Archives by Tag 'case-shiller index'
With only one week to go before the (Tuesday, Nov 24th) release of the Case Shiller index results for September, I’ve taken a sharp pencil to tighten up bid/ask spreads in Nov ’15 (X15) contracts. Here’s a table of historical … Read More
I missed doing a September recap so I wanted to make sure that I pulled together and posted information on October activity in a timely fashion. The October recap is posted in the Reports section or you can access here… Read More
Quotes on all regions of the CME housing contracts have slipped slightly this morning after the release of the August Case Shiller indices (with the exception of the DEN contract that is up slightly). On average bids are off about … Read More
I just wanted to post a quick update to changes in price quotes on the CME Case Shiller home price futures contracts post this morning’s numbers. (See table below)
On balance prices of the front Nov ’15 contract (the one … Read More
I’ve posted a recap of activity for August in the CME Case Shiller home price futures contracts. The report (and monthly price changes are in the Reports section or can be accessed here: Recap, Prices )
It was another … Read More
Quotes on the S&P Case Shiller futures contracts were generally lower after Tuesday’s release of the May indices. (Sorry for the delay but I was attending the Core Logic Real Estate symposium, where among other topics, the 300+ audience heard … Read More
As I was compiling the (very thin) June recap I was struck by how the prices of CME Case Shiller home price futures have continued to rise year after year.
Note how the year-end CME prices (as measured by mid-market) … Read More
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 … Read More
CME markets have been mostly quiet this morning as Case Shiller numbers came out generally in line toward CME quotes for the Aug ’15 contract. The two exceptions seem to have been in the BOS and SDG contracts where Nov … Read More
I posted my monthly recap of trading activity in the CME Case Shiller futures in the reports section (or you can link by clicking here).
The key observations are:
- 14 contracts traded across 6 regions, and 4 expirations.