Prices on the Case Shiller futures were mixed, but on balance, slightly higher today, post today’s release of the September Case Shiller indices. The table below highlights changes in the Nov ’16 contract between Monday and today’s close. Six regions showed higher prices while four were lower.
There were 7 trades today involving two regions (CUS and LAX) and four expirations (Feb, May, Nov ’16 and Nov ’17).
I posted preliminary quotes on Feb ’16/Feb ’17 calendar spreads to start discussion of 2016 HPA. Feel free to weigh in.
With the expiration of Nov ’15 the CME opened up a Nov ’20 contract.
Feel free to contact me (email@example.com) if you have any questions about this post or any other issue related to the CME Case Shiller futures.