I’ve posted the June recap report, as well as updating graphs for month-end prices, price changes between May and June, and tables showing volume and open interest over the last five years. All reports, graphs and tables are in the REPORTS section of this website.
As to the recap, there … Read More
I posted a recap of activity in the CME S&P Case Shiller home price futures for the month of March in the Reports section. In addition there is a set of graphs for 11 contracts, and prices and price changes for the month. You can access them here (Recap… Read More
I’ve posted a recap of activity in the CME S&P Case Shiller home price index futures for the month of Nov to the Reports section of this website (or one can click here to access.) The report uses an end date of Monday Dec. 2 as the last business day … Read More
In working to update the marketing book, I compiled historical open interest and volume data from the CME covering the period 2006-2013 into two tables in the Reports section (or that one can access here volume, open interest) and shown here.
The volume table shows that 10 times … Read More
In a proverbial case of “Good News/Bad News” trading volume for the S&P/ Case Shiller (home price index) futures traded on the CME for 2012 was 83% higher than for 2011. As illustrated in the table to the right there were 357 trades (with notional value of ~$10mm) during the … Read More