Mid April price updates -CME Case Shiller home price index futures

Here’s an update of quotes across the CME Case Shiller home price futures contracts from early April 16th.  I’ve posted as there’s been quite a bit of bid/ask spread compression since March 29th both by regions and across the expirations.  For example CHI bids are 6.4 points higher, while offers … Read More

Basics: Scorecard for Sept 12/ how much does (should) stock market impact home prices?

The combination of three events (the end of summer, my decision to switch benchmark to Nov ’18 expirations, and the recent sell-off in the stock market) prompted me to re-think how to show summary information to anyone potentially interested in the CME Case Shiller home price index futures.  This is … Read More

Post Nov Case Shiller #’s

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.

Nov post CS

Bid/ask spreads widened … Read More