Recap of activity in CME Case Shiller futures for July

I just posted an 18-page recap of (the very limited) activity in the CME Case Shiller futures for the month of July.  There are pages with tables of recent outright prices, and price changes,  calendar and intercity spread quotes, indicative option prices, and volume and open interest (OI) figures.   The … Read More

Recap for March – CME Home Price Index Contracts posted

I’ve posted a recap of activity in the CME Case Shiller home price index futures (and options) for March in the Reports section (or you can link here).  The report contains tables of prices, price changes, graphs of historical and forward prices, and quotes on inter-city and calendar spreads.  … Read More

What Homeowners (and markets) are thinking

Pulsenomics recently published their semi-annual survey of homeowners. (You can order a complementary copy here ).  The 18-page feb-17_18-ao-sept-17-2016report is chock-full of surveys (using great graphics) on what people think about home ownership, willingness to buy, and (importantly for traders here) outlook on prices.   The survey participants are divided into … Read More

Basics _Bid Ask spreads for Case Shiller futures contracts

My last blog talked about which contract expirations get most of the (limited) trading.  This one shows (see table below) where the tightest bid/ask spreads are (today).  That’s important as the markets with the narrowest bid/ask spreads tend to be the ones with the greatest likelihood of a trade.  After … Read More