Quotes on the CME Case Shiller futures moved higher today after this morning’s release of the February Case Shiller indices. The line “Mid-Mid change” in the table below highlights the change in prices for the 11 contracts (the Case Shiller 10-city index, and one for each of the ten composite … Read More
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
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
Quotes on the CME home price index futures were little changed after the release of Tuesday’s Case Shiller numbers. The table shows prices from the Nov ’18 contract, from Mar 26th (the day before #’s were announced) and as of the end of trading on Mar 27th. Changes in mid-market … Read More
Prices on the CME home price index futures were slightly higher after this morning’s release of the Case Shiller indices. The table below shows the market quotes on the expiring Nov ’17 contract from yesterday, versus the actual CS #’s released this morning. I would highlight three surprises: DEN and … Read More
Quotes on the CME Case Shiller home price index futures are marginally higher this afternoon (relative to yesterday, and as measured by mid-market values) after this morning’s release of the Case Shiller indices. The biggest gain took place in the LAXX18 contract (where there was one trade today). DENX18 is … Read More
I posted a recap of activity in the CME Case Shiller home price futures contracts for June. You can access in the Reports section or via this link.
The 28-page report contains numerous tables and graphs of relevant information, including a section with graphs, prices and put option quotes … Read More