Archives by Tag 'case-shiller index'

April recap posted

By blogadmin - Last updated: Monday, May 4, 2015

I posted my monthly recap of trading activity in the CME Case Shiller futures Arpil Summaryin the reports section (or you can link by clicking here).

The key observations are:

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March recap posted

By blogadmin - Last updated: Wednesday, April 1, 2015

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 … Read More

Post March CS #’s

By blogadmin - Last updated: Tuesday, March 31, 2015

The CME housing futures moved slightly higher, and bid/offered spreads widened after this morning’s Case Shiller numbers were released.   Four contracts traded (bringing the MTD total to 12).  All trades were on calendar spread orders in the CHI and SDG … Read More

Insight from other indices? FHFA

By blogadmin - Last updated: Tuesday, March 24, 2015

While the CME contracts reference the Case Shiller 10-city index (and its ten components), some traders believe that there “may” be quite a bit to learn from other indices that might be helpful in trading the short expiration CME contracts.  … Read More

Mid-March Update

By blogadmin - Last updated: Tuesday, March 17, 2015

The two trends of a) tightening bid/ask spreads and b) nearly no trading early in the month, continued to play out in the first half of March.  As highlighted March summaryin the table to the right, bid/ask spreads have inched in … Read More

Dispersion of home price expectations

By blogadmin - Last updated: Friday, March 6, 2015

I continue to rely on (and participate in) the Pulsenomics quarterly survey on home price expectations (click here) both as a check against CME Case Shiller futures, and to identify economists with outlier calls.  (“Come on guys.  Back up … Read More

Feb recap (finally) posted

By blogadmin - Last updated: Wednesday, March 4, 2015

I just got around to posting my recap of activity in the CME Case Shiller futures contracts for February.  Anyone living in the Northeast knows that shoveling snow and chipping ice is taking WAY TOO MUCH of my time.   The … Read More

Recap Post CS#’s

By blogadmin - Last updated: Tuesday, February 24, 2015

Wow!  In four years of market making I can’t recall seeing so many Case Shiller numbers reported outside the bid/ask range of the expiring contract.  In addition, while there have been occasions when the futures were too high or too … Read More

Mid Feb recap

By blogadmin - Last updated: Wednesday, February 18, 2015

It’s been a quiet (silent) month in the CME  Case Shiller futures with no trades.  Bid/Ask spreads continue to grind in, and edge higher  (in search of a level that Feb MTD changeswill prompt a trade?) across almost all expirations and regions.  … Read More

Dec/ Year-end Recap of CME activity

By blogadmin - Last updated: Thursday, January 1, 2015

I’ve posted a recap of activity in the CME Case Shiller futures for December in the Reports section, or you can access it here. I’ve also updated a set of graphs (here) of all 11 regional contracts … Read More