Case Shiller quotes on Case Shiller futures are generally lower after this morning’s #’s (with the exception of CHI and WDC).
The table below shows quotes from sometime yesterday and this morning (~11 AM NY). As shown in the line “one day price moves” (which measures the change in mid-to-mid) CHI and WDC are the only two markets that are higher. The rest are unchanged to lower with the high-flying markets of DEN and SFR off the most. (This is typical as the strongest markets seem to need continual validation to maintain futures prices consistent with strong forward HPA.)
Bid/ask spreads are tighter for Aug ’16 contracts (which expire next month) but not (yet) for Nov ’16.
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