Jan 28-Post CS #’s

Bid/ask spreads widened across many regions and expirations after the release of the Case Shiller #’s this morning.  The attached table shows the history of the CS indices over recent Jan 28_post CSbhistory, the CME markets for the front G14 (Feb 2014) contract during late Monday, the actual CS #’s that were … Read More

Jan 9 update

As I mentioned in the month-end summary, bid/ask spreads have compressed slightly since Dec. 31.  I posted a set of tables in the Reports section (click here) that shows the changes between Dec 31 and Jan 9.   The BOS, CHI, DEN, and WDC contracts all have (on balance) higher … Read More