CME Case Shiller home price index futures contracts did not have much of a reaction to today’s release of the October CS #’s. As shown in the table below, CHI and DEN Nov ’17 contracts are quoted slightly lower (using mid-market levels), while the SDG and SFR contracts (where most of the trading action took place in Oct-Nov) are quoted slightly higher.
Quotes for the front contract (Feb ’17 expiration) have not tightened much (as typically happens when the time to expiration falls from 3 months to 2, or 2 to 1).
There have been no trades yet today.
I could use some help in tightening spreads, filling out missing prices, for the year-end summary report. Any help would be appreciated.
Feel free to contact me (firstname.lastname@example.org) if you have any questions or trading ideas.