40.8M16.1%
SFM3CHF CURRENCY FUT JUN23------------323.0$45.6M16.3%---
SFU3CHF CURRENCY FUT SEP23294.0$42.3M16.2%294.0$42.3M16.2%300.0$43.2M16.6%290.0$41.2M16.0%------
TYH3US 10YR NOTE (CBT)MAR23----------------568.0$-64.5M-25.4%
TYM3US 10YR NOTE (CBT)JUN23-------------442.0$-50.9M-18.2%---
TYU3US 10YR NOTE (CBT)SEP23-596.0$-66.2M-25.4%-596.0$-66.2M-25.4%-589.0$-65.6M-25.2%-571.0$-63.5M-24.7%------
US912796W472Treasury B 05/18/23------------35M$35.0M12.5%---
US912796XY07Treasury B 08/10/2340M$40.0M15.4%40M$40.0M15.3%40M$39.9M15.3%40M$39.8M15.5%40M$39.5M14.1%40M$39.0M15.4%
US912796Y296Treasury B 07/27/23---------39M$38.9M15.1%------
US912796YH64Treasury B 09/07/2340M$39.8M15.3%40M$39.8M15.2%40M$39.8M15.3%------35M$34.1M13.4%
US912796YJ21Treasury B 10/05/2340M$39.7M15.2%40M$39.7M15.2%40M$39.6M15.2%40M$39.5M15.4%40M$39.2M14.0%40M$38.8M15.3%
US912796YV58Treasury B 04/27/23---------------35M$34.7M13.7%
US912796Z517Treasury B 08/31/2340M$39.9M15.3%40M$39.9M15.3%40M$39.8M15.3%---------
US912796ZE25Treasury B 05/11/23------------30M$30.0M10.7%---
US912796ZZ53Treasury B 07/20/23---------38M$38.0M14.8%------
US912797FM44Treasury B 06/06/23------------35M$34.9M12.4%---
US912797FY81Treasury B 07/18/23---------8M$8.0M3.1%------
US912797GG66Treasury B 08/15/2320M$20.0M7.7%20M$20.0M7.6%20M$20.0M7.7%---------
W H3WHEAT FUTURE(CBT) MAR23----------------457.0$-17.1M-6.8%
W N3WHEAT FUTURE(CBT) JUL23-------------602.0$-19.7M-7.0%---
W Z3WHEAT FUTURE(CBT) DEC23-513.0$-17.5M-6.7%-513.0$-16.9M-6.5%-529.0$-18.3M-7.0%-512.0$-17.0M-6.6%------
XBH3GASOLINE RBOB FUT MAR23---------------8.0$797.5K0.3%
XBM3GASOLINE RBOB FUT JUN23-------------77.0$-8.0M-2.8%---
XBU3GASOLINE RBOB FUT SEP23146.0$17.2M6.6%146.0$17.1M6.5%171.0$20.8M8.0%103.0$10.8M4.2%------
not investment advice - use at own risk - see terms - data by kfa funds

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dbmfwatch

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