Archives by Tag 'case-shiller index'
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.
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
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
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